CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 13-Sep-2007

Day Change Summary
	Previous	Current
	12-Sep-2007	13-Sep-2007	Change	Change %	Previous Week
Open	0.8751	0.8755	0.0004	0.0%	0.8654
High	0.8795	0.8764	-0.0031	-0.4%	0.8850
Low	0.8748	0.8627	-0.0121	-1.4%	0.8601
Close	0.8759	0.8675	-0.0084	-1.0%	0.8835
Range	0.0047	0.0137	0.0090	191.5%	0.0249
ATR	0.0106	0.0108	0.0002	2.1%	0.0000
Volume	106,073	71,621	-34,452	-32.5%	647,416

Daily Pivots for day following 13-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9100	0.9024	0.8750
R3	0.8963	0.8887	0.8713
R2	0.8826	0.8826	0.8700
R1	0.8750	0.8750	0.8688	0.8720
PP	0.8689	0.8689	0.8689	0.8673
S1	0.8613	0.8613	0.8662	0.8583
S2	0.8552	0.8552	0.8650
S3	0.8415	0.8476	0.8637
S4	0.8278	0.8339	0.8600

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9509	0.9421	0.8972
R3	0.9260	0.9172	0.8903
R2	0.9011	0.9011	0.8881
R1	0.8923	0.8923	0.8858	0.8967
PP	0.8762	0.8762	0.8762	0.8784
S1	0.8674	0.8674	0.8812	0.8718
S2	0.8513	0.8513	0.8789
S3	0.8264	0.8425	0.8767
S4	0.8015	0.8176	0.8698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8890	0.8627	0.0263	3.0%	0.0115	1.3%	18%	False	True	136,726
10	0.8890	0.8594	0.0296	3.4%	0.0098	1.1%	27%	False	False	136,702
20	0.8995	0.8563	0.0432	5.0%	0.0126	1.5%	26%	False	False	155,129
40	0.8995	0.8226	0.0769	8.9%	0.0108	1.2%	58%	False	False	158,957
60	0.8995	0.8140	0.0855	9.9%	0.0090	1.0%	63%	False	False	143,078
80	0.8995	0.8140	0.0855	9.9%	0.0077	0.9%	63%	False	False	115,101
100	0.8995	0.8140	0.0855	9.9%	0.0069	0.8%	63%	False	False	92,114
120	0.8995	0.8140	0.0855	9.9%	0.0066	0.8%	63%	False	False	76,797

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9346
2.618	0.9123
1.618	0.8986
1.000	0.8901
0.618	0.8849
HIGH	0.8764
0.618	0.8712
0.500	0.8696
0.382	0.8679
LOW	0.8627
0.618	0.8542
1.000	0.8490
1.618	0.8405
2.618	0.8268
4.250	0.8045

Fisher Pivots for day following 13-Sep-2007
Pivot	1 day	3 day
R1	0.8696	0.8727
PP	0.8689	0.8710
S1	0.8682	0.8692

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols