CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 0.8379 0.8375 -0.0004 0.0% 0.8481
High 0.8413 0.8438 0.0025 0.3% 0.8481
Low 0.8378 0.8375 -0.0003 0.0% 0.8392
Close 0.8381 0.8427 0.0046 0.5% 0.8410
Range 0.0035 0.0063 0.0028 80.0% 0.0089
ATR 0.0037 0.0039 0.0002 5.1% 0.0000
Volume 541 20,287 19,746 3,649.9% 1,235
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8602 0.8578 0.8462
R3 0.8539 0.8515 0.8444
R2 0.8476 0.8476 0.8439
R1 0.8452 0.8452 0.8433 0.8464
PP 0.8413 0.8413 0.8413 0.8420
S1 0.8389 0.8389 0.8421 0.8401
S2 0.8350 0.8350 0.8415
S3 0.8287 0.8326 0.8410
S4 0.8224 0.8263 0.8392
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 0.8463 0.8373 0.0090 1.1% 0.0042 0.5% 60% False False 4,348
10 0.8531 0.8373 0.0158 1.9% 0.0037 0.4% 34% False False 2,290
20 0.8645 0.8373 0.0272 3.2% 0.0034 0.4% 20% False False 1,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8706
2.618 0.8603
1.618 0.8540
1.000 0.8501
0.618 0.8477
HIGH 0.8438
0.618 0.8414
0.500 0.8407
0.382 0.8399
LOW 0.8375
0.618 0.8336
1.000 0.8312
1.618 0.8273
2.618 0.8210
4.250 0.8107
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 0.8420 0.8420
PP 0.8413 0.8413
S1 0.8407 0.8406

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

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