CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 0.8498 0.8458 -0.0040 -0.5% 0.8485
High 0.8498 0.8458 -0.0040 -0.5% 0.8502
Low 0.8455 0.8436 -0.0019 -0.2% 0.8434
Close 0.8460 0.8449 -0.0011 -0.1% 0.8460
Range 0.0043 0.0022 -0.0021 -48.8% 0.0068
ATR 0.0043 0.0041 -0.0001 -3.1% 0.0000
Volume 138 129 -9 -6.5% 363
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 0.8514 0.8503 0.8461
R3 0.8492 0.8481 0.8455
R2 0.8470 0.8470 0.8453
R1 0.8459 0.8459 0.8451 0.8454
PP 0.8448 0.8448 0.8448 0.8445
S1 0.8437 0.8437 0.8447 0.8432
S2 0.8426 0.8426 0.8445
S3 0.8404 0.8415 0.8443
S4 0.8382 0.8393 0.8437
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 0.8669 0.8633 0.8497
R3 0.8601 0.8565 0.8479
R2 0.8533 0.8533 0.8472
R1 0.8497 0.8497 0.8466 0.8481
PP 0.8465 0.8465 0.8465 0.8458
S1 0.8429 0.8429 0.8454 0.8413
S2 0.8397 0.8397 0.8448
S3 0.8329 0.8361 0.8441
S4 0.8261 0.8293 0.8423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8502 0.8434 0.0068 0.8% 0.0035 0.4% 22% False False 93
10 0.8537 0.8434 0.0103 1.2% 0.0034 0.4% 15% False False 99
20 0.8665 0.8434 0.0231 2.7% 0.0040 0.5% 6% False False 128
40 0.8779 0.8434 0.0345 4.1% 0.0045 0.5% 4% False False 154
60 0.8885 0.8434 0.0451 5.3% 0.0041 0.5% 3% False False 113
80 0.8885 0.8434 0.0451 5.3% 0.0031 0.4% 3% False False 180
100 0.8885 0.8434 0.0451 5.3% 0.0025 0.3% 3% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8552
2.618 0.8516
1.618 0.8494
1.000 0.8480
0.618 0.8472
HIGH 0.8458
0.618 0.8450
0.500 0.8447
0.382 0.8444
LOW 0.8436
0.618 0.8422
1.000 0.8414
1.618 0.8400
2.618 0.8378
4.250 0.8343
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 0.8448 0.8466
PP 0.8448 0.8460
S1 0.8447 0.8455

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

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