CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 0.8360 0.8354 -0.0006 -0.1% 0.8458
High 0.8365 0.8366 0.0001 0.0% 0.8458
Low 0.8349 0.8330 -0.0019 -0.2% 0.8368
Close 0.8352 0.8343 -0.0009 -0.1% 0.8380
Range 0.0016 0.0036 0.0020 125.0% 0.0090
ATR 0.0039 0.0039 0.0000 -0.5% 0.0000
Volume 473 221 -252 -53.3% 1,259
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 0.8454 0.8435 0.8363
R3 0.8418 0.8399 0.8353
R2 0.8382 0.8382 0.8350
R1 0.8363 0.8363 0.8346 0.8355
PP 0.8346 0.8346 0.8346 0.8342
S1 0.8327 0.8327 0.8340 0.8319
S2 0.8310 0.8310 0.8336
S3 0.8274 0.8291 0.8333
S4 0.8238 0.8255 0.8323
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 0.8672 0.8616 0.8430
R3 0.8582 0.8526 0.8405
R2 0.8492 0.8492 0.8397
R1 0.8436 0.8436 0.8388 0.8419
PP 0.8402 0.8402 0.8402 0.8394
S1 0.8346 0.8346 0.8372 0.8329
S2 0.8312 0.8312 0.8364
S3 0.8222 0.8256 0.8355
S4 0.8132 0.8166 0.8331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8410 0.8330 0.0080 1.0% 0.0035 0.4% 16% False True 401
10 0.8498 0.8330 0.0168 2.0% 0.0035 0.4% 8% False True 298
20 0.8583 0.8330 0.0253 3.0% 0.0036 0.4% 5% False True 194
40 0.8755 0.8330 0.0425 5.1% 0.0042 0.5% 3% False True 204
60 0.8885 0.8330 0.0555 6.7% 0.0042 0.5% 2% False True 154
80 0.8885 0.8330 0.0555 6.7% 0.0034 0.4% 2% False True 212
100 0.8885 0.8330 0.0555 6.7% 0.0028 0.3% 2% False True 170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
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 0.8519
2.618 0.8460
1.618 0.8424
1.000 0.8402
0.618 0.8388
HIGH 0.8366
0.618 0.8352
0.500 0.8348
0.382 0.8344
LOW 0.8330
0.618 0.8308
1.000 0.8294
1.618 0.8272
2.618 0.8236
4.250 0.8177
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 0.8348 0.8359
PP 0.8346 0.8353
S1 0.8345 0.8348

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

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