CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 0.8546 0.8587 0.0041 0.5% 0.8554
High 0.8583 0.8626 0.0043 0.5% 0.8626
Low 0.8539 0.8534 -0.0005 -0.1% 0.8534
Close 0.8568 0.8563 -0.0005 -0.1% 0.8563
Range 0.0044 0.0092 0.0048 109.1% 0.0092
ATR 0.0049 0.0052 0.0003 6.4% 0.0000
Volume 401 100 -301 -75.1% 710
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8850 0.8799 0.8614
R3 0.8758 0.8707 0.8588
R2 0.8666 0.8666 0.8580
R1 0.8615 0.8615 0.8571 0.8595
PP 0.8574 0.8574 0.8574 0.8564
S1 0.8523 0.8523 0.8555 0.8503
S2 0.8482 0.8482 0.8546
S3 0.8390 0.8431 0.8538
S4 0.8298 0.8339 0.8512
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8850 0.8799 0.8614
R3 0.8758 0.8707 0.8588
R2 0.8666 0.8666 0.8580
R1 0.8615 0.8615 0.8571 0.8641
PP 0.8574 0.8574 0.8574 0.8587
S1 0.8523 0.8523 0.8555 0.8549
S2 0.8482 0.8482 0.8546
S3 0.8390 0.8431 0.8538
S4 0.8298 0.8339 0.8512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8626 0.8534 0.0092 1.1% 0.0042 0.5% 32% True True 142
10 0.8687 0.8534 0.0153 1.8% 0.0043 0.5% 19% False True 242
20 0.8779 0.8534 0.0245 2.9% 0.0050 0.6% 12% False True 163
40 0.8885 0.8465 0.0420 4.9% 0.0040 0.5% 23% False False 95
60 0.8885 0.8437 0.0448 5.2% 0.0028 0.3% 28% False False 191
80 0.8885 0.8437 0.0448 5.2% 0.0021 0.2% 28% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9017
2.618 0.8867
1.618 0.8775
1.000 0.8718
0.618 0.8683
HIGH 0.8626
0.618 0.8591
0.500 0.8580
0.382 0.8569
LOW 0.8534
0.618 0.8477
1.000 0.8442
1.618 0.8385
2.618 0.8293
4.250 0.8143
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 0.8580 0.8580
PP 0.8574 0.8574
S1 0.8569 0.8569

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

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