CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 18-Apr-2007
Day Change Summary
Previous Current
17-Apr-2007 18-Apr-2007 Change Change % Previous Week
Open 0.8518 0.8586 0.0068 0.8% 0.8554
High 0.8580 0.8626 0.0046 0.5% 0.8626
Low 0.8518 0.8583 0.0065 0.8% 0.8534
Close 0.8574 0.8596 0.0022 0.3% 0.8563
Range 0.0062 0.0043 -0.0019 -30.6% 0.0092
ATR 0.0053 0.0053 0.0000 -0.1% 0.0000
Volume 459 73 -386 -84.1% 710
Daily Pivots for day following 18-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8731 0.8706 0.8620
R3 0.8688 0.8663 0.8608
R2 0.8645 0.8645 0.8604
R1 0.8620 0.8620 0.8600 0.8633
PP 0.8602 0.8602 0.8602 0.8608
S1 0.8577 0.8577 0.8592 0.8590
S2 0.8559 0.8559 0.8588
S3 0.8516 0.8534 0.8584
S4 0.8473 0.8491 0.8572
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 1.3% 0.0058 0.7% 74% True False 287
10 0.8626 0.8510 0.0116 1.3% 0.0044 0.5% 74% True False 227
20 0.8779 0.8510 0.0269 3.1% 0.0052 0.6% 32% False False 196
40 0.8885 0.8465 0.0420 4.9% 0.0043 0.5% 31% False False 119
60 0.8885 0.8437 0.0448 5.2% 0.0030 0.4% 35% False False 206
80 0.8885 0.8437 0.0448 5.2% 0.0023 0.3% 35% False False 155
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8809
2.618 0.8739
1.618 0.8696
1.000 0.8669
0.618 0.8653
HIGH 0.8626
0.618 0.8610
0.500 0.8605
0.382 0.8599
LOW 0.8583
0.618 0.8556
1.000 0.8540
1.618 0.8513
2.618 0.8470
4.250 0.8400
Fisher Pivots for day following 18-Apr-2007
Pivot 1 day 3 day
R1 0.8605 0.8587
PP 0.8602 0.8577
S1 0.8599 0.8568

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

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