CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 0.8429 0.8505 0.0076 0.9% 0.8339
High 0.8519 0.8534 0.0015 0.2% 0.8534
Low 0.8429 0.8500 0.0071 0.8% 0.8315
Close 0.8511 0.8518 0.0007 0.1% 0.8518
Range 0.0090 0.0034 -0.0056 -62.2% 0.0219
ATR 0.0050 0.0049 -0.0001 -2.3% 0.0000
Volume 1,778 918 -860 -48.4% 3,993
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8619 0.8603 0.8537
R3 0.8585 0.8569 0.8527
R2 0.8551 0.8551 0.8524
R1 0.8535 0.8535 0.8521 0.8543
PP 0.8517 0.8517 0.8517 0.8522
S1 0.8501 0.8501 0.8515 0.8509
S2 0.8483 0.8483 0.8512
S3 0.8449 0.8467 0.8509
S4 0.8415 0.8433 0.8499
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.9113 0.9034 0.8638
R3 0.8894 0.8815 0.8578
R2 0.8675 0.8675 0.8558
R1 0.8596 0.8596 0.8538 0.8636
PP 0.8456 0.8456 0.8456 0.8475
S1 0.8377 0.8377 0.8498 0.8417
S2 0.8237 0.8237 0.8478
S3 0.8018 0.8158 0.8458
S4 0.7799 0.7939 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8534 0.8315 0.0219 2.6% 0.0050 0.6% 93% True False 798
10 0.8534 0.8315 0.0219 2.6% 0.0048 0.6% 93% True False 612
20 0.8534 0.8315 0.0219 2.6% 0.0047 0.6% 93% True False 1,503
40 0.8672 0.8315 0.0357 4.2% 0.0040 0.5% 57% False False 952
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8679
2.618 0.8623
1.618 0.8589
1.000 0.8568
0.618 0.8555
HIGH 0.8534
0.618 0.8521
0.500 0.8517
0.382 0.8513
LOW 0.8500
0.618 0.8479
1.000 0.8466
1.618 0.8445
2.618 0.8411
4.250 0.8356
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 0.8518 0.8497
PP 0.8517 0.8477
S1 0.8517 0.8456

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

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