CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 0.8253 0.8260 0.0007 0.1% 0.8280
High 0.8254 0.8284 0.0030 0.4% 0.8288
Low 0.8235 0.8245 0.0010 0.1% 0.8235
Close 0.8254 0.8267 0.0013 0.2% 0.8254
Range 0.0019 0.0039 0.0020 105.3% 0.0053
ATR
Volume 25 12 -13 -52.0% 159
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8382 0.8364 0.8288
R3 0.8343 0.8325 0.8278
R2 0.8304 0.8304 0.8274
R1 0.8286 0.8286 0.8271 0.8295
PP 0.8265 0.8265 0.8265 0.8270
S1 0.8247 0.8247 0.8263 0.8256
S2 0.8226 0.8226 0.8260
S3 0.8187 0.8208 0.8256
S4 0.8148 0.8169 0.8246
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 0.8286 0.8235 0.0051 0.6% 0.0020 0.2% 63% False False 33
10 0.8425 0.8235 0.0190 2.3% 0.0024 0.3% 17% False False 354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8450
2.618 0.8386
1.618 0.8347
1.000 0.8323
0.618 0.8308
HIGH 0.8284
0.618 0.8269
0.500 0.8265
0.382 0.8260
LOW 0.8245
0.618 0.8221
1.000 0.8206
1.618 0.8182
2.618 0.8143
4.250 0.8079
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 0.8266 0.8265
PP 0.8265 0.8262
S1 0.8265 0.8260

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

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