CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary
Previous Current
30-Jan-2007 31-Jan-2007 Change Change % Previous Week
Open 0.8377 0.8375 -0.0002 0.0% 0.8385
High 0.8385 0.8440 0.0055 0.7% 0.8475
Low 0.8358 0.8370 0.0012 0.1% 0.8373
Close 0.8375 0.8436 0.0061 0.7% 0.8381
Range 0.0027 0.0070 0.0043 159.3% 0.0102
ATR 0.0040 0.0042 0.0002 5.4% 0.0000
Volume 272 370 98 36.0% 21,898
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8625 0.8601 0.8475
R3 0.8555 0.8531 0.8455
R2 0.8485 0.8485 0.8449
R1 0.8461 0.8461 0.8442 0.8473
PP 0.8415 0.8415 0.8415 0.8422
S1 0.8391 0.8391 0.8430 0.8403
S2 0.8345 0.8345 0.8423
S3 0.8275 0.8321 0.8417
S4 0.8205 0.8251 0.8398
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% 70% False False 350
10 0.8475 0.8346 0.0129 1.5% 0.0045 0.5% 70% False False 2,349
20 0.8645 0.8346 0.0299 3.5% 0.0041 0.5% 30% False False 1,283
40 0.8918 0.8346 0.0572 6.8% 0.0032 0.4% 16% False False 788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8738
2.618 0.8623
1.618 0.8553
1.000 0.8510
0.618 0.8483
HIGH 0.8440
0.618 0.8413
0.500 0.8405
0.382 0.8397
LOW 0.8370
0.618 0.8327
1.000 0.8300
1.618 0.8257
2.618 0.8187
4.250 0.8073
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 0.8426 0.8422
PP 0.8415 0.8407
S1 0.8405 0.8393

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

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