CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 0.8690 0.8749 0.0059 0.7% 0.8885
High 0.8731 0.8800 0.0069 0.8% 0.8885
Low 0.8656 0.8749 0.0093 1.1% 0.8661
Close 0.8707 0.8786 0.0079 0.9% 0.8670
Range 0.0075 0.0051 -0.0024 -32.0% 0.0224
ATR 0.0044 0.0047 0.0004 8.0% 0.0000
Volume 309 43 -266 -86.1% 79
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8931 0.8910 0.8814
R3 0.8880 0.8859 0.8800
R2 0.8829 0.8829 0.8795
R1 0.8808 0.8808 0.8791 0.8819
PP 0.8778 0.8778 0.8778 0.8784
S1 0.8757 0.8757 0.8781 0.8768
S2 0.8727 0.8727 0.8777
S3 0.8676 0.8706 0.8772
S4 0.8625 0.8655 0.8758
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9411 0.9264 0.8793
R3 0.9187 0.9040 0.8732
R2 0.8963 0.8963 0.8711
R1 0.8816 0.8816 0.8691 0.8778
PP 0.8739 0.8739 0.8739 0.8719
S1 0.8592 0.8592 0.8649 0.8554
S2 0.8515 0.8515 0.8629
S3 0.8291 0.8368 0.8608
S4 0.8067 0.8144 0.8547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8840 0.8656 0.0184 2.1% 0.0050 0.6% 71% False False 85
10 0.8885 0.8579 0.0306 3.5% 0.0034 0.4% 68% False False 48
20 0.8885 0.8465 0.0420 4.8% 0.0022 0.3% 76% False False 405
40 0.8885 0.8437 0.0448 5.1% 0.0014 0.2% 78% False False 203
60 0.8885 0.8437 0.0448 5.1% 0.0009 0.1% 78% False False 135
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9017
2.618 0.8934
1.618 0.8883
1.000 0.8851
0.618 0.8832
HIGH 0.8800
0.618 0.8781
0.500 0.8775
0.382 0.8768
LOW 0.8749
0.618 0.8717
1.000 0.8698
1.618 0.8666
2.618 0.8615
4.250 0.8532
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 0.8782 0.8767
PP 0.8778 0.8747
S1 0.8775 0.8728

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

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