CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 0.8581 0.8531 -0.0050 -0.6% 0.8594
High 0.8581 0.8531 -0.0050 -0.6% 0.8645
Low 0.8552 0.8528 -0.0024 -0.3% 0.8540
Close 0.8554 0.8535 -0.0019 -0.2% 0.8609
Range 0.0029 0.0003 -0.0026 -89.7% 0.0105
ATR 0.0035 0.0034 -0.0001 -1.8% 0.0000
Volume 191 152 -39 -20.4% 576
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8540 0.8541 0.8537
R3 0.8537 0.8538 0.8536
R2 0.8534 0.8534 0.8536
R1 0.8535 0.8535 0.8535 0.8535
PP 0.8531 0.8531 0.8531 0.8531
S1 0.8532 0.8532 0.8535 0.8532
S2 0.8528 0.8528 0.8534
S3 0.8525 0.8529 0.8534
S4 0.8522 0.8526 0.8533
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8913 0.8866 0.8667
R3 0.8808 0.8761 0.8638
R2 0.8703 0.8703 0.8628
R1 0.8656 0.8656 0.8619 0.8680
PP 0.8598 0.8598 0.8598 0.8610
S1 0.8551 0.8551 0.8599 0.8575
S2 0.8493 0.8493 0.8590
S3 0.8388 0.8446 0.8580
S4 0.8283 0.8341 0.8551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8645 0.8528 0.0117 1.4% 0.0030 0.3% 6% False True 222
10 0.8645 0.8528 0.0117 1.4% 0.0029 0.3% 6% False True 232
20 0.8766 0.8528 0.0238 2.8% 0.0027 0.3% 3% False True 338
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0004
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8544
2.618 0.8539
1.618 0.8536
1.000 0.8534
0.618 0.8533
HIGH 0.8531
0.618 0.8530
0.500 0.8530
0.382 0.8529
LOW 0.8528
0.618 0.8526
1.000 0.8525
1.618 0.8523
2.618 0.8520
4.250 0.8515
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 0.8533 0.8580
PP 0.8531 0.8565
S1 0.8530 0.8550

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

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