CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 0.8443 0.8409 -0.0034 -0.4% 0.8485
High 0.8447 0.8410 -0.0037 -0.4% 0.8502
Low 0.8408 0.8369 -0.0039 -0.5% 0.8434
Close 0.8414 0.8375 -0.0039 -0.5% 0.8460
Range 0.0039 0.0041 0.0002 5.1% 0.0068
ATR 0.0040 0.0041 0.0000 0.8% 0.0000
Volume 479 380 -99 -20.7% 363
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 0.8508 0.8482 0.8398
R3 0.8467 0.8441 0.8386
R2 0.8426 0.8426 0.8383
R1 0.8400 0.8400 0.8379 0.8393
PP 0.8385 0.8385 0.8385 0.8381
S1 0.8359 0.8359 0.8371 0.8352
S2 0.8344 0.8344 0.8367
S3 0.8303 0.8318 0.8364
S4 0.8262 0.8277 0.8352
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 0.8369 0.0129 1.5% 0.0034 0.4% 5% False True 238
10 0.8502 0.8369 0.0133 1.6% 0.0032 0.4% 5% False True 163
20 0.8610 0.8369 0.0241 2.9% 0.0037 0.4% 2% False True 136
40 0.8779 0.8369 0.0410 4.9% 0.0045 0.5% 1% False True 171
60 0.8885 0.8369 0.0516 6.2% 0.0042 0.5% 1% False True 128
80 0.8885 0.8369 0.0516 6.2% 0.0032 0.4% 1% False True 191
100 0.8885 0.8369 0.0516 6.2% 0.0027 0.3% 1% False True 153
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8584
2.618 0.8517
1.618 0.8476
1.000 0.8451
0.618 0.8435
HIGH 0.8410
0.618 0.8394
0.500 0.8390
0.382 0.8385
LOW 0.8369
0.618 0.8344
1.000 0.8328
1.618 0.8303
2.618 0.8262
4.250 0.8195
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 0.8390 0.8412
PP 0.8385 0.8400
S1 0.8380 0.8387

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

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