CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 0.8680 0.8667 -0.0013 -0.1% 0.8758
High 0.8680 0.8668 -0.0012 -0.1% 0.8766
Low 0.8660 0.8660 0.0000 0.0% 0.8660
Close 0.8670 0.8666 -0.0004 0.0% 0.8670
Range 0.0020 0.0008 -0.0012 -60.0% 0.0106
ATR
Volume 51 41 -10 -19.6% 311
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.8689 0.8685 0.8670
R3 0.8681 0.8677 0.8668
R2 0.8673 0.8673 0.8667
R1 0.8669 0.8669 0.8667 0.8667
PP 0.8665 0.8665 0.8665 0.8664
S1 0.8661 0.8661 0.8665 0.8659
S2 0.8657 0.8657 0.8665
S3 0.8649 0.8653 0.8664
S4 0.8641 0.8645 0.8662
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% 0.0022 0.3% 6% False True 53
10 0.8918 0.8660 0.0258 3.0% 0.0022 0.3% 2% False True 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8702
2.618 0.8689
1.618 0.8681
1.000 0.8676
0.618 0.8673
HIGH 0.8668
0.618 0.8665
0.500 0.8664
0.382 0.8663
LOW 0.8660
0.618 0.8655
1.000 0.8652
1.618 0.8647
2.618 0.8639
4.250 0.8626
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 0.8665 0.8691
PP 0.8665 0.8682
S1 0.8664 0.8674

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

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