CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 0.8776 0.8740 -0.0036 -0.4% 0.8489
High 0.8830 0.8802 -0.0028 -0.3% 0.8995
Low 0.8688 0.8708 0.0020 0.2% 0.8473
Close 0.8739 0.8773 0.0034 0.4% 0.8806
Range 0.0142 0.0094 -0.0048 -33.8% 0.0522
ATR 0.0117 0.0115 -0.0002 -1.4% 0.0000
Volume 146,108 134,798 -11,310 -7.7% 1,184,385
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9043 0.9002 0.8825
R3 0.8949 0.8908 0.8799
R2 0.8855 0.8855 0.8790
R1 0.8814 0.8814 0.8782 0.8835
PP 0.8761 0.8761 0.8761 0.8771
S1 0.8720 0.8720 0.8764 0.8741
S2 0.8667 0.8667 0.8756
S3 0.8573 0.8626 0.8747
S4 0.8479 0.8532 0.8721
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.0324 1.0087 0.9093
R3 0.9802 0.9565 0.8950
R2 0.9280 0.9280 0.8902
R1 0.9043 0.9043 0.8854 0.9162
PP 0.8758 0.8758 0.8758 0.8817
S1 0.8521 0.8521 0.8758 0.8640
S2 0.8236 0.8236 0.8710
S3 0.7714 0.7999 0.8662
S4 0.7192 0.7477 0.8519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8995 0.8537 0.0458 5.2% 0.0189 2.2% 52% False False 236,057
10 0.8995 0.8386 0.0609 6.9% 0.0139 1.6% 64% False False 206,922
20 0.8995 0.8337 0.0658 7.5% 0.0116 1.3% 66% False False 184,215
40 0.8995 0.8158 0.0837 9.5% 0.0090 1.0% 73% False False 154,046
60 0.8995 0.8140 0.0855 9.7% 0.0073 0.8% 74% False False 117,956
80 0.8995 0.8140 0.0855 9.7% 0.0063 0.7% 74% False False 88,525
100 0.8995 0.8140 0.0855 9.7% 0.0060 0.7% 74% False False 70,862
120 0.8995 0.8140 0.0855 9.7% 0.0058 0.7% 74% False False 59,063
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9202
2.618 0.9048
1.618 0.8954
1.000 0.8896
0.618 0.8860
HIGH 0.8802
0.618 0.8766
0.500 0.8755
0.382 0.8744
LOW 0.8708
0.618 0.8650
1.000 0.8614
1.618 0.8556
2.618 0.8462
4.250 0.8309
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 0.8767 0.8842
PP 0.8761 0.8819
S1 0.8755 0.8796

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

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