CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 0.8531 0.8527 -0.0004 0.0% 0.8594
High 0.8531 0.8527 -0.0004 0.0% 0.8645
Low 0.8528 0.8459 -0.0069 -0.8% 0.8540
Close 0.8535 0.8475 -0.0060 -0.7% 0.8609
Range 0.0003 0.0068 0.0065 2,166.7% 0.0105
ATR 0.0034 0.0037 0.0003 8.8% 0.0000
Volume 152 24 -128 -84.2% 576
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8691 0.8651 0.8512
R3 0.8623 0.8583 0.8494
R2 0.8555 0.8555 0.8487
R1 0.8515 0.8515 0.8481 0.8501
PP 0.8487 0.8487 0.8487 0.8480
S1 0.8447 0.8447 0.8469 0.8433
S2 0.8419 0.8419 0.8463
S3 0.8351 0.8379 0.8456
S4 0.8283 0.8311 0.8438
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 0.8459 0.0186 2.2% 0.0038 0.5% 9% False True 207
10 0.8645 0.8459 0.0186 2.2% 0.0032 0.4% 9% False True 235
20 0.8763 0.8459 0.0304 3.6% 0.0029 0.3% 5% False True 339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8816
2.618 0.8705
1.618 0.8637
1.000 0.8595
0.618 0.8569
HIGH 0.8527
0.618 0.8501
0.500 0.8493
0.382 0.8485
LOW 0.8459
0.618 0.8417
1.000 0.8391
1.618 0.8349
2.618 0.8281
4.250 0.8170
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 0.8493 0.8520
PP 0.8487 0.8505
S1 0.8481 0.8490

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

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