CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 0.8510 0.8512 0.0002 0.0% 0.8579
High 0.8526 0.8537 0.0011 0.1% 0.8610
Low 0.8500 0.8493 -0.0007 -0.1% 0.8503
Close 0.8514 0.8498 -0.0016 -0.2% 0.8508
Range 0.0026 0.0044 0.0018 69.2% 0.0107
ATR 0.0049 0.0049 0.0000 -0.8% 0.0000
Volume 158 32 -126 -79.7% 519
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 0.8641 0.8614 0.8522
R3 0.8597 0.8570 0.8510
R2 0.8553 0.8553 0.8506
R1 0.8526 0.8526 0.8502 0.8518
PP 0.8509 0.8509 0.8509 0.8505
S1 0.8482 0.8482 0.8494 0.8474
S2 0.8465 0.8465 0.8490
S3 0.8421 0.8438 0.8486
S4 0.8377 0.8394 0.8474
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 0.8605 0.8493 0.0112 1.3% 0.0045 0.5% 4% False True 85
10 0.8665 0.8493 0.0172 2.0% 0.0044 0.5% 3% False True 115
20 0.8665 0.8493 0.0172 2.0% 0.0043 0.5% 3% False True 181
40 0.8840 0.8493 0.0347 4.1% 0.0049 0.6% 1% False True 144
60 0.8885 0.8437 0.0448 5.3% 0.0036 0.4% 14% False False 224
80 0.8885 0.8437 0.0448 5.3% 0.0028 0.3% 14% False False 168
100 0.8983 0.8437 0.0546 6.4% 0.0023 0.3% 11% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8724
2.618 0.8652
1.618 0.8608
1.000 0.8581
0.618 0.8564
HIGH 0.8537
0.618 0.8520
0.500 0.8515
0.382 0.8510
LOW 0.8493
0.618 0.8466
1.000 0.8449
1.618 0.8422
2.618 0.8378
4.250 0.8306
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 0.8515 0.8528
PP 0.8509 0.8518
S1 0.8504 0.8508

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

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