CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 0.8385 0.8379 -0.0006 -0.1% 0.8481
High 0.8394 0.8413 0.0019 0.2% 0.8481
Low 0.8373 0.8378 0.0005 0.1% 0.8392
Close 0.8384 0.8381 -0.0003 0.0% 0.8410
Range 0.0021 0.0035 0.0014 66.7% 0.0089
ATR 0.0037 0.0037 0.0000 -0.4% 0.0000
Volume 122 541 419 343.4% 1,235
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8496 0.8473 0.8400
R3 0.8461 0.8438 0.8391
R2 0.8426 0.8426 0.8387
R1 0.8403 0.8403 0.8384 0.8415
PP 0.8391 0.8391 0.8391 0.8396
S1 0.8368 0.8368 0.8378 0.8380
S2 0.8356 0.8356 0.8375
S3 0.8321 0.8333 0.8371
S4 0.8286 0.8298 0.8362
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8695 0.8641 0.8459
R3 0.8606 0.8552 0.8434
R2 0.8517 0.8517 0.8426
R1 0.8463 0.8463 0.8418 0.8446
PP 0.8428 0.8428 0.8428 0.8419
S1 0.8374 0.8374 0.8402 0.8357
S2 0.8339 0.8339 0.8394
S3 0.8250 0.8285 0.8386
S4 0.8161 0.8196 0.8361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8475 0.8373 0.0102 1.2% 0.0036 0.4% 8% False False 347
10 0.8581 0.8373 0.0208 2.5% 0.0034 0.4% 4% False False 281
20 0.8648 0.8373 0.0275 3.3% 0.0033 0.4% 3% False False 251
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8562
2.618 0.8505
1.618 0.8470
1.000 0.8448
0.618 0.8435
HIGH 0.8413
0.618 0.8400
0.500 0.8396
0.382 0.8391
LOW 0.8378
0.618 0.8356
1.000 0.8343
1.618 0.8321
2.618 0.8286
4.250 0.8229
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 0.8396 0.8397
PP 0.8391 0.8391
S1 0.8386 0.8386

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

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