CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 02-May-2007
Day Change Summary
Previous Current
01-May-2007 02-May-2007 Change Change % Previous Week
Open 0.8512 0.8492 -0.0020 -0.2% 0.8579
High 0.8537 0.8509 -0.0028 -0.3% 0.8610
Low 0.8493 0.8458 -0.0035 -0.4% 0.8503
Close 0.8498 0.8469 -0.0029 -0.3% 0.8508
Range 0.0044 0.0051 0.0007 15.9% 0.0107
ATR 0.0049 0.0049 0.0000 0.3% 0.0000
Volume 32 43 11 34.4% 519
Daily Pivots for day following 02-May-2007
Classic Woodie Camarilla DeMark
R4 0.8632 0.8601 0.8497
R3 0.8581 0.8550 0.8483
R2 0.8530 0.8530 0.8478
R1 0.8499 0.8499 0.8474 0.8489
PP 0.8479 0.8479 0.8479 0.8474
S1 0.8448 0.8448 0.8464 0.8438
S2 0.8428 0.8428 0.8460
S3 0.8377 0.8397 0.8455
S4 0.8326 0.8346 0.8441
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 0.8583 0.8458 0.0125 1.5% 0.0050 0.6% 9% False True 82
10 0.8665 0.8458 0.0207 2.4% 0.0045 0.5% 5% False True 112
20 0.8665 0.8458 0.0207 2.4% 0.0044 0.5% 5% False True 169
40 0.8840 0.8458 0.0382 4.5% 0.0050 0.6% 3% False True 145
60 0.8885 0.8437 0.0448 5.3% 0.0037 0.4% 7% False False 224
80 0.8885 0.8437 0.0448 5.3% 0.0029 0.3% 7% False False 169
100 0.8892 0.8437 0.0455 5.4% 0.0023 0.3% 7% False False 135
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8726
2.618 0.8643
1.618 0.8592
1.000 0.8560
0.618 0.8541
HIGH 0.8509
0.618 0.8490
0.500 0.8484
0.382 0.8477
LOW 0.8458
0.618 0.8426
1.000 0.8407
1.618 0.8375
2.618 0.8324
4.250 0.8241
Fisher Pivots for day following 02-May-2007
Pivot 1 day 3 day
R1 0.8484 0.8498
PP 0.8479 0.8488
S1 0.8474 0.8479

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

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