CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 0.8172 0.8160 -0.0012 -0.1% 0.8195
High 0.8172 0.8198 0.0026 0.3% 0.8216
Low 0.8140 0.8155 0.0015 0.2% 0.8140
Close 0.8162 0.8176 0.0014 0.2% 0.8162
Range 0.0032 0.0043 0.0011 34.4% 0.0076
ATR 0.0039 0.0040 0.0000 0.7% 0.0000
Volume 81,735 89,748 8,013 9.8% 314,409
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8305 0.8284 0.8200
R3 0.8262 0.8241 0.8188
R2 0.8219 0.8219 0.8184
R1 0.8198 0.8198 0.8180 0.8209
PP 0.8176 0.8176 0.8176 0.8182
S1 0.8155 0.8155 0.8172 0.8166
S2 0.8133 0.8133 0.8168
S3 0.8090 0.8112 0.8164
S4 0.8047 0.8069 0.8152
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8401 0.8357 0.8204
R3 0.8325 0.8281 0.8183
R2 0.8249 0.8249 0.8176
R1 0.8205 0.8205 0.8169 0.8189
PP 0.8173 0.8173 0.8173 0.8165
S1 0.8129 0.8129 0.8155 0.8113
S2 0.8097 0.8097 0.8148
S3 0.8021 0.8053 0.8141
S4 0.7945 0.7977 0.8120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8216 0.8140 0.0076 0.9% 0.0032 0.4% 47% False False 69,956
10 0.8332 0.8140 0.0192 2.3% 0.0039 0.5% 19% False False 78,085
20 0.8385 0.8140 0.0245 3.0% 0.0040 0.5% 15% False False 45,777
40 0.8537 0.8140 0.0397 4.9% 0.0037 0.5% 9% False False 23,004
60 0.8687 0.8140 0.0547 6.7% 0.0040 0.5% 7% False False 15,407
80 0.8885 0.8140 0.0745 9.1% 0.0043 0.5% 5% False False 11,571
100 0.8885 0.8140 0.0745 9.1% 0.0036 0.4% 5% False False 9,334
120 0.8885 0.8140 0.0745 9.1% 0.0031 0.4% 5% False False 7,778
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 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8381
2.618 0.8311
1.618 0.8268
1.000 0.8241
0.618 0.8225
HIGH 0.8198
0.618 0.8182
0.500 0.8177
0.382 0.8171
LOW 0.8155
0.618 0.8128
1.000 0.8112
1.618 0.8085
2.618 0.8042
4.250 0.7972
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 0.8177 0.8174
PP 0.8176 0.8171
S1 0.8176 0.8169

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

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