CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 0.8568 0.8569 0.0001 0.0% 0.8702
High 0.8568 0.8569 0.0001 0.0% 0.8702
Low 0.8568 0.8569 0.0001 0.0% 0.8568
Close 0.8569 0.8552 -0.0017 -0.2% 0.8569
Range
ATR 0.0001 0.0001 0.0000 -7.1% 0.0000
Volume
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8563 0.8558 0.8552
R3 0.8563 0.8558 0.8552
R2 0.8563 0.8563 0.8552
R1 0.8558 0.8558 0.8552 0.8561
PP 0.8563 0.8563 0.8563 0.8565
S1 0.8558 0.8558 0.8552 0.8561
S2 0.8563 0.8563 0.8552
S3 0.8563 0.8558 0.8552
S4 0.8563 0.8558 0.8552
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.9015 0.8926 0.8643
R3 0.8881 0.8792 0.8606
R2 0.8747 0.8747 0.8594
R1 0.8658 0.8658 0.8581 0.8636
PP 0.8613 0.8613 0.8613 0.8602
S1 0.8524 0.8524 0.8557 0.8502
S2 0.8479 0.8479 0.8544
S3 0.8345 0.8390 0.8532
S4 0.8211 0.8256 0.8495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8692 0.8568 0.0124 1.4% 0.0000 0.0% -13% False False
10 0.8702 0.8568 0.0134 1.6% 0.0000 0.0% -12% False False
20 0.8784 0.8568 0.0216 2.5% 0.0000 0.0% -7% 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 0.8569
2.618 0.8569
1.618 0.8569
1.000 0.8569
0.618 0.8569
HIGH 0.8569
0.618 0.8569
0.500 0.8569
0.382 0.8569
LOW 0.8569
0.618 0.8569
1.000 0.8569
1.618 0.8569
2.618 0.8569
4.250 0.8569
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 0.8569 0.8598
PP 0.8563 0.8583
S1 0.8558 0.8567

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

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