CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 03-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 03-Sep-2007 Change Change % Previous Week
Open 0.8740 0.8760 0.0020 0.2% 0.8708
High 0.8779 0.8766 -0.0013 -0.1% 0.8900
Low 0.8699 0.8739 0.0040 0.5% 0.8685
Close 0.8750 0.8755 0.0005 0.1% 0.8750
Range 0.0080 0.0027 -0.0053 -66.3% 0.0215
ATR 0.0104 0.0099 -0.0006 -5.3% 0.0000
Volume 2,221 2,221 0 0.0% 5,767
Daily Pivots for day following 03-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8834 0.8822 0.8770
R3 0.8807 0.8795 0.8762
R2 0.8780 0.8780 0.8760
R1 0.8768 0.8768 0.8757 0.8761
PP 0.8753 0.8753 0.8753 0.8750
S1 0.8741 0.8741 0.8753 0.8734
S2 0.8726 0.8726 0.8750
S3 0.8699 0.8714 0.8748
S4 0.8672 0.8687 0.8740
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9423 0.9302 0.8868
R3 0.9208 0.9087 0.8809
R2 0.8993 0.8993 0.8789
R1 0.8872 0.8872 0.8770 0.8933
PP 0.8778 0.8778 0.8778 0.8809
S1 0.8657 0.8657 0.8730 0.8718
S2 0.8563 0.8563 0.8711
S3 0.8348 0.8442 0.8691
S4 0.8133 0.8227 0.8632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8900 0.8699 0.0201 2.3% 0.0090 1.0% 28% False False 1,458
10 0.8900 0.8657 0.0243 2.8% 0.0088 1.0% 40% False False 1,376
20 0.9089 0.8485 0.0604 6.9% 0.0108 1.2% 45% False False 1,109
40 0.9089 0.8275 0.0814 9.3% 0.0086 1.0% 59% False False 627
60 0.9089 0.8235 0.0854 9.8% 0.0066 0.8% 61% False False 566
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8881
2.618 0.8837
1.618 0.8810
1.000 0.8793
0.618 0.8783
HIGH 0.8766
0.618 0.8756
0.500 0.8753
0.382 0.8749
LOW 0.8739
0.618 0.8722
1.000 0.8712
1.618 0.8695
2.618 0.8668
4.250 0.8624
Fisher Pivots for day following 03-Sep-2007
Pivot 1 day 3 day
R1 0.8754 0.8753
PP 0.8753 0.8750
S1 0.8753 0.8748

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

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