CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 0.8436 0.8443 0.0007 0.1% 0.8485
High 0.8455 0.8447 -0.0008 -0.1% 0.8502
Low 0.8429 0.8408 -0.0021 -0.2% 0.8434
Close 0.8450 0.8414 -0.0036 -0.4% 0.8460
Range 0.0026 0.0039 0.0013 50.0% 0.0068
ATR 0.0040 0.0040 0.0000 0.3% 0.0000
Volume 65 479 414 636.9% 363
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 0.8540 0.8516 0.8435
R3 0.8501 0.8477 0.8425
R2 0.8462 0.8462 0.8421
R1 0.8438 0.8438 0.8418 0.8431
PP 0.8423 0.8423 0.8423 0.8419
S1 0.8399 0.8399 0.8410 0.8392
S2 0.8384 0.8384 0.8407
S3 0.8345 0.8360 0.8403
S4 0.8306 0.8321 0.8393
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 0.8498 0.8408 0.0090 1.1% 0.0035 0.4% 7% False True 194
10 0.8502 0.8408 0.0094 1.1% 0.0031 0.4% 6% False True 146
20 0.8665 0.8408 0.0257 3.1% 0.0038 0.4% 2% False True 129
40 0.8779 0.8408 0.0371 4.4% 0.0045 0.5% 2% False True 162
60 0.8885 0.8408 0.0477 5.7% 0.0041 0.5% 1% False True 122
80 0.8885 0.8408 0.0477 5.7% 0.0032 0.4% 1% False True 187
100 0.8885 0.8408 0.0477 5.7% 0.0026 0.3% 1% False True 149
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8613
2.618 0.8549
1.618 0.8510
1.000 0.8486
0.618 0.8471
HIGH 0.8447
0.618 0.8432
0.500 0.8428
0.382 0.8423
LOW 0.8408
0.618 0.8384
1.000 0.8369
1.618 0.8345
2.618 0.8306
4.250 0.8242
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 0.8428 0.8433
PP 0.8423 0.8427
S1 0.8419 0.8420

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

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