CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 0.8328 0.8380 0.0052 0.6% 0.8360
High 0.8420 0.8429 0.0009 0.1% 0.8420
Low 0.8322 0.8378 0.0056 0.7% 0.8322
Close 0.8400 0.8395 -0.0005 -0.1% 0.8400
Range 0.0098 0.0051 -0.0047 -48.0% 0.0098
ATR 0.0043 0.0044 0.0001 1.2% 0.0000
Volume 17 55 38 223.5% 132
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8554 0.8525 0.8423
R3 0.8503 0.8474 0.8409
R2 0.8452 0.8452 0.8404
R1 0.8423 0.8423 0.8400 0.8438
PP 0.8401 0.8401 0.8401 0.8408
S1 0.8372 0.8372 0.8390 0.8387
S2 0.8350 0.8350 0.8386
S3 0.8299 0.8321 0.8381
S4 0.8248 0.8270 0.8367
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8675 0.8635 0.8454
R3 0.8577 0.8537 0.8427
R2 0.8479 0.8479 0.8418
R1 0.8439 0.8439 0.8409 0.8459
PP 0.8381 0.8381 0.8381 0.8391
S1 0.8341 0.8341 0.8391 0.8361
S2 0.8283 0.8283 0.8382
S3 0.8185 0.8243 0.8373
S4 0.8087 0.8145 0.8346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8429 0.8322 0.0107 1.3% 0.0050 0.6% 68% True False 35
10 0.8429 0.8275 0.0154 1.8% 0.0048 0.6% 78% True False 45
20 0.8429 0.8245 0.0184 2.2% 0.0041 0.5% 82% True False 290
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8646
2.618 0.8563
1.618 0.8512
1.000 0.8480
0.618 0.8461
HIGH 0.8429
0.618 0.8410
0.500 0.8404
0.382 0.8397
LOW 0.8378
0.618 0.8346
1.000 0.8327
1.618 0.8295
2.618 0.8244
4.250 0.8161
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 0.8404 0.8389
PP 0.8401 0.8382
S1 0.8398 0.8376

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

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