CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 0.8598 0.8605 0.0007 0.1% 0.8561
High 0.8610 0.8605 -0.0005 -0.1% 0.8665
Low 0.8570 0.8580 0.0010 0.1% 0.8510
Close 0.8585 0.8582 -0.0003 0.0% 0.8583
Range 0.0040 0.0025 -0.0015 -37.5% 0.0155
ATR 0.0051 0.0049 -0.0002 -3.6% 0.0000
Volume 70 57 -13 -18.6% 1,306
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8664 0.8648 0.8596
R3 0.8639 0.8623 0.8589
R2 0.8614 0.8614 0.8587
R1 0.8598 0.8598 0.8584 0.8594
PP 0.8589 0.8589 0.8589 0.8587
S1 0.8573 0.8573 0.8580 0.8569
S2 0.8564 0.8564 0.8577
S3 0.8539 0.8548 0.8575
S4 0.8514 0.8523 0.8568
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.9051 0.8972 0.8668
R3 0.8896 0.8817 0.8626
R2 0.8741 0.8741 0.8611
R1 0.8662 0.8662 0.8597 0.8702
PP 0.8586 0.8586 0.8586 0.8606
S1 0.8507 0.8507 0.8569 0.8547
S2 0.8431 0.8431 0.8555
S3 0.8276 0.8352 0.8540
S4 0.8121 0.8197 0.8498
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8665 0.8567 0.0098 1.1% 0.0039 0.5% 15% False False 141
10 0.8665 0.8510 0.0155 1.8% 0.0049 0.6% 46% False False 214
20 0.8755 0.8510 0.0245 2.9% 0.0048 0.6% 29% False False 215
40 0.8885 0.8510 0.0375 4.4% 0.0045 0.5% 19% False False 135
60 0.8885 0.8437 0.0448 5.2% 0.0033 0.4% 32% False False 218
80 0.8885 0.8437 0.0448 5.2% 0.0026 0.3% 32% False False 164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8711
2.618 0.8670
1.618 0.8645
1.000 0.8630
0.618 0.8620
HIGH 0.8605
0.618 0.8595
0.500 0.8593
0.382 0.8590
LOW 0.8580
0.618 0.8565
1.000 0.8555
1.618 0.8540
2.618 0.8515
4.250 0.8474
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 0.8593 0.8590
PP 0.8589 0.8587
S1 0.8586 0.8585

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

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