CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 0.8654 0.8617 -0.0037 -0.4% 0.8620
High 0.8687 0.8712 0.0025 0.3% 0.8805
Low 0.8604 0.8601 -0.0003 0.0% 0.8588
Close 0.8622 0.8702 0.0080 0.9% 0.8645
Range 0.0083 0.0111 0.0028 33.7% 0.0217
ATR 0.0111 0.0111 0.0000 0.0% 0.0000
Volume 138,943 161,958 23,015 16.6% 614,075
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9005 0.8964 0.8763
R3 0.8894 0.8853 0.8733
R2 0.8783 0.8783 0.8722
R1 0.8742 0.8742 0.8712 0.8763
PP 0.8672 0.8672 0.8672 0.8682
S1 0.8631 0.8631 0.8692 0.8652
S2 0.8561 0.8561 0.8682
S3 0.8450 0.8520 0.8671
S4 0.8339 0.8409 0.8641
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% 0.0106 1.2% 51% False False 142,266
10 0.8805 0.8563 0.0242 2.8% 0.0103 1.2% 57% False False 132,377
20 0.8995 0.8386 0.0609 7.0% 0.0121 1.4% 52% False False 169,650
40 0.8995 0.8222 0.0773 8.9% 0.0101 1.2% 62% False False 159,566
60 0.8995 0.8140 0.0855 9.8% 0.0083 1.0% 66% False False 137,774
80 0.8995 0.8140 0.0855 9.8% 0.0072 0.8% 66% False False 105,059
100 0.8995 0.8140 0.0855 9.8% 0.0066 0.8% 66% False False 84,076
120 0.8995 0.8140 0.0855 9.8% 0.0063 0.7% 66% False False 70,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9184
2.618 0.9003
1.618 0.8892
1.000 0.8823
0.618 0.8781
HIGH 0.8712
0.618 0.8670
0.500 0.8657
0.382 0.8643
LOW 0.8601
0.618 0.8532
1.000 0.8490
1.618 0.8421
2.618 0.8310
4.250 0.8129
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 0.8687 0.8686
PP 0.8672 0.8669
S1 0.8657 0.8653

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

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