CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 0.8760 0.8760 0.0000 0.0% 0.8708
High 0.8766 0.8787 0.0021 0.2% 0.8900
Low 0.8739 0.8711 -0.0028 -0.3% 0.8685
Close 0.8755 0.8727 -0.0028 -0.3% 0.8750
Range 0.0027 0.0076 0.0049 181.5% 0.0215
ATR 0.0099 0.0097 -0.0002 -1.6% 0.0000
Volume 2,221 2,539 318 14.3% 5,767
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8970 0.8924 0.8769
R3 0.8894 0.8848 0.8748
R2 0.8818 0.8818 0.8741
R1 0.8772 0.8772 0.8734 0.8757
PP 0.8742 0.8742 0.8742 0.8734
S1 0.8696 0.8696 0.8720 0.8681
S2 0.8666 0.8666 0.8713
S3 0.8590 0.8620 0.8706
S4 0.8514 0.8544 0.8685
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% 0.0083 0.9% 14% False False 1,833
10 0.8900 0.8657 0.0243 2.8% 0.0088 1.0% 29% False False 1,540
20 0.9089 0.8485 0.0604 6.9% 0.0109 1.2% 40% False False 1,218
40 0.9089 0.8322 0.0767 8.8% 0.0085 1.0% 53% False False 690
60 0.9089 0.8235 0.0854 9.8% 0.0068 0.8% 58% False False 608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9110
2.618 0.8986
1.618 0.8910
1.000 0.8863
0.618 0.8834
HIGH 0.8787
0.618 0.8758
0.500 0.8749
0.382 0.8740
LOW 0.8711
0.618 0.8664
1.000 0.8635
1.618 0.8588
2.618 0.8512
4.250 0.8388
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 0.8749 0.8743
PP 0.8742 0.8738
S1 0.8734 0.8732

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

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