CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 0.8437 0.8521 0.0084 1.0% 0.8502
High 0.8437 0.8524 0.0087 1.0% 0.8565
Low 0.8437 0.8521 0.0084 1.0% 0.8497
Close 0.8483 0.8511 0.0028 0.3% 0.8455
Range 0.0000 0.0003 0.0003 0.0068
ATR 0.0008 0.0010 0.0002 29.5% 0.0000
Volume
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8528 0.8522 0.8513
R3 0.8525 0.8519 0.8512
R2 0.8522 0.8522 0.8512
R1 0.8516 0.8516 0.8511 0.8518
PP 0.8519 0.8519 0.8519 0.8519
S1 0.8513 0.8513 0.8511 0.8515
S2 0.8516 0.8516 0.8510
S3 0.8513 0.8510 0.8510
S4 0.8510 0.8507 0.8509
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8710 0.8650 0.8492
R3 0.8642 0.8582 0.8474
R2 0.8574 0.8574 0.8467
R1 0.8514 0.8514 0.8461 0.8510
PP 0.8506 0.8506 0.8506 0.8504
S1 0.8446 0.8446 0.8449 0.8442
S2 0.8438 0.8438 0.8443
S3 0.8370 0.8378 0.8436
S4 0.8302 0.8310 0.8418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8527 0.8437 0.0090 1.1% 0.0001 0.0% 82% False False
10 0.8565 0.8437 0.0128 1.5% 0.0004 0.0% 58% False False
20 0.8565 0.8437 0.0128 1.5% 0.0005 0.1% 58% False False 1
40 0.8766 0.8437 0.0329 3.9% 0.0003 0.0% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8537
2.618 0.8532
1.618 0.8529
1.000 0.8527
0.618 0.8526
HIGH 0.8524
0.618 0.8523
0.500 0.8523
0.382 0.8522
LOW 0.8521
0.618 0.8519
1.000 0.8518
1.618 0.8516
2.618 0.8513
4.250 0.8508
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 0.8523 0.8501
PP 0.8519 0.8491
S1 0.8515 0.8481

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

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