CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 0.8458 0.8436 -0.0022 -0.3% 0.8485
High 0.8458 0.8455 -0.0003 0.0% 0.8502
Low 0.8436 0.8429 -0.0007 -0.1% 0.8434
Close 0.8449 0.8450 0.0001 0.0% 0.8460
Range 0.0022 0.0026 0.0004 18.2% 0.0068
ATR 0.0041 0.0040 -0.0001 -2.6% 0.0000
Volume 129 65 -64 -49.6% 363
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 0.8523 0.8512 0.8464
R3 0.8497 0.8486 0.8457
R2 0.8471 0.8471 0.8455
R1 0.8460 0.8460 0.8452 0.8466
PP 0.8445 0.8445 0.8445 0.8447
S1 0.8434 0.8434 0.8448 0.8440
S2 0.8419 0.8419 0.8445
S3 0.8393 0.8408 0.8443
S4 0.8367 0.8382 0.8436
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 0.8669 0.8633 0.8497
R3 0.8601 0.8565 0.8479
R2 0.8533 0.8533 0.8472
R1 0.8497 0.8497 0.8466 0.8481
PP 0.8465 0.8465 0.8465 0.8458
S1 0.8429 0.8429 0.8454 0.8413
S2 0.8397 0.8397 0.8448
S3 0.8329 0.8361 0.8441
S4 0.8261 0.8293 0.8423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8498 0.8429 0.0069 0.8% 0.0034 0.4% 30% False True 102
10 0.8509 0.8429 0.0080 0.9% 0.0032 0.4% 26% False True 102
20 0.8665 0.8429 0.0236 2.8% 0.0038 0.4% 9% False True 108
40 0.8779 0.8429 0.0350 4.1% 0.0045 0.5% 6% False True 155
60 0.8885 0.8429 0.0456 5.4% 0.0041 0.5% 5% False True 114
80 0.8885 0.8429 0.0456 5.4% 0.0032 0.4% 5% False True 181
100 0.8885 0.8429 0.0456 5.4% 0.0026 0.3% 5% False True 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8566
2.618 0.8523
1.618 0.8497
1.000 0.8481
0.618 0.8471
HIGH 0.8455
0.618 0.8445
0.500 0.8442
0.382 0.8439
LOW 0.8429
0.618 0.8413
1.000 0.8403
1.618 0.8387
2.618 0.8361
4.250 0.8319
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 0.8447 0.8464
PP 0.8445 0.8459
S1 0.8442 0.8455

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

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