CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 0.8178 0.8311 0.0133 1.6% 0.8200
High 0.8288 0.8337 0.0049 0.6% 0.8271
Low 0.8170 0.8233 0.0063 0.8% 0.8167
Close 0.8268 0.8267 -0.0001 0.0% 0.8179
Range 0.0118 0.0104 -0.0014 -11.9% 0.0104
ATR 0.0052 0.0055 0.0004 7.3% 0.0000
Volume 196,440 209,872 13,432 6.8% 395,577
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8591 0.8533 0.8324
R3 0.8487 0.8429 0.8296
R2 0.8383 0.8383 0.8286
R1 0.8325 0.8325 0.8277 0.8302
PP 0.8279 0.8279 0.8279 0.8268
S1 0.8221 0.8221 0.8257 0.8198
S2 0.8175 0.8175 0.8248
S3 0.8071 0.8117 0.8238
S4 0.7967 0.8013 0.8210
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8518 0.8452 0.8236
R3 0.8414 0.8348 0.8208
R2 0.8310 0.8310 0.8198
R1 0.8244 0.8244 0.8189 0.8225
PP 0.8206 0.8206 0.8206 0.8196
S1 0.8140 0.8140 0.8169 0.8121
S2 0.8102 0.8102 0.8160
S3 0.7998 0.8036 0.8150
S4 0.7894 0.7932 0.8122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8337 0.8158 0.0179 2.2% 0.0072 0.9% 61% True False 138,379
10 0.8337 0.8158 0.0179 2.2% 0.0064 0.8% 61% True False 119,509
20 0.8337 0.8140 0.0197 2.4% 0.0053 0.6% 64% True False 102,340
40 0.8455 0.8140 0.0315 3.8% 0.0046 0.6% 40% False False 55,796
60 0.8665 0.8140 0.0525 6.4% 0.0044 0.5% 24% False False 37,240
80 0.8779 0.8140 0.0639 7.7% 0.0045 0.6% 20% False False 27,975
100 0.8885 0.8140 0.0745 9.0% 0.0043 0.5% 17% False False 22,386
120 0.8885 0.8140 0.0745 9.0% 0.0036 0.4% 17% False False 18,719
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 True
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8779
2.618 0.8609
1.618 0.8505
1.000 0.8441
0.618 0.8401
HIGH 0.8337
0.618 0.8297
0.500 0.8285
0.382 0.8273
LOW 0.8233
0.618 0.8169
1.000 0.8129
1.618 0.8065
2.618 0.7961
4.250 0.7791
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 0.8285 0.8261
PP 0.8279 0.8254
S1 0.8273 0.8248

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

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