CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 0.8645 0.8654 0.0009 0.1% 0.8620
High 0.8678 0.8687 0.0009 0.1% 0.8805
Low 0.8594 0.8604 0.0010 0.1% 0.8588
Close 0.8645 0.8622 -0.0023 -0.3% 0.8645
Range 0.0084 0.0083 -0.0001 -1.2% 0.0217
ATR 0.0113 0.0111 -0.0002 -1.9% 0.0000
Volume 135,098 138,943 3,845 2.8% 614,075
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8887 0.8837 0.8668
R3 0.8804 0.8754 0.8645
R2 0.8721 0.8721 0.8637
R1 0.8671 0.8671 0.8630 0.8655
PP 0.8638 0.8638 0.8638 0.8629
S1 0.8588 0.8588 0.8614 0.8572
S2 0.8555 0.8555 0.8607
S3 0.8472 0.8505 0.8599
S4 0.8389 0.8422 0.8576
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9330 0.9205 0.8764
R3 0.9113 0.8988 0.8705
R2 0.8896 0.8896 0.8685
R1 0.8771 0.8771 0.8665 0.8834
PP 0.8679 0.8679 0.8679 0.8711
S1 0.8554 0.8554 0.8625 0.8617
S2 0.8462 0.8462 0.8605
S3 0.8245 0.8337 0.8585
S4 0.8028 0.8120 0.8526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8805 0.8594 0.0211 2.4% 0.0107 1.2% 13% False False 137,320
10 0.8805 0.8563 0.0242 2.8% 0.0102 1.2% 24% False False 129,661
20 0.8995 0.8386 0.0609 7.1% 0.0119 1.4% 39% False False 167,966
40 0.8995 0.8170 0.0825 9.6% 0.0101 1.2% 55% False False 160,428
60 0.8995 0.8140 0.0855 9.9% 0.0082 0.9% 56% False False 135,870
80 0.8995 0.8140 0.0855 9.9% 0.0071 0.8% 56% False False 103,036
100 0.8995 0.8140 0.0855 9.9% 0.0066 0.8% 56% False False 82,457
120 0.8995 0.8140 0.0855 9.9% 0.0063 0.7% 56% False False 68,741
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9040
2.618 0.8904
1.618 0.8821
1.000 0.8770
0.618 0.8738
HIGH 0.8687
0.618 0.8655
0.500 0.8646
0.382 0.8636
LOW 0.8604
0.618 0.8553
1.000 0.8521
1.618 0.8470
2.618 0.8387
4.250 0.8251
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 0.8646 0.8647
PP 0.8638 0.8638
S1 0.8630 0.8630

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

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