CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 0.8458 0.8481 0.0023 0.3% 0.8603
High 0.8485 0.8481 -0.0004 0.0% 0.8632
Low 0.8458 0.8450 -0.0008 -0.1% 0.8458
Close 0.8476 0.8459 -0.0017 -0.2% 0.8476
Range 0.0027 0.0031 0.0004 14.8% 0.0174
ATR 0.0036 0.0036 0.0000 -1.0% 0.0000
Volume 546 161 -385 -70.5% 1,178
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8556 0.8539 0.8476
R3 0.8525 0.8508 0.8468
R2 0.8494 0.8494 0.8465
R1 0.8477 0.8477 0.8462 0.8470
PP 0.8463 0.8463 0.8463 0.8460
S1 0.8446 0.8446 0.8456 0.8439
S2 0.8432 0.8432 0.8453
S3 0.8401 0.8415 0.8450
S4 0.8370 0.8384 0.8442
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.9044 0.8934 0.8572
R3 0.8870 0.8760 0.8524
R2 0.8696 0.8696 0.8508
R1 0.8586 0.8586 0.8492 0.8554
PP 0.8522 0.8522 0.8522 0.8506
S1 0.8412 0.8412 0.8460 0.8380
S2 0.8348 0.8348 0.8444
S3 0.8174 0.8238 0.8428
S4 0.8000 0.8064 0.8380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8581 0.8450 0.0131 1.5% 0.0032 0.4% 7% False True 214
10 0.8645 0.8450 0.0195 2.3% 0.0035 0.4% 5% False True 191
20 0.8686 0.8450 0.0236 2.8% 0.0029 0.3% 4% False True 366
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8613
2.618 0.8562
1.618 0.8531
1.000 0.8512
0.618 0.8500
HIGH 0.8481
0.618 0.8469
0.500 0.8466
0.382 0.8462
LOW 0.8450
0.618 0.8431
1.000 0.8419
1.618 0.8400
2.618 0.8369
4.250 0.8318
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 0.8466 0.8489
PP 0.8463 0.8479
S1 0.8461 0.8469

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

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