CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 0.8512 0.8579 0.0067 0.8% 0.8613
High 0.8512 0.8622 0.0110 1.3% 0.8613
Low 0.8512 0.8579 0.0067 0.8% 0.8465
Close 0.8509 0.8675 0.0166 2.0% 0.8479
Range 0.0000 0.0043 0.0043 0.0148
ATR 0.0018 0.0025 0.0007 36.8% 0.0000
Volume 6 4 -2 -33.3% 7
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8754 0.8758 0.8699
R3 0.8711 0.8715 0.8687
R2 0.8668 0.8668 0.8683
R1 0.8672 0.8672 0.8679 0.8670
PP 0.8625 0.8625 0.8625 0.8625
S1 0.8629 0.8629 0.8671 0.8627
S2 0.8582 0.8582 0.8667
S3 0.8539 0.8586 0.8663
S4 0.8496 0.8543 0.8651
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 0.8622 0.8465 0.0157 1.8% 0.0021 0.2% 134% True False 3
10 0.8622 0.8465 0.0157 1.8% 0.0011 0.1% 134% True False 762
20 0.8622 0.8437 0.0185 2.1% 0.0007 0.1% 129% True False 382
40 0.8702 0.8437 0.0265 3.1% 0.0005 0.1% 90% False False 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 0.8805
2.618 0.8735
1.618 0.8692
1.000 0.8665
0.618 0.8649
HIGH 0.8622
0.618 0.8606
0.500 0.8601
0.382 0.8595
LOW 0.8579
0.618 0.8552
1.000 0.8536
1.618 0.8509
2.618 0.8466
4.250 0.8396
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 0.8650 0.8632
PP 0.8625 0.8589
S1 0.8601 0.8546

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

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