CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 0.8647 0.8628 -0.0019 -0.2% 0.8691
High 0.8647 0.8628 -0.0019 -0.2% 0.8691
Low 0.8647 0.8628 -0.0019 -0.2% 0.8654
Close 0.8628 0.8568 -0.0060 -0.7% 0.8702
Range
ATR 0.0002 0.0001 0.0000 -7.1% 0.0000
Volume
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8608 0.8588 0.8568
R3 0.8608 0.8588 0.8568
R2 0.8608 0.8608 0.8568
R1 0.8588 0.8588 0.8568 0.8598
PP 0.8608 0.8608 0.8608 0.8613
S1 0.8588 0.8588 0.8568 0.8598
S2 0.8608 0.8608 0.8568
S3 0.8608 0.8588 0.8568
S4 0.8608 0.8588 0.8568
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 0.8702 0.8628 0.0074 0.9% 0.0000 0.0% -81% False True
10 0.8708 0.8628 0.0080 0.9% 0.0000 0.0% -75% False True
20 0.8858 0.8628 0.0230 2.7% 0.0000 0.0% -26% False True
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 0.8628
2.618 0.8628
1.618 0.8628
1.000 0.8628
0.618 0.8628
HIGH 0.8628
0.618 0.8628
0.500 0.8628
0.382 0.8628
LOW 0.8628
0.618 0.8628
1.000 0.8628
1.618 0.8628
2.618 0.8628
4.250 0.8628
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 0.8628 0.8660
PP 0.8608 0.8629
S1 0.8588 0.8599

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

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