CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 0.8374 0.8381 0.0007 0.1% 0.8458
High 0.8410 0.8387 -0.0023 -0.3% 0.8458
Low 0.8368 0.8348 -0.0020 -0.2% 0.8368
Close 0.8380 0.8360 -0.0020 -0.2% 0.8380
Range 0.0042 0.0039 -0.0003 -7.1% 0.0090
ATR 0.0041 0.0041 0.0000 -0.3% 0.0000
Volume 206 729 523 253.9% 1,259
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 0.8482 0.8460 0.8381
R3 0.8443 0.8421 0.8371
R2 0.8404 0.8404 0.8367
R1 0.8382 0.8382 0.8364 0.8374
PP 0.8365 0.8365 0.8365 0.8361
S1 0.8343 0.8343 0.8356 0.8335
S2 0.8326 0.8326 0.8353
S3 0.8287 0.8304 0.8349
S4 0.8248 0.8265 0.8339
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 0.8455 0.8348 0.0107 1.3% 0.0037 0.4% 11% False True 371
10 0.8502 0.8348 0.0154 1.8% 0.0036 0.4% 8% False True 232
20 0.8610 0.8348 0.0262 3.1% 0.0037 0.4% 5% False True 165
40 0.8779 0.8348 0.0431 5.2% 0.0045 0.5% 3% False True 190
60 0.8885 0.8348 0.0537 6.4% 0.0043 0.5% 2% False True 144
80 0.8885 0.8348 0.0537 6.4% 0.0033 0.4% 2% False True 203
100 0.8885 0.8348 0.0537 6.4% 0.0027 0.3% 2% False True 163
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8553
2.618 0.8489
1.618 0.8450
1.000 0.8426
0.618 0.8411
HIGH 0.8387
0.618 0.8372
0.500 0.8368
0.382 0.8363
LOW 0.8348
0.618 0.8324
1.000 0.8309
1.618 0.8285
2.618 0.8246
4.250 0.8182
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 0.8368 0.8379
PP 0.8365 0.8373
S1 0.8363 0.8366

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

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