CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 02-Jan-2007 Change Change % Previous Week
Open 0.8688 0.8691 0.0003 0.0% 0.8697
High 0.8688 0.8691 0.0003 0.0% 0.8708
Low 0.8688 0.8691 0.0003 0.0% 0.8679
Close 0.8675 0.8691 0.0016 0.2% 0.8675
Range
ATR 0.0001 0.0003 0.0001 70.1% 0.0000
Volume
Daily Pivots for day following 02-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8691 0.8691 0.8691
R3 0.8691 0.8691 0.8691
R2 0.8691 0.8691 0.8691
R1 0.8691 0.8691 0.8691 0.8691
PP 0.8691 0.8691 0.8691 0.8691
S1 0.8691 0.8691 0.8691 0.8691
S2 0.8691 0.8691 0.8691
S3 0.8691 0.8691 0.8691
S4 0.8691 0.8691 0.8691
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.8774 0.8754 0.8691
R3 0.8745 0.8725 0.8683
R2 0.8716 0.8716 0.8680
R1 0.8696 0.8696 0.8678 0.8692
PP 0.8687 0.8687 0.8687 0.8685
S1 0.8667 0.8667 0.8672 0.8663
S2 0.8658 0.8658 0.8670
S3 0.8629 0.8638 0.8667
S4 0.8600 0.8609 0.8659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8708 0.8679 0.0029 0.3% 0.0000 0.0% 41% False False
10 0.8766 0.8679 0.0087 1.0% 0.0000 0.0% 14% False False
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8691
2.618 0.8691
1.618 0.8691
1.000 0.8691
0.618 0.8691
HIGH 0.8691
0.618 0.8691
0.500 0.8691
0.382 0.8691
LOW 0.8691
0.618 0.8691
1.000 0.8691
1.618 0.8691
2.618 0.8691
4.250 0.8691
Fisher Pivots for day following 02-Jan-2007
Pivot 1 day 3 day
R1 0.8691 0.8698
PP 0.8691 0.8696
S1 0.8691 0.8693

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

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