CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 19-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 19-Feb-2007 Change Change % Previous Week
Open 0.8505 0.8498 -0.0007 -0.1% 0.8339
High 0.8534 0.8509 -0.0025 -0.3% 0.8534
Low 0.8500 0.8484 -0.0016 -0.2% 0.8315
Close 0.8518 0.8485 -0.0033 -0.4% 0.8518
Range 0.0034 0.0025 -0.0009 -26.5% 0.0219
ATR 0.0049 0.0048 -0.0001 -2.1% 0.0000
Volume 918 918 0 0.0% 3,993
Daily Pivots for day following 19-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8568 0.8551 0.8499
R3 0.8543 0.8526 0.8492
R2 0.8518 0.8518 0.8490
R1 0.8501 0.8501 0.8487 0.8497
PP 0.8493 0.8493 0.8493 0.8491
S1 0.8476 0.8476 0.8483 0.8472
S2 0.8468 0.8468 0.8480
S3 0.8443 0.8451 0.8478
S4 0.8418 0.8426 0.8471
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 0.8356 0.0178 2.1% 0.0047 0.5% 72% False False 862
10 0.8534 0.8315 0.0219 2.6% 0.0045 0.5% 78% False False 678
20 0.8534 0.8315 0.0219 2.6% 0.0047 0.6% 78% False False 1,543
40 0.8660 0.8315 0.0345 4.1% 0.0040 0.5% 49% False False 960
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 0.0005
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8615
2.618 0.8574
1.618 0.8549
1.000 0.8534
0.618 0.8524
HIGH 0.8509
0.618 0.8499
0.500 0.8497
0.382 0.8494
LOW 0.8484
0.618 0.8469
1.000 0.8459
1.618 0.8444
2.618 0.8419
4.250 0.8378
Fisher Pivots for day following 19-Feb-2007
Pivot 1 day 3 day
R1 0.8497 0.8484
PP 0.8493 0.8483
S1 0.8489 0.8482

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

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