CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 0.8489 0.8500 0.0011 0.1% 0.8569
High 0.8508 0.8504 -0.0004 0.0% 0.8569
Low 0.8489 0.8500 0.0011 0.1% 0.8489
Close 0.8505 0.8503 -0.0002 0.0% 0.8503
Range 0.0019 0.0004 -0.0015 -78.9% 0.0080
ATR 0.0005 0.0005 0.0000 -0.3% 0.0000
Volume 0 4 4 4
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8514 0.8513 0.8505
R3 0.8510 0.8509 0.8504
R2 0.8506 0.8506 0.8504
R1 0.8505 0.8505 0.8503 0.8506
PP 0.8502 0.8502 0.8502 0.8503
S1 0.8501 0.8501 0.8503 0.8502
S2 0.8498 0.8498 0.8502
S3 0.8494 0.8497 0.8502
S4 0.8490 0.8493 0.8501
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8760 0.8712 0.8547
R3 0.8680 0.8632 0.8525
R2 0.8600 0.8600 0.8518
R1 0.8552 0.8552 0.8510 0.8536
PP 0.8520 0.8520 0.8520 0.8513
S1 0.8472 0.8472 0.8496 0.8456
S2 0.8440 0.8440 0.8488
S3 0.8360 0.8392 0.8481
S4 0.8280 0.8312 0.8459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8569 0.8489 0.0080 0.9% 0.0005 0.1% 18% False False
10 0.8702 0.8489 0.0213 2.5% 0.0002 0.0% 7% False False
20 0.8766 0.8489 0.0277 3.3% 0.0001 0.0% 5% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8521
2.618 0.8514
1.618 0.8510
1.000 0.8508
0.618 0.8506
HIGH 0.8504
0.618 0.8502
0.500 0.8502
0.382 0.8502
LOW 0.8500
0.618 0.8498
1.000 0.8496
1.618 0.8494
2.618 0.8490
4.250 0.8483
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 0.8503 0.8521
PP 0.8502 0.8515
S1 0.8502 0.8509

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

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