CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 0.8375 0.8433 0.0058 0.7% 0.8385
High 0.8440 0.8475 0.0035 0.4% 0.8475
Low 0.8370 0.8430 0.0060 0.7% 0.8373
Close 0.8436 0.8438 0.0002 0.0% 0.8381
Range 0.0070 0.0045 -0.0025 -35.7% 0.0102
ATR 0.0042 0.0042 0.0000 0.5% 0.0000
Volume 370 721 351 94.9% 21,898
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8583 0.8555 0.8463
R3 0.8538 0.8510 0.8450
R2 0.8493 0.8493 0.8446
R1 0.8465 0.8465 0.8442 0.8479
PP 0.8448 0.8448 0.8448 0.8455
S1 0.8420 0.8420 0.8434 0.8434
S2 0.8403 0.8403 0.8430
S3 0.8358 0.8375 0.8426
S4 0.8313 0.8330 0.8413
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% 0.0043 0.5% 71% True False 400
10 0.8475 0.8346 0.0129 1.5% 0.0043 0.5% 71% True False 2,408
20 0.8645 0.8346 0.0299 3.5% 0.0040 0.5% 31% False False 1,317
40 0.8918 0.8346 0.0572 6.8% 0.0033 0.4% 16% False False 805
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8666
2.618 0.8593
1.618 0.8548
1.000 0.8520
0.618 0.8503
HIGH 0.8475
0.618 0.8458
0.500 0.8453
0.382 0.8447
LOW 0.8430
0.618 0.8402
1.000 0.8385
1.618 0.8357
2.618 0.8312
4.250 0.8239
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 0.8453 0.8431
PP 0.8448 0.8424
S1 0.8443 0.8417

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

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