CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 0.8552 0.8489 -0.0063 -0.7% 0.8702
High 0.8552 0.8508 -0.0044 -0.5% 0.8702
Low 0.8552 0.8489 -0.0063 -0.7% 0.8568
Close 0.8547 0.8505 -0.0042 -0.5% 0.8569
Range 0.0000 0.0019 0.0019 0.0134
ATR 0.0001 0.0005 0.0004 338.3% 0.0000
Volume
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8558 0.8550 0.8515
R3 0.8539 0.8531 0.8510
R2 0.8520 0.8520 0.8508
R1 0.8512 0.8512 0.8507 0.8516
PP 0.8501 0.8501 0.8501 0.8503
S1 0.8493 0.8493 0.8503 0.8497
S2 0.8482 0.8482 0.8502
S3 0.8463 0.8474 0.8500
S4 0.8444 0.8455 0.8495
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 0.8628 0.8489 0.0139 1.6% 0.0004 0.0% 12% False True
10 0.8702 0.8489 0.0213 2.5% 0.0002 0.0% 8% False True
20 0.8766 0.8489 0.0277 3.3% 0.0001 0.0% 6% False True
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 0.0000
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8589
2.618 0.8558
1.618 0.8539
1.000 0.8527
0.618 0.8520
HIGH 0.8508
0.618 0.8501
0.500 0.8499
0.382 0.8496
LOW 0.8489
0.618 0.8477
1.000 0.8470
1.618 0.8458
2.618 0.8439
4.250 0.8408
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 0.8503 0.8529
PP 0.8501 0.8521
S1 0.8499 0.8513

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

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