CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 0.8654 0.8670 0.0016 0.2% 0.8691
High 0.8654 0.8670 0.0016 0.2% 0.8691
Low 0.8654 0.8670 0.0016 0.2% 0.8654
Close 0.8670 0.8702 0.0032 0.4% 0.8702
Range
ATR 0.0002 0.0002 0.0000 -7.1% 0.0000
Volume
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8681 0.8691 0.8702
R3 0.8681 0.8691 0.8702
R2 0.8681 0.8681 0.8702
R1 0.8691 0.8691 0.8702 0.8686
PP 0.8681 0.8681 0.8681 0.8678
S1 0.8691 0.8691 0.8702 0.8686
S2 0.8681 0.8681 0.8702
S3 0.8681 0.8691 0.8702
S4 0.8681 0.8691 0.8702
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8793 0.8785 0.8722
R3 0.8756 0.8748 0.8712
R2 0.8719 0.8719 0.8709
R1 0.8711 0.8711 0.8705 0.8715
PP 0.8682 0.8682 0.8682 0.8685
S1 0.8674 0.8674 0.8699 0.8678
S2 0.8645 0.8645 0.8695
S3 0.8608 0.8637 0.8692
S4 0.8571 0.8600 0.8682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8691 0.8654 0.0037 0.4% 0.0000 0.0% 130% False False
10 0.8744 0.8654 0.0090 1.0% 0.0000 0.0% 53% False False
20 0.8989 0.8654 0.0335 3.8% 0.0000 0.0% 14% False False
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8670
2.618 0.8670
1.618 0.8670
1.000 0.8670
0.618 0.8670
HIGH 0.8670
0.618 0.8670
0.500 0.8670
0.382 0.8670
LOW 0.8670
0.618 0.8670
1.000 0.8670
1.618 0.8670
2.618 0.8670
4.250 0.8670
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 0.8691 0.8692
PP 0.8681 0.8682
S1 0.8670 0.8673

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

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