CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 0.8351 0.8385 0.0034 0.4% 0.8498
High 0.8390 0.8429 0.0039 0.5% 0.8509
Low 0.8347 0.8382 0.0035 0.4% 0.8343
Close 0.8384 0.8414 0.0030 0.4% 0.8384
Range 0.0043 0.0047 0.0004 9.3% 0.0166
ATR 0.0052 0.0052 0.0000 -0.7% 0.0000
Volume 641 661 20 3.1% 4,713
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8549 0.8529 0.8440
R3 0.8502 0.8482 0.8427
R2 0.8455 0.8455 0.8423
R1 0.8435 0.8435 0.8418 0.8445
PP 0.8408 0.8408 0.8408 0.8414
S1 0.8388 0.8388 0.8410 0.8398
S2 0.8361 0.8361 0.8405
S3 0.8314 0.8341 0.8401
S4 0.8267 0.8294 0.8388
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% 0.0062 0.7% 43% False False 891
10 0.8534 0.8343 0.0191 2.3% 0.0054 0.6% 37% False False 876
20 0.8534 0.8315 0.0219 2.6% 0.0051 0.6% 45% False False 669
40 0.8645 0.8315 0.0330 3.9% 0.0044 0.5% 30% False False 961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8629
2.618 0.8552
1.618 0.8505
1.000 0.8476
0.618 0.8458
HIGH 0.8429
0.618 0.8411
0.500 0.8406
0.382 0.8400
LOW 0.8382
0.618 0.8353
1.000 0.8335
1.618 0.8306
2.618 0.8259
4.250 0.8182
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 0.8411 0.8405
PP 0.8408 0.8395
S1 0.8406 0.8386

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

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