CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 08-May-2007
Day Change Summary
Previous Current
07-May-2007 08-May-2007 Change Change % Previous Week
Open 0.8485 0.8470 -0.0015 -0.2% 0.8510
High 0.8487 0.8502 0.0015 0.2% 0.8537
Low 0.8469 0.8470 0.0001 0.0% 0.8447
Close 0.8471 0.8479 0.0008 0.1% 0.8468
Range 0.0018 0.0032 0.0014 77.8% 0.0090
ATR 0.0044 0.0043 -0.0001 -1.9% 0.0000
Volume 24 23 -1 -4.2% 661
Daily Pivots for day following 08-May-2007
Classic Woodie Camarilla DeMark
R4 0.8580 0.8561 0.8497
R3 0.8548 0.8529 0.8488
R2 0.8516 0.8516 0.8485
R1 0.8497 0.8497 0.8482 0.8507
PP 0.8484 0.8484 0.8484 0.8488
S1 0.8465 0.8465 0.8476 0.8475
S2 0.8452 0.8452 0.8473
S3 0.8420 0.8433 0.8470
S4 0.8388 0.8401 0.8461
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 0.8754 0.8701 0.8518
R3 0.8664 0.8611 0.8493
R2 0.8574 0.8574 0.8485
R1 0.8521 0.8521 0.8476 0.8503
PP 0.8484 0.8484 0.8484 0.8475
S1 0.8431 0.8431 0.8460 0.8413
S2 0.8394 0.8394 0.8452
S3 0.8304 0.8341 0.8443
S4 0.8214 0.8251 0.8419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8509 0.8447 0.0062 0.7% 0.0030 0.4% 52% False False 103
10 0.8605 0.8447 0.0158 1.9% 0.0037 0.4% 20% False False 94
20 0.8665 0.8447 0.0218 2.6% 0.0044 0.5% 15% False False 157
40 0.8788 0.8447 0.0341 4.0% 0.0046 0.5% 9% False False 146
60 0.8885 0.8447 0.0438 5.2% 0.0038 0.5% 7% False False 232
80 0.8885 0.8437 0.0448 5.3% 0.0030 0.4% 9% False False 175
100 0.8885 0.8437 0.0448 5.3% 0.0024 0.3% 9% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8638
2.618 0.8586
1.618 0.8554
1.000 0.8534
0.618 0.8522
HIGH 0.8502
0.618 0.8490
0.500 0.8486
0.382 0.8482
LOW 0.8470
0.618 0.8450
1.000 0.8438
1.618 0.8418
2.618 0.8386
4.250 0.8334
Fisher Pivots for day following 08-May-2007
Pivot 1 day 3 day
R1 0.8486 0.8478
PP 0.8484 0.8477
S1 0.8481 0.8477

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

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