CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 0.8527 0.8458 -0.0069 -0.8% 0.8603
High 0.8527 0.8485 -0.0042 -0.5% 0.8632
Low 0.8459 0.8458 -0.0001 0.0% 0.8458
Close 0.8475 0.8476 0.0001 0.0% 0.8476
Range 0.0068 0.0027 -0.0041 -60.3% 0.0174
ATR 0.0037 0.0036 -0.0001 -1.9% 0.0000
Volume 24 546 522 2,175.0% 1,178
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8554 0.8542 0.8491
R3 0.8527 0.8515 0.8483
R2 0.8500 0.8500 0.8481
R1 0.8488 0.8488 0.8478 0.8494
PP 0.8473 0.8473 0.8473 0.8476
S1 0.8461 0.8461 0.8474 0.8467
S2 0.8446 0.8446 0.8471
S3 0.8419 0.8434 0.8469
S4 0.8392 0.8407 0.8461
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.9044 0.8934 0.8572
R3 0.8870 0.8760 0.8524
R2 0.8696 0.8696 0.8508
R1 0.8586 0.8586 0.8492 0.8554
PP 0.8522 0.8522 0.8522 0.8506
S1 0.8412 0.8412 0.8460 0.8380
S2 0.8348 0.8348 0.8444
S3 0.8174 0.8238 0.8428
S4 0.8000 0.8064 0.8380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8632 0.8458 0.0174 2.1% 0.0032 0.4% 10% False True 235
10 0.8645 0.8458 0.0187 2.2% 0.0033 0.4% 10% False True 176
20 0.8721 0.8458 0.0263 3.1% 0.0028 0.3% 7% False True 361
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8600
2.618 0.8556
1.618 0.8529
1.000 0.8512
0.618 0.8502
HIGH 0.8485
0.618 0.8475
0.500 0.8472
0.382 0.8468
LOW 0.8458
0.618 0.8441
1.000 0.8431
1.618 0.8414
2.618 0.8387
4.250 0.8343
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 0.8475 0.8495
PP 0.8473 0.8488
S1 0.8472 0.8482

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

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