CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 09-Feb-2007
Day Change Summary
Previous Current
08-Feb-2007 09-Feb-2007 Change Change % Previous Week
Open 0.8421 0.8395 -0.0026 -0.3% 0.8408
High 0.8421 0.8396 -0.0025 -0.3% 0.8482
Low 0.8376 0.8354 -0.0022 -0.3% 0.8354
Close 0.8402 0.8360 -0.0042 -0.5% 0.8360
Range 0.0045 0.0042 -0.0003 -6.7% 0.0128
ATR 0.0045 0.0045 0.0000 0.5% 0.0000
Volume 374 1,087 713 190.6% 2,127
Daily Pivots for day following 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8496 0.8470 0.8383
R3 0.8454 0.8428 0.8372
R2 0.8412 0.8412 0.8368
R1 0.8386 0.8386 0.8364 0.8378
PP 0.8370 0.8370 0.8370 0.8366
S1 0.8344 0.8344 0.8356 0.8336
S2 0.8328 0.8328 0.8352
S3 0.8286 0.8302 0.8348
S4 0.8244 0.8260 0.8337
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8783 0.8699 0.8430
R3 0.8655 0.8571 0.8395
R2 0.8527 0.8527 0.8383
R1 0.8443 0.8443 0.8372 0.8421
PP 0.8399 0.8399 0.8399 0.8388
S1 0.8315 0.8315 0.8348 0.8293
S2 0.8271 0.8271 0.8337
S3 0.8143 0.8187 0.8325
S4 0.8015 0.8059 0.8290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8482 0.8354 0.0128 1.5% 0.0047 0.6% 5% False True 425
10 0.8482 0.8346 0.0136 1.6% 0.0047 0.6% 10% False False 417
20 0.8485 0.8346 0.0139 1.7% 0.0044 0.5% 10% False False 1,392
40 0.8763 0.8346 0.0417 5.0% 0.0036 0.4% 3% False False 866
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8575
2.618 0.8506
1.618 0.8464
1.000 0.8438
0.618 0.8422
HIGH 0.8396
0.618 0.8380
0.500 0.8375
0.382 0.8370
LOW 0.8354
0.618 0.8328
1.000 0.8312
1.618 0.8286
2.618 0.8244
4.250 0.8176
Fisher Pivots for day following 09-Feb-2007
Pivot 1 day 3 day
R1 0.8375 0.8416
PP 0.8370 0.8397
S1 0.8365 0.8379

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

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