CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 22-Jun-2007
Day Change Summary
Previous Current
21-Jun-2007 22-Jun-2007 Change Change % Previous Week
Open 0.8265 0.8253 -0.0012 -0.1% 0.8280
High 0.8278 0.8254 -0.0024 -0.3% 0.8288
Low 0.8263 0.8235 -0.0028 -0.3% 0.8235
Close 0.8267 0.8254 -0.0013 -0.2% 0.8254
Range 0.0015 0.0019 0.0004 26.7% 0.0053
ATR
Volume 91 25 -66 -72.5% 159
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8305 0.8298 0.8264
R3 0.8286 0.8279 0.8259
R2 0.8267 0.8267 0.8257
R1 0.8260 0.8260 0.8256 0.8264
PP 0.8248 0.8248 0.8248 0.8249
S1 0.8241 0.8241 0.8252 0.8245
S2 0.8229 0.8229 0.8251
S3 0.8210 0.8222 0.8249
S4 0.8191 0.8203 0.8244
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8418 0.8389 0.8283
R3 0.8365 0.8336 0.8269
R2 0.8312 0.8312 0.8264
R1 0.8283 0.8283 0.8259 0.8271
PP 0.8259 0.8259 0.8259 0.8253
S1 0.8230 0.8230 0.8249 0.8218
S2 0.8206 0.8206 0.8244
S3 0.8153 0.8177 0.8239
S4 0.8100 0.8124 0.8225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8288 0.8235 0.0053 0.6% 0.0014 0.2% 36% False True 31
10 0.8425 0.8235 0.0190 2.3% 0.0021 0.3% 10% False True 354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8335
2.618 0.8304
1.618 0.8285
1.000 0.8273
0.618 0.8266
HIGH 0.8254
0.618 0.8247
0.500 0.8245
0.382 0.8242
LOW 0.8235
0.618 0.8223
1.000 0.8216
1.618 0.8204
2.618 0.8185
4.250 0.8154
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 0.8251 0.8258
PP 0.8248 0.8256
S1 0.8245 0.8255

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

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