CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 0.8230 0.8204 -0.0026 -0.3% 0.8237
High 0.8235 0.8243 0.0008 0.1% 0.8274
Low 0.8202 0.8204 0.0002 0.0% 0.8202
Close 0.8210 0.8224 0.0014 0.2% 0.8210
Range 0.0033 0.0039 0.0006 18.2% 0.0072
ATR 0.0045 0.0045 0.0000 -1.0% 0.0000
Volume 87,600 79,630 -7,970 -9.1% 349,316
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8341 0.8321 0.8245
R3 0.8302 0.8282 0.8235
R2 0.8263 0.8263 0.8231
R1 0.8243 0.8243 0.8228 0.8253
PP 0.8224 0.8224 0.8224 0.8229
S1 0.8204 0.8204 0.8220 0.8214
S2 0.8185 0.8185 0.8217
S3 0.8146 0.8165 0.8213
S4 0.8107 0.8126 0.8203
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8445 0.8399 0.8250
R3 0.8373 0.8327 0.8230
R2 0.8301 0.8301 0.8223
R1 0.8255 0.8255 0.8217 0.8242
PP 0.8229 0.8229 0.8229 0.8222
S1 0.8183 0.8183 0.8203 0.8170
S2 0.8157 0.8157 0.8197
S3 0.8085 0.8111 0.8190
S4 0.8013 0.8039 0.8170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8274 0.8202 0.0072 0.9% 0.0037 0.5% 31% False False 85,789
10 0.8300 0.8202 0.0098 1.2% 0.0040 0.5% 22% False False 77,794
20 0.8414 0.8202 0.0212 2.6% 0.0041 0.5% 10% False False 78,279
40 0.8567 0.8202 0.0365 4.4% 0.0048 0.6% 6% False False 77,963
60 0.8745 0.8202 0.0543 6.6% 0.0057 0.7% 4% False False 87,071
80 0.8799 0.8202 0.0597 7.3% 0.0063 0.8% 4% False False 66,417
100 0.8799 0.8202 0.0597 7.3% 0.0059 0.7% 4% False False 53,412
120 0.8799 0.8202 0.0597 7.3% 0.0054 0.7% 4% False False 44,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8409
2.618 0.8345
1.618 0.8306
1.000 0.8282
0.618 0.8267
HIGH 0.8243
0.618 0.8228
0.500 0.8224
0.382 0.8219
LOW 0.8204
0.618 0.8180
1.000 0.8165
1.618 0.8141
2.618 0.8102
4.250 0.8038
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 0.8224 0.8226
PP 0.8224 0.8225
S1 0.8224 0.8225

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

View Archives - Comment on this page... - Back to Index of Symbols