CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 0.8409 0.8389 -0.0020 -0.2% 0.8385
High 0.8409 0.8389 -0.0020 -0.2% 0.8475
Low 0.8380 0.8346 -0.0034 -0.4% 0.8373
Close 0.8381 0.8356 -0.0025 -0.3% 0.8381
Range 0.0029 0.0043 0.0014 48.3% 0.0102
ATR 0.0040 0.0041 0.0000 0.4% 0.0000
Volume 478 163 -315 -65.9% 21,898
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8493 0.8467 0.8380
R3 0.8450 0.8424 0.8368
R2 0.8407 0.8407 0.8364
R1 0.8381 0.8381 0.8360 0.8373
PP 0.8364 0.8364 0.8364 0.8359
S1 0.8338 0.8338 0.8352 0.8330
S2 0.8321 0.8321 0.8348
S3 0.8278 0.8295 0.8344
S4 0.8235 0.8252 0.8332
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8716 0.8650 0.8437
R3 0.8614 0.8548 0.8409
R2 0.8512 0.8512 0.8400
R1 0.8446 0.8446 0.8390 0.8428
PP 0.8410 0.8410 0.8410 0.8401
S1 0.8344 0.8344 0.8372 0.8326
S2 0.8308 0.8308 0.8362
S3 0.8206 0.8242 0.8353
S4 0.8104 0.8140 0.8325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8475 0.8346 0.0129 1.5% 0.0048 0.6% 8% False True 4,387
10 0.8481 0.8346 0.0135 1.6% 0.0042 0.5% 7% False True 2,329
20 0.8645 0.8346 0.0299 3.6% 0.0038 0.4% 3% False True 1,253
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8572
2.618 0.8502
1.618 0.8459
1.000 0.8432
0.618 0.8416
HIGH 0.8389
0.618 0.8373
0.500 0.8368
0.382 0.8362
LOW 0.8346
0.618 0.8319
1.000 0.8303
1.618 0.8276
2.618 0.8233
4.250 0.8163
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 0.8368 0.8411
PP 0.8364 0.8392
S1 0.8360 0.8374

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

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