CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 0.8433 0.8408 -0.0025 -0.3% 0.8389
High 0.8475 0.8438 -0.0037 -0.4% 0.8475
Low 0.8430 0.8388 -0.0042 -0.5% 0.8346
Close 0.8438 0.8407 -0.0031 -0.4% 0.8407
Range 0.0045 0.0050 0.0005 11.1% 0.0129
ATR 0.0042 0.0043 0.0001 1.3% 0.0000
Volume 721 526 -195 -27.0% 2,052
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8561 0.8534 0.8435
R3 0.8511 0.8484 0.8421
R2 0.8461 0.8461 0.8416
R1 0.8434 0.8434 0.8412 0.8423
PP 0.8411 0.8411 0.8411 0.8405
S1 0.8384 0.8384 0.8402 0.8373
S2 0.8361 0.8361 0.8398
S3 0.8311 0.8334 0.8393
S4 0.8261 0.8284 0.8380
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8796 0.8731 0.8478
R3 0.8667 0.8602 0.8442
R2 0.8538 0.8538 0.8431
R1 0.8473 0.8473 0.8419 0.8506
PP 0.8409 0.8409 0.8409 0.8426
S1 0.8344 0.8344 0.8395 0.8377
S2 0.8280 0.8280 0.8383
S3 0.8151 0.8215 0.8372
S4 0.8022 0.8086 0.8336
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% 0.0047 0.6% 47% False False 410
10 0.8475 0.8346 0.0129 1.5% 0.0045 0.5% 47% False False 2,395
20 0.8645 0.8346 0.0299 3.6% 0.0041 0.5% 20% False False 1,338
40 0.8914 0.8346 0.0568 6.8% 0.0034 0.4% 11% False False 818
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8651
2.618 0.8569
1.618 0.8519
1.000 0.8488
0.618 0.8469
HIGH 0.8438
0.618 0.8419
0.500 0.8413
0.382 0.8407
LOW 0.8388
0.618 0.8357
1.000 0.8338
1.618 0.8307
2.618 0.8257
4.250 0.8176
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 0.8413 0.8423
PP 0.8411 0.8417
S1 0.8409 0.8412

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

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