CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 0.8464 0.8439 -0.0025 -0.3% 0.8488
High 0.8498 0.8527 0.0029 0.3% 0.8555
Low 0.8424 0.8427 0.0003 0.0% 0.8420
Close 0.8445 0.8492 0.0047 0.6% 0.8492
Range 0.0074 0.0100 0.0026 35.1% 0.0135
ATR 0.0072 0.0074 0.0002 2.7% 0.0000
Volume 111,740 140,203 28,463 25.5% 760,767
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8782 0.8737 0.8547
R3 0.8682 0.8637 0.8520
R2 0.8582 0.8582 0.8510
R1 0.8537 0.8537 0.8501 0.8560
PP 0.8482 0.8482 0.8482 0.8493
S1 0.8437 0.8437 0.8483 0.8460
S2 0.8382 0.8382 0.8474
S3 0.8282 0.8337 0.8465
S4 0.8182 0.8237 0.8437
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8894 0.8828 0.8566
R3 0.8759 0.8693 0.8529
R2 0.8624 0.8624 0.8517
R1 0.8558 0.8558 0.8504 0.8591
PP 0.8489 0.8489 0.8489 0.8506
S1 0.8423 0.8423 0.8480 0.8456
S2 0.8354 0.8354 0.8467
S3 0.8219 0.8288 0.8455
S4 0.8084 0.8153 0.8418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8555 0.8420 0.0135 1.6% 0.0086 1.0% 53% False False 152,153
10 0.8555 0.8240 0.0315 3.7% 0.0090 1.1% 80% False False 161,800
20 0.8555 0.8158 0.0397 4.7% 0.0077 0.9% 84% False False 149,079
40 0.8555 0.8140 0.0415 4.9% 0.0062 0.7% 85% False False 117,090
60 0.8555 0.8140 0.0415 4.9% 0.0054 0.6% 85% False False 78,994
80 0.8665 0.8140 0.0525 6.2% 0.0051 0.6% 67% False False 59,284
100 0.8779 0.8140 0.0639 7.5% 0.0051 0.6% 55% False False 47,455
120 0.8885 0.8140 0.0745 8.8% 0.0046 0.5% 47% False False 39,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8952
2.618 0.8789
1.618 0.8689
1.000 0.8627
0.618 0.8589
HIGH 0.8527
0.618 0.8489
0.500 0.8477
0.382 0.8465
LOW 0.8427
0.618 0.8365
1.000 0.8327
1.618 0.8265
2.618 0.8165
4.250 0.8002
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 0.8487 0.8491
PP 0.8482 0.8490
S1 0.8477 0.8490

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

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