CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 29-May-2007
Day Change Summary
Previous Current
25-May-2007 29-May-2007 Change Change % Previous Week
Open 0.8361 0.8330 -0.0031 -0.4% 0.8381
High 0.8394 0.8369 -0.0025 -0.3% 0.8394
Low 0.8332 0.8327 -0.0005 -0.1% 0.8330
Close 0.8335 0.8345 0.0010 0.1% 0.8335
Range 0.0062 0.0042 -0.0020 -32.3% 0.0064
ATR 0.0039 0.0040 0.0000 0.5% 0.0000
Volume 526 507 -19 -3.6% 2,333
Daily Pivots for day following 29-May-2007
Classic Woodie Camarilla DeMark
R4 0.8473 0.8451 0.8368
R3 0.8431 0.8409 0.8357
R2 0.8389 0.8389 0.8353
R1 0.8367 0.8367 0.8349 0.8378
PP 0.8347 0.8347 0.8347 0.8353
S1 0.8325 0.8325 0.8341 0.8336
S2 0.8305 0.8305 0.8337
S3 0.8263 0.8283 0.8333
S4 0.8221 0.8241 0.8322
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 0.8545 0.8504 0.8370
R3 0.8481 0.8440 0.8353
R2 0.8417 0.8417 0.8347
R1 0.8376 0.8376 0.8341 0.8365
PP 0.8353 0.8353 0.8353 0.8347
S1 0.8312 0.8312 0.8329 0.8301
S2 0.8289 0.8289 0.8323
S3 0.8225 0.8248 0.8317
S4 0.8161 0.8184 0.8300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8394 0.8327 0.0067 0.8% 0.0036 0.4% 27% False True 422
10 0.8455 0.8327 0.0128 1.5% 0.0037 0.4% 14% False True 397
20 0.8537 0.8327 0.0210 2.5% 0.0035 0.4% 9% False True 248
40 0.8680 0.8327 0.0353 4.2% 0.0040 0.5% 5% False True 223
60 0.8840 0.8327 0.0513 6.1% 0.0044 0.5% 4% False True 178
80 0.8885 0.8327 0.0558 6.7% 0.0035 0.4% 3% False True 229
100 0.8885 0.8327 0.0558 6.7% 0.0029 0.3% 3% False True 184
120 0.8989 0.8327 0.0662 7.9% 0.0024 0.3% 3% False True 153
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 True
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8548
2.618 0.8479
1.618 0.8437
1.000 0.8411
0.618 0.8395
HIGH 0.8369
0.618 0.8353
0.500 0.8348
0.382 0.8343
LOW 0.8327
0.618 0.8301
1.000 0.8285
1.618 0.8259
2.618 0.8217
4.250 0.8149
Fisher Pivots for day following 29-May-2007
Pivot 1 day 3 day
R1 0.8348 0.8361
PP 0.8347 0.8355
S1 0.8346 0.8350

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

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