CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 10-May-2007
Day Change Summary
Previous Current
09-May-2007 10-May-2007 Change Change % Previous Week
Open 0.8490 0.8452 -0.0038 -0.4% 0.8510
High 0.8498 0.8479 -0.0019 -0.2% 0.8537
Low 0.8466 0.8434 -0.0032 -0.4% 0.8447
Close 0.8470 0.8468 -0.0002 0.0% 0.8468
Range 0.0032 0.0045 0.0013 40.6% 0.0090
ATR 0.0042 0.0043 0.0000 0.5% 0.0000
Volume 16 162 146 912.5% 661
Daily Pivots for day following 10-May-2007
Classic Woodie Camarilla DeMark
R4 0.8595 0.8577 0.8493
R3 0.8550 0.8532 0.8480
R2 0.8505 0.8505 0.8476
R1 0.8487 0.8487 0.8472 0.8496
PP 0.8460 0.8460 0.8460 0.8465
S1 0.8442 0.8442 0.8464 0.8451
S2 0.8415 0.8415 0.8460
S3 0.8370 0.8397 0.8456
S4 0.8325 0.8352 0.8443
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 0.8502 0.8434 0.0068 0.8% 0.0031 0.4% 50% False True 89
10 0.8563 0.8434 0.0129 1.5% 0.0036 0.4% 26% False True 99
20 0.8665 0.8434 0.0231 2.7% 0.0043 0.5% 15% False True 140
40 0.8779 0.8434 0.0345 4.1% 0.0045 0.5% 10% False True 150
60 0.8885 0.8434 0.0451 5.3% 0.0040 0.5% 8% False True 109
80 0.8885 0.8434 0.0451 5.3% 0.0031 0.4% 8% False True 177
100 0.8885 0.8434 0.0451 5.3% 0.0025 0.3% 8% False True 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8670
2.618 0.8597
1.618 0.8552
1.000 0.8524
0.618 0.8507
HIGH 0.8479
0.618 0.8462
0.500 0.8457
0.382 0.8451
LOW 0.8434
0.618 0.8406
1.000 0.8389
1.618 0.8361
2.618 0.8316
4.250 0.8243
Fisher Pivots for day following 10-May-2007
Pivot 1 day 3 day
R1 0.8464 0.8468
PP 0.8460 0.8468
S1 0.8457 0.8468

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

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