CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary
Previous Current
14-Dec-2006 15-Dec-2006 Change Change % Previous Week
Open 0.8721 0.8680 -0.0041 -0.5% 0.8758
High 0.8721 0.8680 -0.0041 -0.5% 0.8766
Low 0.8709 0.8660 -0.0049 -0.6% 0.8660
Close 0.8692 0.8670 -0.0022 -0.3% 0.8670
Range 0.0012 0.0020 0.0008 66.7% 0.0106
ATR
Volume 62 51 -11 -17.7% 311
Daily Pivots for day following 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.8730 0.8720 0.8681
R3 0.8710 0.8700 0.8676
R2 0.8690 0.8690 0.8674
R1 0.8680 0.8680 0.8672 0.8675
PP 0.8670 0.8670 0.8670 0.8668
S1 0.8660 0.8660 0.8668 0.8655
S2 0.8650 0.8650 0.8666
S3 0.8630 0.8640 0.8665
S4 0.8610 0.8620 0.8659
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.9017 0.8949 0.8728
R3 0.8911 0.8843 0.8699
R2 0.8805 0.8805 0.8689
R1 0.8737 0.8737 0.8680 0.8718
PP 0.8699 0.8699 0.8699 0.8689
S1 0.8631 0.8631 0.8660 0.8612
S2 0.8593 0.8593 0.8651
S3 0.8487 0.8525 0.8641
S4 0.8381 0.8419 0.8612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8766 0.8660 0.0106 1.2% 0.0021 0.2% 9% False True 62
10 0.8918 0.8660 0.0258 3.0% 0.0025 0.3% 4% False True 49
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8765
2.618 0.8732
1.618 0.8712
1.000 0.8700
0.618 0.8692
HIGH 0.8680
0.618 0.8672
0.500 0.8670
0.382 0.8668
LOW 0.8660
0.618 0.8648
1.000 0.8640
1.618 0.8628
2.618 0.8608
4.250 0.8575
Fisher Pivots for day following 15-Dec-2006
Pivot 1 day 3 day
R1 0.8670 0.8712
PP 0.8670 0.8698
S1 0.8670 0.8684

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

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