CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 0.8195 0.8180 -0.0015 -0.2% 0.8318
High 0.8204 0.8203 -0.0001 0.0% 0.8333
Low 0.8174 0.8176 0.0002 0.0% 0.8180
Close 0.8185 0.8198 0.0013 0.2% 0.8196
Range 0.0030 0.0027 -0.0003 -10.0% 0.0153
ATR 0.0042 0.0041 -0.0001 -2.6% 0.0000
Volume 54,374 56,032 1,658 3.0% 424,417
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8273 0.8263 0.8213
R3 0.8246 0.8236 0.8205
R2 0.8219 0.8219 0.8203
R1 0.8209 0.8209 0.8200 0.8214
PP 0.8192 0.8192 0.8192 0.8195
S1 0.8182 0.8182 0.8196 0.8187
S2 0.8165 0.8165 0.8193
S3 0.8138 0.8155 0.8191
S4 0.8111 0.8128 0.8183
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8695 0.8599 0.8280
R3 0.8542 0.8446 0.8238
R2 0.8389 0.8389 0.8224
R1 0.8293 0.8293 0.8210 0.8265
PP 0.8236 0.8236 0.8236 0.8222
S1 0.8140 0.8140 0.8182 0.8112
S2 0.8083 0.8083 0.8168
S3 0.7930 0.7987 0.8154
S4 0.7777 0.7834 0.8112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8332 0.8174 0.0158 1.9% 0.0047 0.6% 15% False False 88,042
10 0.8385 0.8174 0.0211 2.6% 0.0044 0.5% 11% False False 60,501
20 0.8394 0.8174 0.0220 2.7% 0.0040 0.5% 11% False False 31,170
40 0.8610 0.8174 0.0436 5.3% 0.0039 0.5% 6% False False 15,668
60 0.8779 0.8174 0.0605 7.4% 0.0043 0.5% 4% False False 10,517
80 0.8885 0.8174 0.0711 8.7% 0.0042 0.5% 3% False False 7,900
100 0.8885 0.8174 0.0711 8.7% 0.0035 0.4% 3% False False 6,396
120 0.8885 0.8174 0.0711 8.7% 0.0030 0.4% 3% False False 5,331
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8318
2.618 0.8274
1.618 0.8247
1.000 0.8230
0.618 0.8220
HIGH 0.8203
0.618 0.8193
0.500 0.8190
0.382 0.8186
LOW 0.8176
0.618 0.8159
1.000 0.8149
1.618 0.8132
2.618 0.8105
4.250 0.8061
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 0.8195 0.8203
PP 0.8192 0.8201
S1 0.8190 0.8200

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

View Archives - Comment on this page... - Back to Index of Symbols