CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 0.8508 0.8476 -0.0032 -0.4% 0.8500
High 0.8508 0.8476 -0.0032 -0.4% 0.8537
Low 0.8508 0.8476 -0.0032 -0.4% 0.8496
Close 0.8476 0.8451 -0.0025 -0.3% 0.8476
Range
ATR 0.0010 0.0010 -0.0001 -7.1% 0.0000
Volume
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8468 0.8459 0.8451
R3 0.8468 0.8459 0.8451
R2 0.8468 0.8468 0.8451
R1 0.8459 0.8459 0.8451 0.8464
PP 0.8468 0.8468 0.8468 0.8470
S1 0.8459 0.8459 0.8451 0.8464
S2 0.8468 0.8468 0.8451
S3 0.8468 0.8459 0.8451
S4 0.8468 0.8459 0.8451
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8626 0.8592 0.8499
R3 0.8585 0.8551 0.8487
R2 0.8544 0.8544 0.8484
R1 0.8510 0.8510 0.8480 0.8507
PP 0.8503 0.8503 0.8503 0.8501
S1 0.8469 0.8469 0.8472 0.8466
S2 0.8462 0.8462 0.8468
S3 0.8421 0.8428 0.8465
S4 0.8380 0.8387 0.8453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8537 0.8476 0.0061 0.7% 0.0008 0.1% -41% False True 2
10 0.8569 0.8476 0.0093 1.1% 0.0007 0.1% -27% False True 2
20 0.8702 0.8476 0.0226 2.7% 0.0004 0.0% -11% False True 1
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 0.8476
2.618 0.8476
1.618 0.8476
1.000 0.8476
0.618 0.8476
HIGH 0.8476
0.618 0.8476
0.500 0.8476
0.382 0.8476
LOW 0.8476
0.618 0.8476
1.000 0.8476
1.618 0.8476
2.618 0.8476
4.250 0.8476
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 0.8476 0.8507
PP 0.8468 0.8488
S1 0.8459 0.8470

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

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