CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 07-May-2007
Day Change Summary
Previous Current
04-May-2007 07-May-2007 Change Change % Previous Week
Open 0.8458 0.8485 0.0027 0.3% 0.8510
High 0.8477 0.8487 0.0010 0.1% 0.8537
Low 0.8451 0.8469 0.0018 0.2% 0.8447
Close 0.8468 0.8471 0.0003 0.0% 0.8468
Range 0.0026 0.0018 -0.0008 -30.8% 0.0090
ATR 0.0046 0.0044 -0.0002 -4.2% 0.0000
Volume 223 24 -199 -89.2% 661
Daily Pivots for day following 07-May-2007
Classic Woodie Camarilla DeMark
R4 0.8530 0.8518 0.8481
R3 0.8512 0.8500 0.8476
R2 0.8494 0.8494 0.8474
R1 0.8482 0.8482 0.8473 0.8479
PP 0.8476 0.8476 0.8476 0.8474
S1 0.8464 0.8464 0.8469 0.8461
S2 0.8458 0.8458 0.8468
S3 0.8440 0.8446 0.8466
S4 0.8422 0.8428 0.8461
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 0.8754 0.8701 0.8518
R3 0.8664 0.8611 0.8493
R2 0.8574 0.8574 0.8485
R1 0.8521 0.8521 0.8476 0.8503
PP 0.8484 0.8484 0.8484 0.8475
S1 0.8431 0.8431 0.8460 0.8413
S2 0.8394 0.8394 0.8452
S3 0.8304 0.8341 0.8443
S4 0.8214 0.8251 0.8419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8537 0.8447 0.0090 1.1% 0.0032 0.4% 27% False False 105
10 0.8610 0.8447 0.0163 1.9% 0.0038 0.4% 15% False False 99
20 0.8665 0.8447 0.0218 2.6% 0.0043 0.5% 11% False False 157
40 0.8800 0.8447 0.0353 4.2% 0.0047 0.6% 7% False False 147
60 0.8885 0.8437 0.0448 5.3% 0.0038 0.4% 8% False False 232
80 0.8885 0.8437 0.0448 5.3% 0.0030 0.4% 8% False False 174
100 0.8885 0.8437 0.0448 5.3% 0.0024 0.3% 8% False False 139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8564
2.618 0.8534
1.618 0.8516
1.000 0.8505
0.618 0.8498
HIGH 0.8487
0.618 0.8480
0.500 0.8478
0.382 0.8476
LOW 0.8469
0.618 0.8458
1.000 0.8451
1.618 0.8440
2.618 0.8422
4.250 0.8393
Fisher Pivots for day following 07-May-2007
Pivot 1 day 3 day
R1 0.8478 0.8470
PP 0.8476 0.8468
S1 0.8473 0.8467

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

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