CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 0.8343 0.8355 0.0012 0.1% 0.8372
High 0.8361 0.8358 -0.0003 0.0% 0.8414
Low 0.8327 0.8306 -0.0021 -0.3% 0.8335
Close 0.8352 0.8317 -0.0035 -0.4% 0.8362
Range 0.0034 0.0052 0.0018 52.9% 0.0079
ATR 0.0052 0.0052 0.0000 0.0% 0.0000
Volume 79,786 86,656 6,870 8.6% 410,584
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 0.8483 0.8452 0.8346
R3 0.8431 0.8400 0.8331
R2 0.8379 0.8379 0.8327
R1 0.8348 0.8348 0.8322 0.8338
PP 0.8327 0.8327 0.8327 0.8322
S1 0.8296 0.8296 0.8312 0.8286
S2 0.8275 0.8275 0.8307
S3 0.8223 0.8244 0.8303
S4 0.8171 0.8192 0.8288
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 0.8607 0.8564 0.8405
R3 0.8528 0.8485 0.8384
R2 0.8449 0.8449 0.8376
R1 0.8406 0.8406 0.8369 0.8388
PP 0.8370 0.8370 0.8370 0.8362
S1 0.8327 0.8327 0.8355 0.8309
S2 0.8291 0.8291 0.8348
S3 0.8212 0.8248 0.8340
S4 0.8133 0.8169 0.8319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8409 0.8306 0.0103 1.2% 0.0044 0.5% 11% False True 87,965
10 0.8414 0.8306 0.0108 1.3% 0.0041 0.5% 10% False True 73,151
20 0.8567 0.8306 0.0261 3.1% 0.0050 0.6% 4% False True 78,902
40 0.8684 0.8306 0.0378 4.5% 0.0056 0.7% 3% False True 86,369
60 0.8799 0.8306 0.0493 5.9% 0.0069 0.8% 2% False True 72,767
80 0.8799 0.8306 0.0493 5.9% 0.0064 0.8% 2% False True 54,730
100 0.8799 0.8306 0.0493 5.9% 0.0058 0.7% 2% False True 44,036
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8579
2.618 0.8494
1.618 0.8442
1.000 0.8410
0.618 0.8390
HIGH 0.8358
0.618 0.8338
0.500 0.8332
0.382 0.8326
LOW 0.8306
0.618 0.8274
1.000 0.8254
1.618 0.8222
2.618 0.8170
4.250 0.8085
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 0.8332 0.8337
PP 0.8327 0.8330
S1 0.8322 0.8324

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

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