CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 0.8953 0.8913 -0.0040 -0.4% 0.8760
High 0.8996 0.8931 -0.0065 -0.7% 0.8957
Low 0.8885 0.8852 -0.0033 -0.4% 0.8707
Close 0.8921 0.8864 -0.0057 -0.6% 0.8941
Range 0.0111 0.0079 -0.0032 -28.8% 0.0250
ATR 0.0102 0.0100 -0.0002 -1.6% 0.0000
Volume 26,422 33,837 7,415 28.1% 31,642
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9119 0.9071 0.8907
R3 0.9040 0.8992 0.8886
R2 0.8961 0.8961 0.8878
R1 0.8913 0.8913 0.8871 0.8898
PP 0.8882 0.8882 0.8882 0.8875
S1 0.8834 0.8834 0.8857 0.8819
S2 0.8803 0.8803 0.8850
S3 0.8724 0.8755 0.8842
S4 0.8645 0.8676 0.8821
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9618 0.9530 0.9079
R3 0.9368 0.9280 0.9010
R2 0.9118 0.9118 0.8987
R1 0.9030 0.9030 0.8964 0.9074
PP 0.8868 0.8868 0.8868 0.8891
S1 0.8780 0.8780 0.8918 0.8824
S2 0.8618 0.8618 0.8895
S3 0.8368 0.8530 0.8872
S4 0.8118 0.8280 0.8804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8996 0.8707 0.0289 3.3% 0.0108 1.2% 54% False False 17,428
10 0.8996 0.8699 0.0297 3.4% 0.0095 1.1% 56% False False 9,630
20 0.9089 0.8637 0.0452 5.1% 0.0115 1.3% 50% False False 5,470
40 0.9089 0.8322 0.0767 8.7% 0.0094 1.1% 71% False False 2,862
60 0.9089 0.8235 0.0854 9.6% 0.0074 0.8% 74% False False 2,004
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9267
2.618 0.9138
1.618 0.9059
1.000 0.9010
0.618 0.8980
HIGH 0.8931
0.618 0.8901
0.500 0.8892
0.382 0.8882
LOW 0.8852
0.618 0.8803
1.000 0.8773
1.618 0.8724
2.618 0.8645
4.250 0.8516
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 0.8892 0.8882
PP 0.8882 0.8876
S1 0.8873 0.8870

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

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