CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 26-Apr-2007
Day Change Summary
Previous Current
25-Apr-2007 26-Apr-2007 Change Change % Previous Week
Open 0.8605 0.8583 -0.0022 -0.3% 0.8561
High 0.8605 0.8583 -0.0022 -0.3% 0.8665
Low 0.8580 0.8515 -0.0065 -0.8% 0.8510
Close 0.8582 0.8511 -0.0071 -0.8% 0.8583
Range 0.0025 0.0068 0.0043 172.0% 0.0155
ATR 0.0049 0.0050 0.0001 2.7% 0.0000
Volume 57 72 15 26.3% 1,306
Daily Pivots for day following 26-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8740 0.8694 0.8548
R3 0.8672 0.8626 0.8530
R2 0.8604 0.8604 0.8523
R1 0.8558 0.8558 0.8517 0.8547
PP 0.8536 0.8536 0.8536 0.8531
S1 0.8490 0.8490 0.8505 0.8479
S2 0.8468 0.8468 0.8499
S3 0.8400 0.8422 0.8492
S4 0.8332 0.8354 0.8474
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 0.8610 0.8515 0.0095 1.1% 0.0041 0.5% -4% False True 108
10 0.8665 0.8510 0.0155 1.8% 0.0051 0.6% 1% False False 181
20 0.8704 0.8510 0.0194 2.3% 0.0046 0.5% 1% False False 211
40 0.8885 0.8510 0.0375 4.4% 0.0047 0.5% 0% False False 136
60 0.8885 0.8437 0.0448 5.3% 0.0034 0.4% 17% False False 219
80 0.8885 0.8437 0.0448 5.3% 0.0027 0.3% 17% False False 164
100 0.9024 0.8437 0.0587 6.9% 0.0021 0.3% 13% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8872
2.618 0.8761
1.618 0.8693
1.000 0.8651
0.618 0.8625
HIGH 0.8583
0.618 0.8557
0.500 0.8549
0.382 0.8541
LOW 0.8515
0.618 0.8473
1.000 0.8447
1.618 0.8405
2.618 0.8337
4.250 0.8226
Fisher Pivots for day following 26-Apr-2007
Pivot 1 day 3 day
R1 0.8549 0.8563
PP 0.8536 0.8545
S1 0.8524 0.8528

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

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