CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
19-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 0.8498 0.8498 0.0000 0.0% 0.8339
High 0.8509 0.8509 0.0000 0.0% 0.8534
Low 0.8484 0.8439 -0.0045 -0.5% 0.8315
Close 0.8485 0.8464 -0.0021 -0.2% 0.8518
Range 0.0025 0.0070 0.0045 180.0% 0.0219
ATR 0.0048 0.0049 0.0002 3.4% 0.0000
Volume 918 1,600 682 74.3% 3,993
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8681 0.8642 0.8503
R3 0.8611 0.8572 0.8483
R2 0.8541 0.8541 0.8477
R1 0.8502 0.8502 0.8470 0.8487
PP 0.8471 0.8471 0.8471 0.8463
S1 0.8432 0.8432 0.8458 0.8417
S2 0.8401 0.8401 0.8451
S3 0.8331 0.8362 0.8445
S4 0.8261 0.8292 0.8426
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.9113 0.9034 0.8638
R3 0.8894 0.8815 0.8578
R2 0.8675 0.8675 0.8558
R1 0.8596 0.8596 0.8538 0.8636
PP 0.8456 0.8456 0.8456 0.8475
S1 0.8377 0.8377 0.8498 0.8417
S2 0.8237 0.8237 0.8478
S3 0.8018 0.8158 0.8458
S4 0.7799 0.7939 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8534 0.8378 0.0156 1.8% 0.0053 0.6% 55% False False 1,118
10 0.8534 0.8315 0.0219 2.6% 0.0049 0.6% 68% False False 814
20 0.8534 0.8315 0.0219 2.6% 0.0049 0.6% 68% False False 1,596
40 0.8648 0.8315 0.0333 3.9% 0.0041 0.5% 45% False False 923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8807
2.618 0.8692
1.618 0.8622
1.000 0.8579
0.618 0.8552
HIGH 0.8509
0.618 0.8482
0.500 0.8474
0.382 0.8466
LOW 0.8439
0.618 0.8396
1.000 0.8369
1.618 0.8326
2.618 0.8256
4.250 0.8142
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 0.8474 0.8487
PP 0.8471 0.8479
S1 0.8467 0.8472

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.