CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 0.8408 0.8469 0.0061 0.7% 0.8389
High 0.8463 0.8482 0.0019 0.2% 0.8475
Low 0.8408 0.8443 0.0035 0.4% 0.8346
Close 0.8458 0.8474 0.0016 0.2% 0.8407
Range 0.0055 0.0039 -0.0016 -29.1% 0.0129
ATR 0.0044 0.0043 0.0000 -0.8% 0.0000
Volume 249 247 -2 -0.8% 2,052
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8583 0.8568 0.8495
R3 0.8544 0.8529 0.8485
R2 0.8505 0.8505 0.8481
R1 0.8490 0.8490 0.8478 0.8498
PP 0.8466 0.8466 0.8466 0.8470
S1 0.8451 0.8451 0.8470 0.8459
S2 0.8427 0.8427 0.8467
S3 0.8388 0.8412 0.8463
S4 0.8349 0.8373 0.8453
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 0.8482 0.8370 0.0112 1.3% 0.0052 0.6% 93% True False 422
10 0.8482 0.8346 0.0136 1.6% 0.0049 0.6% 94% True False 2,378
20 0.8581 0.8346 0.0235 2.8% 0.0042 0.5% 54% False False 1,329
40 0.8882 0.8346 0.0536 6.3% 0.0036 0.4% 24% False False 828
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8648
2.618 0.8584
1.618 0.8545
1.000 0.8521
0.618 0.8506
HIGH 0.8482
0.618 0.8467
0.500 0.8463
0.382 0.8458
LOW 0.8443
0.618 0.8419
1.000 0.8404
1.618 0.8380
2.618 0.8341
4.250 0.8277
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 0.8470 0.8461
PP 0.8466 0.8448
S1 0.8463 0.8435

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

View Archives - Comment on this page... - Back to Index of Symbols