CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 0.8450 0.8393 -0.0057 -0.7% 0.8339
High 0.8478 0.8393 -0.0085 -1.0% 0.8534
Low 0.8379 0.8343 -0.0036 -0.4% 0.8315
Close 0.8398 0.8351 -0.0047 -0.6% 0.8518
Range 0.0099 0.0050 -0.0049 -49.5% 0.0219
ATR 0.0053 0.0053 0.0000 0.3% 0.0000
Volume 801 753 -48 -6.0% 3,993
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8512 0.8482 0.8379
R3 0.8462 0.8432 0.8365
R2 0.8412 0.8412 0.8360
R1 0.8382 0.8382 0.8356 0.8372
PP 0.8362 0.8362 0.8362 0.8358
S1 0.8332 0.8332 0.8346 0.8322
S2 0.8312 0.8312 0.8342
S3 0.8262 0.8282 0.8337
S4 0.8212 0.8232 0.8324
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 0.8343 0.0191 2.3% 0.0056 0.7% 4% False True 998
10 0.8534 0.8315 0.0219 2.6% 0.0054 0.6% 16% False False 915
20 0.8534 0.8315 0.0219 2.6% 0.0050 0.6% 16% False False 636
40 0.8645 0.8315 0.0330 4.0% 0.0043 0.5% 11% False False 956
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8606
2.618 0.8524
1.618 0.8474
1.000 0.8443
0.618 0.8424
HIGH 0.8393
0.618 0.8374
0.500 0.8368
0.382 0.8362
LOW 0.8343
0.618 0.8312
1.000 0.8293
1.618 0.8262
2.618 0.8212
4.250 0.8131
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 0.8368 0.8426
PP 0.8362 0.8401
S1 0.8357 0.8376

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

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