CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 0.8561 0.8518 -0.0043 -0.5% 0.8554
High 0.8561 0.8580 0.0019 0.2% 0.8626
Low 0.8510 0.8518 0.0008 0.1% 0.8534
Close 0.8517 0.8574 0.0057 0.7% 0.8563
Range 0.0051 0.0062 0.0011 21.6% 0.0092
ATR 0.0052 0.0053 0.0001 1.5% 0.0000
Volume 406 459 53 13.1% 710
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8743 0.8721 0.8608
R3 0.8681 0.8659 0.8591
R2 0.8619 0.8619 0.8585
R1 0.8597 0.8597 0.8580 0.8608
PP 0.8557 0.8557 0.8557 0.8563
S1 0.8535 0.8535 0.8568 0.8546
S2 0.8495 0.8495 0.8563
S3 0.8433 0.8473 0.8557
S4 0.8371 0.8411 0.8540
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% 0.0057 0.7% 55% False False 297
10 0.8626 0.8510 0.0116 1.4% 0.0043 0.5% 55% False False 247
20 0.8779 0.8510 0.0269 3.1% 0.0052 0.6% 24% False False 202
40 0.8885 0.8465 0.0420 4.9% 0.0043 0.5% 26% False False 117
60 0.8885 0.8437 0.0448 5.2% 0.0030 0.3% 31% False False 205
80 0.8885 0.8437 0.0448 5.2% 0.0023 0.3% 31% False False 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8844
2.618 0.8742
1.618 0.8680
1.000 0.8642
0.618 0.8618
HIGH 0.8580
0.618 0.8556
0.500 0.8549
0.382 0.8542
LOW 0.8518
0.618 0.8480
1.000 0.8456
1.618 0.8418
2.618 0.8356
4.250 0.8255
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 0.8566 0.8572
PP 0.8557 0.8570
S1 0.8549 0.8568

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

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