CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 0.8409 0.8374 -0.0035 -0.4% 0.8458
High 0.8410 0.8410 0.0000 0.0% 0.8458
Low 0.8369 0.8368 -0.0001 0.0% 0.8368
Close 0.8375 0.8380 0.0005 0.1% 0.8380
Range 0.0041 0.0042 0.0001 2.4% 0.0090
ATR 0.0041 0.0041 0.0000 0.2% 0.0000
Volume 380 206 -174 -45.8% 1,259
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 0.8512 0.8488 0.8403
R3 0.8470 0.8446 0.8392
R2 0.8428 0.8428 0.8388
R1 0.8404 0.8404 0.8384 0.8416
PP 0.8386 0.8386 0.8386 0.8392
S1 0.8362 0.8362 0.8376 0.8374
S2 0.8344 0.8344 0.8372
S3 0.8302 0.8320 0.8368
S4 0.8260 0.8278 0.8357
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 0.8672 0.8616 0.8430
R3 0.8582 0.8526 0.8405
R2 0.8492 0.8492 0.8397
R1 0.8436 0.8436 0.8388 0.8419
PP 0.8402 0.8402 0.8402 0.8394
S1 0.8346 0.8346 0.8372 0.8329
S2 0.8312 0.8312 0.8364
S3 0.8222 0.8256 0.8355
S4 0.8132 0.8166 0.8331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8458 0.8368 0.0090 1.1% 0.0034 0.4% 13% False True 251
10 0.8502 0.8368 0.0134 1.6% 0.0034 0.4% 9% False True 162
20 0.8610 0.8368 0.0242 2.9% 0.0037 0.4% 5% False True 140
40 0.8779 0.8368 0.0411 4.9% 0.0045 0.5% 3% False True 174
60 0.8885 0.8368 0.0517 6.2% 0.0042 0.5% 2% False True 132
80 0.8885 0.8368 0.0517 6.2% 0.0033 0.4% 2% False True 194
100 0.8885 0.8368 0.0517 6.2% 0.0027 0.3% 2% False True 155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8589
2.618 0.8520
1.618 0.8478
1.000 0.8452
0.618 0.8436
HIGH 0.8410
0.618 0.8394
0.500 0.8389
0.382 0.8384
LOW 0.8368
0.618 0.8342
1.000 0.8326
1.618 0.8300
2.618 0.8258
4.250 0.8190
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 0.8389 0.8408
PP 0.8386 0.8398
S1 0.8383 0.8389

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

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