CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 0.8587 0.8561 -0.0026 -0.3% 0.8554
High 0.8626 0.8561 -0.0065 -0.8% 0.8626
Low 0.8534 0.8510 -0.0024 -0.3% 0.8534
Close 0.8563 0.8517 -0.0046 -0.5% 0.8563
Range 0.0092 0.0051 -0.0041 -44.6% 0.0092
ATR 0.0052 0.0052 0.0000 0.2% 0.0000
Volume 100 406 306 306.0% 710
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8682 0.8651 0.8545
R3 0.8631 0.8600 0.8531
R2 0.8580 0.8580 0.8526
R1 0.8549 0.8549 0.8522 0.8539
PP 0.8529 0.8529 0.8529 0.8525
S1 0.8498 0.8498 0.8512 0.8488
S2 0.8478 0.8478 0.8508
S3 0.8427 0.8447 0.8503
S4 0.8376 0.8396 0.8489
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8850 0.8799 0.8614
R3 0.8758 0.8707 0.8588
R2 0.8666 0.8666 0.8580
R1 0.8615 0.8615 0.8571 0.8641
PP 0.8574 0.8574 0.8574 0.8587
S1 0.8523 0.8523 0.8555 0.8549
S2 0.8482 0.8482 0.8546
S3 0.8390 0.8431 0.8538
S4 0.8298 0.8339 0.8512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8626 0.8510 0.0116 1.4% 0.0050 0.6% 6% False True 210
10 0.8680 0.8510 0.0170 2.0% 0.0045 0.5% 4% False True 238
20 0.8779 0.8510 0.0269 3.2% 0.0051 0.6% 3% False True 180
40 0.8885 0.8465 0.0420 4.9% 0.0041 0.5% 12% False False 105
60 0.8885 0.8437 0.0448 5.3% 0.0029 0.3% 18% False False 197
80 0.8885 0.8437 0.0448 5.3% 0.0022 0.3% 18% False False 148
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8778
2.618 0.8695
1.618 0.8644
1.000 0.8612
0.618 0.8593
HIGH 0.8561
0.618 0.8542
0.500 0.8536
0.382 0.8529
LOW 0.8510
0.618 0.8478
1.000 0.8459
1.618 0.8427
2.618 0.8376
4.250 0.8293
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 0.8536 0.8568
PP 0.8529 0.8551
S1 0.8523 0.8534

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

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