CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 19-Apr-2007
Day Change Summary
Previous Current
18-Apr-2007 19-Apr-2007 Change Change % Previous Week
Open 0.8586 0.8603 0.0017 0.2% 0.8554
High 0.8626 0.8665 0.0039 0.5% 0.8626
Low 0.8583 0.8603 0.0020 0.2% 0.8534
Close 0.8596 0.8610 0.0014 0.2% 0.8563
Range 0.0043 0.0062 0.0019 44.2% 0.0092
ATR 0.0053 0.0054 0.0001 2.2% 0.0000
Volume 73 237 164 224.7% 710
Daily Pivots for day following 19-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8812 0.8773 0.8644
R3 0.8750 0.8711 0.8627
R2 0.8688 0.8688 0.8621
R1 0.8649 0.8649 0.8616 0.8669
PP 0.8626 0.8626 0.8626 0.8636
S1 0.8587 0.8587 0.8604 0.8607
S2 0.8564 0.8564 0.8599
S3 0.8502 0.8525 0.8593
S4 0.8440 0.8463 0.8576
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 0.8665 0.8510 0.0155 1.8% 0.0062 0.7% 65% True False 255
10 0.8665 0.8510 0.0155 1.8% 0.0047 0.5% 65% True False 203
20 0.8779 0.8510 0.0269 3.1% 0.0053 0.6% 37% False False 207
40 0.8885 0.8469 0.0416 4.8% 0.0045 0.5% 34% False False 124
60 0.8885 0.8437 0.0448 5.2% 0.0031 0.4% 39% False False 210
80 0.8885 0.8437 0.0448 5.2% 0.0024 0.3% 39% False False 158
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8929
2.618 0.8827
1.618 0.8765
1.000 0.8727
0.618 0.8703
HIGH 0.8665
0.618 0.8641
0.500 0.8634
0.382 0.8627
LOW 0.8603
0.618 0.8565
1.000 0.8541
1.618 0.8503
2.618 0.8441
4.250 0.8340
Fisher Pivots for day following 19-Apr-2007
Pivot 1 day 3 day
R1 0.8634 0.8604
PP 0.8626 0.8598
S1 0.8618 0.8592

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

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