CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 08-Feb-2007
Day Change Summary
Previous Current
07-Feb-2007 08-Feb-2007 Change Change % Previous Week
Open 0.8478 0.8421 -0.0057 -0.7% 0.8389
High 0.8478 0.8421 -0.0057 -0.7% 0.8475
Low 0.8425 0.8376 -0.0049 -0.6% 0.8346
Close 0.8432 0.8402 -0.0030 -0.4% 0.8407
Range 0.0053 0.0045 -0.0008 -15.1% 0.0129
ATR 0.0044 0.0045 0.0001 1.9% 0.0000
Volume 170 374 204 120.0% 2,052
Daily Pivots for day following 08-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8535 0.8513 0.8427
R3 0.8490 0.8468 0.8414
R2 0.8445 0.8445 0.8410
R1 0.8423 0.8423 0.8406 0.8412
PP 0.8400 0.8400 0.8400 0.8394
S1 0.8378 0.8378 0.8398 0.8367
S2 0.8355 0.8355 0.8394
S3 0.8310 0.8333 0.8390
S4 0.8265 0.8288 0.8377
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 0.8376 0.0106 1.3% 0.0048 0.6% 25% False True 313
10 0.8482 0.8346 0.0136 1.6% 0.0046 0.5% 41% False False 357
20 0.8527 0.8346 0.0181 2.2% 0.0045 0.5% 31% False False 1,339
40 0.8766 0.8346 0.0420 5.0% 0.0036 0.4% 13% False False 839
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8612
2.618 0.8539
1.618 0.8494
1.000 0.8466
0.618 0.8449
HIGH 0.8421
0.618 0.8404
0.500 0.8399
0.382 0.8393
LOW 0.8376
0.618 0.8348
1.000 0.8331
1.618 0.8303
2.618 0.8258
4.250 0.8185
Fisher Pivots for day following 08-Feb-2007
Pivot 1 day 3 day
R1 0.8401 0.8429
PP 0.8400 0.8420
S1 0.8399 0.8411

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

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