CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 0.8469 0.8478 0.0009 0.1% 0.8389
High 0.8482 0.8478 -0.0004 0.0% 0.8475
Low 0.8443 0.8425 -0.0018 -0.2% 0.8346
Close 0.8474 0.8432 -0.0042 -0.5% 0.8407
Range 0.0039 0.0053 0.0014 35.9% 0.0129
ATR 0.0043 0.0044 0.0001 1.6% 0.0000
Volume 247 170 -77 -31.2% 2,052
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8604 0.8571 0.8461
R3 0.8551 0.8518 0.8447
R2 0.8498 0.8498 0.8442
R1 0.8465 0.8465 0.8437 0.8455
PP 0.8445 0.8445 0.8445 0.8440
S1 0.8412 0.8412 0.8427 0.8402
S2 0.8392 0.8392 0.8422
S3 0.8339 0.8359 0.8417
S4 0.8286 0.8306 0.8403
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 0.8388 0.0094 1.1% 0.0048 0.6% 47% False False 382
10 0.8482 0.8346 0.0136 1.6% 0.0048 0.6% 63% False False 366
20 0.8531 0.8346 0.0185 2.2% 0.0043 0.5% 46% False False 1,328
40 0.8766 0.8346 0.0420 5.0% 0.0035 0.4% 20% False False 831
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 0.8703
2.618 0.8617
1.618 0.8564
1.000 0.8531
0.618 0.8511
HIGH 0.8478
0.618 0.8458
0.500 0.8452
0.382 0.8445
LOW 0.8425
0.618 0.8392
1.000 0.8372
1.618 0.8339
2.618 0.8286
4.250 0.8200
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 0.8452 0.8445
PP 0.8445 0.8441
S1 0.8439 0.8436

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

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