CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary
Previous Current
26-Apr-2007 27-Apr-2007 Change Change % Previous Week
Open 0.8583 0.8520 -0.0063 -0.7% 0.8579
High 0.8583 0.8563 -0.0020 -0.2% 0.8610
Low 0.8515 0.8503 -0.0012 -0.1% 0.8503
Close 0.8511 0.8508 -0.0003 0.0% 0.8508
Range 0.0068 0.0060 -0.0008 -11.8% 0.0107
ATR 0.0050 0.0051 0.0001 1.3% 0.0000
Volume 72 107 35 48.6% 519
Daily Pivots for day following 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8705 0.8666 0.8541
R3 0.8645 0.8606 0.8525
R2 0.8585 0.8585 0.8519
R1 0.8546 0.8546 0.8514 0.8536
PP 0.8525 0.8525 0.8525 0.8519
S1 0.8486 0.8486 0.8503 0.8476
S2 0.8465 0.8465 0.8497
S3 0.8405 0.8426 0.8492
S4 0.8345 0.8366 0.8475
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8861 0.8792 0.8567
R3 0.8754 0.8685 0.8537
R2 0.8647 0.8647 0.8528
R1 0.8578 0.8578 0.8518 0.8559
PP 0.8540 0.8540 0.8540 0.8531
S1 0.8471 0.8471 0.8498 0.8452
S2 0.8433 0.8433 0.8488
S3 0.8326 0.8364 0.8479
S4 0.8219 0.8257 0.8449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8610 0.8503 0.0107 1.3% 0.0046 0.5% 5% False True 103
10 0.8665 0.8503 0.0162 1.9% 0.0048 0.6% 3% False True 182
20 0.8687 0.8503 0.0184 2.2% 0.0045 0.5% 3% False True 212
40 0.8885 0.8503 0.0382 4.5% 0.0048 0.6% 1% False True 139
60 0.8885 0.8437 0.0448 5.3% 0.0035 0.4% 16% False False 221
80 0.8885 0.8437 0.0448 5.3% 0.0027 0.3% 16% False False 166
100 0.9024 0.8437 0.0587 6.9% 0.0022 0.3% 12% False False 133
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8818
2.618 0.8720
1.618 0.8660
1.000 0.8623
0.618 0.8600
HIGH 0.8563
0.618 0.8540
0.500 0.8533
0.382 0.8526
LOW 0.8503
0.618 0.8466
1.000 0.8443
1.618 0.8406
2.618 0.8346
4.250 0.8248
Fisher Pivots for day following 27-Apr-2007
Pivot 1 day 3 day
R1 0.8533 0.8554
PP 0.8525 0.8539
S1 0.8516 0.8523

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

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