CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 0.8393 0.8351 -0.0042 -0.5% 0.8498
High 0.8393 0.8390 -0.0003 0.0% 0.8509
Low 0.8343 0.8347 0.0004 0.0% 0.8343
Close 0.8351 0.8384 0.0033 0.4% 0.8384
Range 0.0050 0.0043 -0.0007 -14.0% 0.0166
ATR 0.0053 0.0052 -0.0001 -1.3% 0.0000
Volume 753 641 -112 -14.9% 4,713
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8503 0.8486 0.8408
R3 0.8460 0.8443 0.8396
R2 0.8417 0.8417 0.8392
R1 0.8400 0.8400 0.8388 0.8409
PP 0.8374 0.8374 0.8374 0.8378
S1 0.8357 0.8357 0.8380 0.8366
S2 0.8331 0.8331 0.8376
S3 0.8288 0.8314 0.8372
S4 0.8245 0.8271 0.8360
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8910 0.8813 0.8475
R3 0.8744 0.8647 0.8430
R2 0.8578 0.8578 0.8414
R1 0.8481 0.8481 0.8399 0.8447
PP 0.8412 0.8412 0.8412 0.8395
S1 0.8315 0.8315 0.8369 0.8281
S2 0.8246 0.8246 0.8354
S3 0.8080 0.8149 0.8338
S4 0.7914 0.7983 0.8293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8509 0.8343 0.0166 2.0% 0.0057 0.7% 25% False False 942
10 0.8534 0.8315 0.0219 2.6% 0.0054 0.6% 32% False False 870
20 0.8534 0.8315 0.0219 2.6% 0.0050 0.6% 32% False False 644
40 0.8645 0.8315 0.0330 3.9% 0.0043 0.5% 21% False False 972
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8573
2.618 0.8503
1.618 0.8460
1.000 0.8433
0.618 0.8417
HIGH 0.8390
0.618 0.8374
0.500 0.8369
0.382 0.8363
LOW 0.8347
0.618 0.8320
1.000 0.8304
1.618 0.8277
2.618 0.8234
4.250 0.8164
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 0.8379 0.8411
PP 0.8374 0.8402
S1 0.8369 0.8393

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

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