CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 0.8281 0.8327 0.0046 0.6% 0.8280
High 0.8323 0.8356 0.0033 0.4% 0.8288
Low 0.8280 0.8327 0.0047 0.6% 0.8235
Close 0.8290 0.8345 0.0055 0.7% 0.8254
Range 0.0043 0.0029 -0.0014 -32.6% 0.0053
ATR 0.0032 0.0034 0.0002 7.7% 0.0000
Volume 16 5,055 5,039 31,493.8% 159
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8430 0.8416 0.8361
R3 0.8401 0.8387 0.8353
R2 0.8372 0.8372 0.8350
R1 0.8358 0.8358 0.8348 0.8365
PP 0.8343 0.8343 0.8343 0.8346
S1 0.8329 0.8329 0.8342 0.8336
S2 0.8314 0.8314 0.8340
S3 0.8285 0.8300 0.8337
S4 0.8256 0.8271 0.8329
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 0.8356 0.8235 0.0121 1.4% 0.0029 0.3% 91% True False 1,039
10 0.8356 0.8235 0.0121 1.4% 0.0024 0.3% 91% True False 527
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8479
2.618 0.8432
1.618 0.8403
1.000 0.8385
0.618 0.8374
HIGH 0.8356
0.618 0.8345
0.500 0.8342
0.382 0.8338
LOW 0.8327
0.618 0.8309
1.000 0.8298
1.618 0.8280
2.618 0.8251
4.250 0.8204
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 0.8344 0.8330
PP 0.8343 0.8315
S1 0.8342 0.8301

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

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