CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 19-Dec-2006
Day Change Summary
Previous Current
18-Dec-2006 19-Dec-2006 Change Change % Previous Week
Open 0.8667 0.8676 0.0009 0.1% 0.8758
High 0.8668 0.8686 0.0018 0.2% 0.8766
Low 0.8660 0.8664 0.0004 0.0% 0.8660
Close 0.8666 0.8673 0.0007 0.1% 0.8670
Range 0.0008 0.0022 0.0014 175.0% 0.0106
ATR
Volume 41 295 254 619.5% 311
Daily Pivots for day following 19-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.8740 0.8729 0.8685
R3 0.8718 0.8707 0.8679
R2 0.8696 0.8696 0.8677
R1 0.8685 0.8685 0.8675 0.8680
PP 0.8674 0.8674 0.8674 0.8672
S1 0.8663 0.8663 0.8671 0.8658
S2 0.8652 0.8652 0.8669
S3 0.8630 0.8641 0.8667
S4 0.8608 0.8619 0.8661
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 0.8763 0.8660 0.0103 1.2% 0.0022 0.3% 13% False False 112
10 0.8914 0.8660 0.0254 2.9% 0.0023 0.3% 5% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8780
2.618 0.8744
1.618 0.8722
1.000 0.8708
0.618 0.8700
HIGH 0.8686
0.618 0.8678
0.500 0.8675
0.382 0.8672
LOW 0.8664
0.618 0.8650
1.000 0.8642
1.618 0.8628
2.618 0.8606
4.250 0.8571
Fisher Pivots for day following 19-Dec-2006
Pivot 1 day 3 day
R1 0.8675 0.8673
PP 0.8674 0.8673
S1 0.8674 0.8673

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

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