CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 0.8521 0.8606 0.0085 1.0% 0.8455
High 0.8524 0.8606 0.0082 1.0% 0.8606
Low 0.8521 0.8606 0.0085 1.0% 0.8437
Close 0.8606 0.8613 0.0007 0.1% 0.8613
Range 0.0003 0.0000 -0.0003 -100.0% 0.0169
ATR 0.0011 0.0010 -0.0001 -7.1% 0.0000
Volume 7,612 0 -7,612 -100.0% 7,612
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8608 0.8611 0.8613
R3 0.8608 0.8611 0.8613
R2 0.8608 0.8608 0.8613
R1 0.8611 0.8611 0.8613 0.8610
PP 0.8608 0.8608 0.8608 0.8608
S1 0.8611 0.8611 0.8613 0.8610
S2 0.8608 0.8608 0.8613
S3 0.8608 0.8611 0.8613
S4 0.8608 0.8611 0.8613
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.9059 0.9005 0.8706
R3 0.8890 0.8836 0.8659
R2 0.8721 0.8721 0.8644
R1 0.8667 0.8667 0.8628 0.8694
PP 0.8552 0.8552 0.8552 0.8566
S1 0.8498 0.8498 0.8598 0.8525
S2 0.8383 0.8383 0.8582
S3 0.8214 0.8329 0.8567
S4 0.8045 0.8160 0.8520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8606 0.8437 0.0169 2.0% 0.0001 0.0% 104% True False 1,522
10 0.8606 0.8437 0.0169 2.0% 0.0001 0.0% 104% True False 761
20 0.8606 0.8437 0.0169 2.0% 0.0004 0.1% 104% True False 382
40 0.8766 0.8437 0.0329 3.8% 0.0003 0.0% 53% False False 191
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8606
2.618 0.8606
1.618 0.8606
1.000 0.8606
0.618 0.8606
HIGH 0.8606
0.618 0.8606
0.500 0.8606
0.382 0.8606
LOW 0.8606
0.618 0.8606
1.000 0.8606
1.618 0.8606
2.618 0.8606
4.250 0.8606
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 0.8611 0.8597
PP 0.8608 0.8580
S1 0.8606 0.8564

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

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