CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 0.8552 0.8489 -0.0063 -0.7% 0.8617
High 0.8552 0.8600 0.0048 0.6% 0.8635
Low 0.8485 0.8489 0.0004 0.0% 0.8520
Close 0.8491 0.8589 0.0098 1.2% 0.8586
Range 0.0067 0.0111 0.0044 65.7% 0.0115
ATR 0.0066 0.0070 0.0003 4.8% 0.0000
Volume 523 294 -229 -43.8% 1,380
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8892 0.8852 0.8650
R3 0.8781 0.8741 0.8620
R2 0.8670 0.8670 0.8609
R1 0.8630 0.8630 0.8599 0.8650
PP 0.8559 0.8559 0.8559 0.8570
S1 0.8519 0.8519 0.8579 0.8539
S2 0.8448 0.8448 0.8569
S3 0.8337 0.8408 0.8558
S4 0.8226 0.8297 0.8528
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8925 0.8871 0.8649
R3 0.8810 0.8756 0.8618
R2 0.8695 0.8695 0.8607
R1 0.8641 0.8641 0.8597 0.8611
PP 0.8580 0.8580 0.8580 0.8565
S1 0.8526 0.8526 0.8575 0.8496
S2 0.8465 0.8465 0.8565
S3 0.8350 0.8411 0.8554
S4 0.8235 0.8296 0.8523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8670 0.8485 0.0185 2.2% 0.0092 1.1% 56% False False 315
10 0.8670 0.8485 0.0185 2.2% 0.0078 0.9% 56% False False 327
20 0.8670 0.8322 0.0348 4.1% 0.0066 0.8% 77% False False 191
40 0.8670 0.8235 0.0435 5.1% 0.0050 0.6% 81% False False 240
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9072
2.618 0.8891
1.618 0.8780
1.000 0.8711
0.618 0.8669
HIGH 0.8600
0.618 0.8558
0.500 0.8545
0.382 0.8531
LOW 0.8489
0.618 0.8420
1.000 0.8378
1.618 0.8309
2.618 0.8198
4.250 0.8017
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 0.8574 0.8576
PP 0.8559 0.8562
S1 0.8545 0.8549

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.