CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 0.8725 0.8798 0.0073 0.8% 0.8708
High 0.8815 0.8824 0.0009 0.1% 0.8900
Low 0.8707 0.8774 0.0067 0.8% 0.8685
Close 0.8808 0.8792 -0.0016 -0.2% 0.8750
Range 0.0108 0.0050 -0.0058 -53.7% 0.0215
ATR 0.0098 0.0094 -0.0003 -3.5% 0.0000
Volume 4,896 7,554 2,658 54.3% 5,767
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8947 0.8919 0.8820
R3 0.8897 0.8869 0.8806
R2 0.8847 0.8847 0.8801
R1 0.8819 0.8819 0.8797 0.8808
PP 0.8797 0.8797 0.8797 0.8791
S1 0.8769 0.8769 0.8787 0.8758
S2 0.8747 0.8747 0.8783
S3 0.8697 0.8719 0.8778
S4 0.8647 0.8669 0.8765
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 0.8824 0.8699 0.0125 1.4% 0.0068 0.8% 74% True False 3,886
10 0.8900 0.8685 0.0215 2.4% 0.0081 0.9% 50% False False 2,517
20 0.9089 0.8569 0.0520 5.9% 0.0108 1.2% 43% False False 1,800
40 0.9089 0.8322 0.0767 8.7% 0.0087 1.0% 61% False False 995
60 0.9089 0.8235 0.0854 9.7% 0.0069 0.8% 65% False False 760
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9037
2.618 0.8955
1.618 0.8905
1.000 0.8874
0.618 0.8855
HIGH 0.8824
0.618 0.8805
0.500 0.8799
0.382 0.8793
LOW 0.8774
0.618 0.8743
1.000 0.8724
1.618 0.8693
2.618 0.8643
4.250 0.8562
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 0.8799 0.8783
PP 0.8797 0.8774
S1 0.8794 0.8766

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

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