CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 0.8469 0.8512 0.0043 0.5% 0.8613
High 0.8498 0.8512 0.0014 0.2% 0.8613
Low 0.8469 0.8512 0.0043 0.5% 0.8465
Close 0.8479 0.8509 0.0030 0.4% 0.8479
Range 0.0029 0.0000 -0.0029 -100.0% 0.0148
ATR 0.0017 0.0018 0.0001 6.5% 0.0000
Volume 2 6 4 200.0% 7
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8511 0.8510 0.8509
R3 0.8511 0.8510 0.8509
R2 0.8511 0.8511 0.8509
R1 0.8510 0.8510 0.8509 0.8511
PP 0.8511 0.8511 0.8511 0.8511
S1 0.8510 0.8510 0.8509 0.8511
S2 0.8511 0.8511 0.8509
S3 0.8511 0.8510 0.8509
S4 0.8511 0.8510 0.8509
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8963 0.8869 0.8560
R3 0.8815 0.8721 0.8520
R2 0.8667 0.8667 0.8506
R1 0.8573 0.8573 0.8493 0.8546
PP 0.8519 0.8519 0.8519 0.8506
S1 0.8425 0.8425 0.8465 0.8398
S2 0.8371 0.8371 0.8452
S3 0.8223 0.8277 0.8438
S4 0.8075 0.8129 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8613 0.8465 0.0148 1.7% 0.0013 0.1% 30% False False 2
10 0.8613 0.8437 0.0176 2.1% 0.0007 0.1% 41% False False 762
20 0.8613 0.8437 0.0176 2.1% 0.0005 0.1% 41% False False 381
40 0.8702 0.8437 0.0265 3.1% 0.0004 0.1% 27% False False 191
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8512
2.618 0.8512
1.618 0.8512
1.000 0.8512
0.618 0.8512
HIGH 0.8512
0.618 0.8512
0.500 0.8512
0.382 0.8512
LOW 0.8512
0.618 0.8512
1.000 0.8512
1.618 0.8512
2.618 0.8512
4.250 0.8512
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 0.8512 0.8502
PP 0.8511 0.8495
S1 0.8510 0.8489

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

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