CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 21-Jun-2007

Day Change Summary
	Previous	Current
	20-Jun-2007	21-Jun-2007	Change	Change %	Previous Week
Open	0.8197	0.8188	-0.0009	-0.1%	0.8318
High	0.8216	0.8190	-0.0026	-0.3%	0.8333
Low	0.8177	0.8169	-0.0008	-0.1%	0.8180
Close	0.8185	0.8175	-0.0010	-0.1%	0.8196
Range	0.0039	0.0021	-0.0018	-46.2%	0.0153
ATR	0.0041	0.0040	-0.0001	-3.5%	0.0000
Volume	73,375	48,893	-24,482	-33.4%	424,417

Daily Pivots for day following 21-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8241	0.8229	0.8187
R3	0.8220	0.8208	0.8181
R2	0.8199	0.8199	0.8179
R1	0.8187	0.8187	0.8177	0.8183
PP	0.8178	0.8178	0.8178	0.8176
S1	0.8166	0.8166	0.8173	0.8162
S2	0.8157	0.8157	0.8171
S3	0.8136	0.8145	0.8169
S4	0.8115	0.8124	0.8163

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8695	0.8599	0.8280
R3	0.8542	0.8446	0.8238
R2	0.8389	0.8389	0.8224
R1	0.8293	0.8293	0.8210	0.8265
PP	0.8236	0.8236	0.8236	0.8222
S1	0.8140	0.8140	0.8182	0.8112
S2	0.8083	0.8083	0.8168
S3	0.7930	0.7987	0.8154
S4	0.7777	0.7834	0.8112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8231	0.8169	0.0062	0.8%	0.0034	0.4%	10%	False	True	66,744
10	0.8385	0.8169	0.0216	2.6%	0.0041	0.5%	3%	False	True	69,188
20	0.8394	0.8169	0.0225	2.8%	0.0041	0.5%	3%	False	True	37,249
40	0.8583	0.8169	0.0414	5.1%	0.0039	0.5%	1%	False	True	18,721
60	0.8755	0.8169	0.0586	7.2%	0.0042	0.5%	1%	False	True	12,552
80	0.8885	0.8169	0.0716	8.8%	0.0042	0.5%	1%	False	True	9,428
100	0.8885	0.8169	0.0716	8.8%	0.0035	0.4%	1%	False	True	7,619
120	0.8885	0.8169	0.0716	8.8%	0.0030	0.4%	1%	False	True	6,349

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8279
2.618	0.8245
1.618	0.8224
1.000	0.8211
0.618	0.8203
HIGH	0.8190
0.618	0.8182
0.500	0.8180
0.382	0.8177
LOW	0.8169
0.618	0.8156
1.000	0.8148
1.618	0.8135
2.618	0.8114
4.250	0.8080

Fisher Pivots for day following 21-Jun-2007
Pivot	1 day	3 day
R1	0.8180	0.8193
PP	0.8178	0.8187
S1	0.8177	0.8181

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols