CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 0.8492 0.8469 -0.0023 -0.3% 0.8579
High 0.8509 0.8469 -0.0040 -0.5% 0.8610
Low 0.8458 0.8447 -0.0011 -0.1% 0.8503
Close 0.8469 0.8448 -0.0021 -0.2% 0.8508
Range 0.0051 0.0022 -0.0029 -56.9% 0.0107
ATR 0.0049 0.0047 -0.0002 -3.9% 0.0000
Volume 43 205 162 376.7% 519
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 0.8521 0.8506 0.8460
R3 0.8499 0.8484 0.8454
R2 0.8477 0.8477 0.8452
R1 0.8462 0.8462 0.8450 0.8459
PP 0.8455 0.8455 0.8455 0.8453
S1 0.8440 0.8440 0.8446 0.8437
S2 0.8433 0.8433 0.8444
S3 0.8411 0.8418 0.8442
S4 0.8389 0.8396 0.8436
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 0.8563 0.8447 0.0116 1.4% 0.0041 0.5% 1% False True 109
10 0.8610 0.8447 0.0163 1.9% 0.0041 0.5% 1% False True 108
20 0.8665 0.8447 0.0218 2.6% 0.0044 0.5% 0% False True 155
40 0.8800 0.8447 0.0353 4.2% 0.0048 0.6% 0% False True 148
60 0.8885 0.8437 0.0448 5.3% 0.0037 0.4% 2% False False 228
80 0.8885 0.8437 0.0448 5.3% 0.0029 0.3% 2% False False 171
100 0.8885 0.8437 0.0448 5.3% 0.0023 0.3% 2% False False 137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8563
2.618 0.8527
1.618 0.8505
1.000 0.8491
0.618 0.8483
HIGH 0.8469
0.618 0.8461
0.500 0.8458
0.382 0.8455
LOW 0.8447
0.618 0.8433
1.000 0.8425
1.618 0.8411
2.618 0.8389
4.250 0.8354
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 0.8458 0.8492
PP 0.8455 0.8477
S1 0.8451 0.8463

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

View Archives - Comment on this page... - Back to Index of Symbols