CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 0.8709 0.8807 0.0098 1.1% 0.8784
High 0.8862 0.8814 -0.0048 -0.5% 0.8862
Low 0.8700 0.8716 0.0016 0.2% 0.8684
Close 0.8826 0.8751 -0.0075 -0.8% 0.8751
Range 0.0162 0.0098 -0.0064 -39.5% 0.0178
ATR 0.0098 0.0099 0.0001 0.9% 0.0000
Volume 143,572 99,069 -44,503 -31.0% 595,680
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9054 0.9001 0.8805
R3 0.8956 0.8903 0.8778
R2 0.8858 0.8858 0.8769
R1 0.8805 0.8805 0.8760 0.8783
PP 0.8760 0.8760 0.8760 0.8749
S1 0.8707 0.8707 0.8742 0.8685
S2 0.8662 0.8662 0.8733
S3 0.8564 0.8609 0.8724
S4 0.8466 0.8511 0.8697
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9300 0.9203 0.8849
R3 0.9122 0.9025 0.8800
R2 0.8944 0.8944 0.8784
R1 0.8847 0.8847 0.8767 0.8807
PP 0.8766 0.8766 0.8766 0.8745
S1 0.8669 0.8669 0.8735 0.8629
S2 0.8588 0.8588 0.8718
S3 0.8410 0.8491 0.8702
S4 0.8232 0.8313 0.8653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8862 0.8684 0.0178 2.0% 0.0099 1.1% 38% False False 119,136
10 0.8996 0.8684 0.0312 3.6% 0.0093 1.1% 21% False False 104,463
20 0.8996 0.8684 0.0312 3.6% 0.0093 1.1% 21% False False 54,102
40 0.9089 0.8485 0.0604 6.9% 0.0100 1.1% 44% False False 27,443
60 0.9089 0.8252 0.0837 9.6% 0.0083 0.9% 60% False False 18,322
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9231
2.618 0.9071
1.618 0.8973
1.000 0.8912
0.618 0.8875
HIGH 0.8814
0.618 0.8777
0.500 0.8765
0.382 0.8753
LOW 0.8716
0.618 0.8655
1.000 0.8618
1.618 0.8557
2.618 0.8459
4.250 0.8300
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 0.8765 0.8774
PP 0.8760 0.8766
S1 0.8756 0.8759

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

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