CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 0.8385 0.8403 0.0018 0.2% 0.8498
High 0.8429 0.8633 0.0204 2.4% 0.8509
Low 0.8382 0.8400 0.0018 0.2% 0.8343
Close 0.8414 0.8580 0.0166 2.0% 0.8384
Range 0.0047 0.0233 0.0186 395.7% 0.0166
ATR 0.0052 0.0065 0.0013 25.0% 0.0000
Volume 661 1,075 414 62.6% 4,713
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.9237 0.9141 0.8708
R3 0.9004 0.8908 0.8644
R2 0.8771 0.8771 0.8623
R1 0.8675 0.8675 0.8601 0.8723
PP 0.8538 0.8538 0.8538 0.8562
S1 0.8442 0.8442 0.8559 0.8490
S2 0.8305 0.8305 0.8537
S3 0.8072 0.8209 0.8516
S4 0.7839 0.7976 0.8452
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 0.8633 0.8343 0.0290 3.4% 0.0094 1.1% 82% True False 786
10 0.8633 0.8343 0.0290 3.4% 0.0074 0.9% 82% True False 952
20 0.8633 0.8315 0.0318 3.7% 0.0061 0.7% 83% True False 709
40 0.8645 0.8315 0.0330 3.8% 0.0049 0.6% 80% False False 987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 0.9623
2.618 0.9243
1.618 0.9010
1.000 0.8866
0.618 0.8777
HIGH 0.8633
0.618 0.8544
0.500 0.8517
0.382 0.8489
LOW 0.8400
0.618 0.8256
1.000 0.8167
1.618 0.8023
2.618 0.7790
4.250 0.7410
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 0.8559 0.8550
PP 0.8538 0.8520
S1 0.8517 0.8490

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

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