CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 0.8680 0.8680 0.0000 0.0% 0.8690
High 0.8722 0.8680 -0.0042 -0.5% 0.8800
Low 0.8680 0.8649 -0.0031 -0.4% 0.8656
Close 0.8708 0.8654 -0.0054 -0.6% 0.8764
Range 0.0042 0.0031 -0.0011 -26.2% 0.0144
ATR 0.0051 0.0052 0.0001 1.1% 0.0000
Volume 194 14 -180 -92.8% 417
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8754 0.8735 0.8671
R3 0.8723 0.8704 0.8663
R2 0.8692 0.8692 0.8660
R1 0.8673 0.8673 0.8657 0.8667
PP 0.8661 0.8661 0.8661 0.8658
S1 0.8642 0.8642 0.8651 0.8636
S2 0.8630 0.8630 0.8648
S3 0.8599 0.8611 0.8645
S4 0.8568 0.8580 0.8637
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9172 0.9112 0.8843
R3 0.9028 0.8968 0.8804
R2 0.8884 0.8884 0.8790
R1 0.8824 0.8824 0.8777 0.8854
PP 0.8740 0.8740 0.8740 0.8755
S1 0.8680 0.8680 0.8751 0.8710
S2 0.8596 0.8596 0.8738
S3 0.8452 0.8536 0.8724
S4 0.8308 0.8392 0.8685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8773 0.8649 0.0124 1.4% 0.0039 0.4% 4% False True 68
10 0.8800 0.8649 0.0151 1.7% 0.0045 0.5% 3% False True 71
20 0.8885 0.8469 0.0416 4.8% 0.0036 0.4% 44% False False 42
40 0.8885 0.8437 0.0448 5.2% 0.0020 0.2% 48% False False 211
60 0.8885 0.8437 0.0448 5.2% 0.0014 0.2% 48% False False 141
Crabel Price Patterns
NR True
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8812
2.618 0.8761
1.618 0.8730
1.000 0.8711
0.618 0.8699
HIGH 0.8680
0.618 0.8668
0.500 0.8665
0.382 0.8661
LOW 0.8649
0.618 0.8630
1.000 0.8618
1.618 0.8599
2.618 0.8568
4.250 0.8517
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 0.8665 0.8690
PP 0.8661 0.8678
S1 0.8658 0.8666

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.