CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 0.8600 0.8579 -0.0021 -0.2% 0.8561
High 0.8600 0.8610 0.0010 0.1% 0.8665
Low 0.8567 0.8573 0.0006 0.1% 0.8510
Close 0.8583 0.8590 0.0007 0.1% 0.8583
Range 0.0033 0.0037 0.0004 12.1% 0.0155
ATR 0.0053 0.0052 -0.0001 -2.2% 0.0000
Volume 131 213 82 62.6% 1,306
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8702 0.8683 0.8610
R3 0.8665 0.8646 0.8600
R2 0.8628 0.8628 0.8597
R1 0.8609 0.8609 0.8593 0.8619
PP 0.8591 0.8591 0.8591 0.8596
S1 0.8572 0.8572 0.8587 0.8582
S2 0.8554 0.8554 0.8583
S3 0.8517 0.8535 0.8580
S4 0.8480 0.8498 0.8570
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.9051 0.8972 0.8668
R3 0.8896 0.8817 0.8626
R2 0.8741 0.8741 0.8611
R1 0.8662 0.8662 0.8597 0.8702
PP 0.8586 0.8586 0.8586 0.8606
S1 0.8507 0.8507 0.8569 0.8547
S2 0.8431 0.8431 0.8555
S3 0.8276 0.8352 0.8540
S4 0.8121 0.8197 0.8498
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8665 0.8518 0.0147 1.7% 0.0047 0.6% 49% False False 222
10 0.8665 0.8510 0.0155 1.8% 0.0049 0.6% 52% False False 216
20 0.8779 0.8510 0.0269 3.1% 0.0052 0.6% 30% False False 215
40 0.8885 0.8510 0.0375 4.4% 0.0046 0.5% 21% False False 133
60 0.8885 0.8437 0.0448 5.2% 0.0032 0.4% 34% False False 216
80 0.8885 0.8437 0.0448 5.2% 0.0025 0.3% 34% False False 162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8767
2.618 0.8707
1.618 0.8670
1.000 0.8647
0.618 0.8633
HIGH 0.8610
0.618 0.8596
0.500 0.8592
0.382 0.8587
LOW 0.8573
0.618 0.8550
1.000 0.8536
1.618 0.8513
2.618 0.8476
4.250 0.8416
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 0.8592 0.8616
PP 0.8591 0.8607
S1 0.8591 0.8599

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

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