CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 0.8605 0.8593 -0.0012 -0.1% 0.8602
High 0.8616 0.8595 -0.0021 -0.2% 0.8627
Low 0.8604 0.8577 -0.0027 -0.3% 0.8577
Close 0.8595 0.8582 -0.0013 -0.2% 0.8582
Range 0.0012 0.0018 0.0006 50.0% 0.0050
ATR 0.0031 0.0030 -0.0001 -3.0% 0.0000
Volume 1,127 15 -1,112 -98.7% 1,230
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.8639 0.8628 0.8592
R3 0.8621 0.8610 0.8587
R2 0.8603 0.8603 0.8585
R1 0.8592 0.8592 0.8584 0.8589
PP 0.8585 0.8585 0.8585 0.8583
S1 0.8574 0.8574 0.8580 0.8571
S2 0.8567 0.8567 0.8579
S3 0.8549 0.8556 0.8577
S4 0.8531 0.8538 0.8572
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.8745 0.8714 0.8610
R3 0.8695 0.8664 0.8596
R2 0.8645 0.8645 0.8591
R1 0.8614 0.8614 0.8587 0.8605
PP 0.8595 0.8595 0.8595 0.8591
S1 0.8564 0.8564 0.8577 0.8555
S2 0.8545 0.8545 0.8573
S3 0.8495 0.8514 0.8568
S4 0.8445 0.8464 0.8555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8648 0.8577 0.0071 0.8% 0.0028 0.3% 7% False True 274
10 0.8686 0.8577 0.0109 1.3% 0.0024 0.3% 5% False True 541
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8672
2.618 0.8642
1.618 0.8624
1.000 0.8613
0.618 0.8606
HIGH 0.8595
0.618 0.8588
0.500 0.8586
0.382 0.8584
LOW 0.8577
0.618 0.8566
1.000 0.8559
1.618 0.8548
2.618 0.8530
4.250 0.8501
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 0.8586 0.8602
PP 0.8585 0.8595
S1 0.8583 0.8589

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

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