CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 0.8489 0.8504 0.0015 0.2% 0.8542
High 0.8537 0.8545 0.0008 0.1% 0.8580
Low 0.8473 0.8477 0.0004 0.0% 0.8386
Close 0.8488 0.8528 0.0040 0.5% 0.8494
Range 0.0064 0.0068 0.0004 6.3% 0.0194
ATR 0.0083 0.0082 -0.0001 -1.3% 0.0000
Volume 127,631 157,372 29,741 23.3% 876,311
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8721 0.8692 0.8565
R3 0.8653 0.8624 0.8547
R2 0.8585 0.8585 0.8540
R1 0.8556 0.8556 0.8534 0.8571
PP 0.8517 0.8517 0.8517 0.8524
S1 0.8488 0.8488 0.8522 0.8503
S2 0.8449 0.8449 0.8516
S3 0.8381 0.8420 0.8509
S4 0.8313 0.8352 0.8491
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9069 0.8975 0.8601
R3 0.8875 0.8781 0.8547
R2 0.8681 0.8681 0.8530
R1 0.8587 0.8587 0.8512 0.8537
PP 0.8487 0.8487 0.8487 0.8462
S1 0.8393 0.8393 0.8476 0.8343
S2 0.8293 0.8293 0.8458
S3 0.8099 0.8199 0.8441
S4 0.7905 0.8005 0.8387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8574 0.8386 0.0188 2.2% 0.0088 1.0% 76% False False 177,788
10 0.8580 0.8386 0.0194 2.3% 0.0093 1.1% 73% False False 162,709
20 0.8580 0.8226 0.0354 4.2% 0.0087 1.0% 85% False False 159,128
40 0.8580 0.8140 0.0440 5.2% 0.0070 0.8% 88% False False 133,283
60 0.8580 0.8140 0.0440 5.2% 0.0060 0.7% 88% False False 98,324
80 0.8610 0.8140 0.0470 5.5% 0.0054 0.6% 83% False False 73,778
100 0.8779 0.8140 0.0639 7.5% 0.0054 0.6% 61% False False 59,064
120 0.8885 0.8140 0.0745 8.7% 0.0051 0.6% 52% False False 49,228
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 0.8834
2.618 0.8723
1.618 0.8655
1.000 0.8613
0.618 0.8587
HIGH 0.8545
0.618 0.8519
0.500 0.8511
0.382 0.8503
LOW 0.8477
0.618 0.8435
1.000 0.8409
1.618 0.8367
2.618 0.8299
4.250 0.8188
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 0.8522 0.8525
PP 0.8517 0.8521
S1 0.8511 0.8518

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

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