CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 0.8551 0.8551 0.0000 0.0% 0.8476
High 0.8552 0.8552 0.0000 0.0% 0.8552
Low 0.8535 0.8535 0.0000 0.0% 0.8476
Close 0.8533 0.8502 -0.0031 -0.4% 0.8502
Range 0.0017 0.0017 0.0000 0.0% 0.0076
ATR 0.0012 0.0012 0.0001 4.6% 0.0000
Volume 0 5 5 9
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8581 0.8558 0.8511
R3 0.8564 0.8541 0.8507
R2 0.8547 0.8547 0.8505
R1 0.8524 0.8524 0.8504 0.8527
PP 0.8530 0.8530 0.8530 0.8531
S1 0.8507 0.8507 0.8500 0.8510
S2 0.8513 0.8513 0.8499
S3 0.8496 0.8490 0.8497
S4 0.8479 0.8473 0.8493
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8738 0.8696 0.8544
R3 0.8662 0.8620 0.8523
R2 0.8586 0.8586 0.8516
R1 0.8544 0.8544 0.8509 0.8565
PP 0.8510 0.8510 0.8510 0.8521
S1 0.8468 0.8468 0.8495 0.8489
S2 0.8434 0.8434 0.8488
S3 0.8358 0.8392 0.8481
S4 0.8282 0.8316 0.8460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8552 0.8476 0.0076 0.9% 0.0007 0.1% 34% True False 1
10 0.8552 0.8476 0.0076 0.9% 0.0008 0.1% 34% True False 2
20 0.8702 0.8476 0.0226 2.7% 0.0005 0.1% 12% False False 1
40 0.9024 0.8476 0.0548 6.4% 0.0003 0.0% 5% 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 0.8624
2.618 0.8597
1.618 0.8580
1.000 0.8569
0.618 0.8563
HIGH 0.8552
0.618 0.8546
0.500 0.8544
0.382 0.8541
LOW 0.8535
0.618 0.8524
1.000 0.8518
1.618 0.8507
2.618 0.8490
4.250 0.8463
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 0.8544 0.8516
PP 0.8530 0.8511
S1 0.8516 0.8507

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

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