CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 0.8340 0.8339 -0.0001 0.0% 0.8381
High 0.8356 0.8345 -0.0011 -0.1% 0.8394
Low 0.8330 0.8312 -0.0018 -0.2% 0.8330
Close 0.8341 0.8330 -0.0011 -0.1% 0.8335
Range 0.0026 0.0033 0.0007 26.9% 0.0064
ATR 0.0039 0.0038 0.0000 -1.0% 0.0000
Volume 1,178 3,366 2,188 185.7% 2,333
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 0.8428 0.8412 0.8348
R3 0.8395 0.8379 0.8339
R2 0.8362 0.8362 0.8336
R1 0.8346 0.8346 0.8333 0.8338
PP 0.8329 0.8329 0.8329 0.8325
S1 0.8313 0.8313 0.8327 0.8305
S2 0.8296 0.8296 0.8324
S3 0.8263 0.8280 0.8321
S4 0.8230 0.8247 0.8312
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 0.8545 0.8504 0.8370
R3 0.8481 0.8440 0.8353
R2 0.8417 0.8417 0.8347
R1 0.8376 0.8376 0.8341 0.8365
PP 0.8353 0.8353 0.8353 0.8347
S1 0.8312 0.8312 0.8329 0.8301
S2 0.8289 0.8289 0.8323
S3 0.8225 0.8248 0.8317
S4 0.8161 0.8184 0.8300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8394 0.8312 0.0082 1.0% 0.0038 0.5% 22% False True 1,192
10 0.8410 0.8312 0.0098 1.2% 0.0036 0.4% 18% False True 797
20 0.8502 0.8312 0.0190 2.3% 0.0033 0.4% 9% False True 471
40 0.8665 0.8312 0.0353 4.2% 0.0039 0.5% 5% False True 320
60 0.8840 0.8312 0.0528 6.3% 0.0045 0.5% 3% False True 254
80 0.8885 0.8312 0.0573 6.9% 0.0036 0.4% 3% False True 286
100 0.8885 0.8312 0.0573 6.9% 0.0030 0.4% 3% False True 229
120 0.8892 0.8312 0.0580 7.0% 0.0025 0.3% 3% False True 191
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8485
2.618 0.8431
1.618 0.8398
1.000 0.8378
0.618 0.8365
HIGH 0.8345
0.618 0.8332
0.500 0.8329
0.382 0.8325
LOW 0.8312
0.618 0.8292
1.000 0.8279
1.618 0.8259
2.618 0.8226
4.250 0.8172
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 0.8330 0.8341
PP 0.8329 0.8337
S1 0.8329 0.8334

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

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