CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 0.8566 0.8546 -0.0020 -0.2% 0.8662
High 0.8580 0.8583 0.0003 0.0% 0.8687
Low 0.8543 0.8539 -0.0004 0.0% 0.8554
Close 0.8555 0.8568 0.0013 0.2% 0.8555
Range 0.0037 0.0044 0.0007 18.9% 0.0133
ATR 0.0049 0.0049 0.0000 -0.7% 0.0000
Volume 121 401 280 231.4% 1,719
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8695 0.8676 0.8592
R3 0.8651 0.8632 0.8580
R2 0.8607 0.8607 0.8576
R1 0.8588 0.8588 0.8572 0.8598
PP 0.8563 0.8563 0.8563 0.8568
S1 0.8544 0.8544 0.8564 0.8554
S2 0.8519 0.8519 0.8560
S3 0.8475 0.8500 0.8556
S4 0.8431 0.8456 0.8544
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8998 0.8909 0.8628
R3 0.8865 0.8776 0.8592
R2 0.8732 0.8732 0.8579
R1 0.8643 0.8643 0.8567 0.8621
PP 0.8599 0.8599 0.8599 0.8588
S1 0.8510 0.8510 0.8543 0.8488
S2 0.8466 0.8466 0.8531
S3 0.8333 0.8377 0.8518
S4 0.8200 0.8244 0.8482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8598 0.8539 0.0059 0.7% 0.0033 0.4% 49% False True 151
10 0.8704 0.8539 0.0165 1.9% 0.0041 0.5% 18% False True 240
20 0.8779 0.8539 0.0240 2.8% 0.0047 0.6% 12% False True 160
40 0.8885 0.8465 0.0420 4.9% 0.0038 0.4% 25% False False 93
60 0.8885 0.8437 0.0448 5.2% 0.0027 0.3% 29% False False 189
80 0.8885 0.8437 0.0448 5.2% 0.0020 0.2% 29% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8770
2.618 0.8698
1.618 0.8654
1.000 0.8627
0.618 0.8610
HIGH 0.8583
0.618 0.8566
0.500 0.8561
0.382 0.8556
LOW 0.8539
0.618 0.8512
1.000 0.8495
1.618 0.8468
2.618 0.8424
4.250 0.8352
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 0.8566 0.8566
PP 0.8563 0.8564
S1 0.8561 0.8562

These figures are updated between 7pm and 10pm EST after a trading day.

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