CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 0.8443 0.8463 0.0020 0.2% 0.8603
High 0.8475 0.8463 -0.0012 -0.1% 0.8632
Low 0.8443 0.8392 -0.0051 -0.6% 0.8458
Close 0.8454 0.8412 -0.0042 -0.5% 0.8476
Range 0.0032 0.0071 0.0039 121.9% 0.0174
ATR 0.0036 0.0038 0.0003 7.1% 0.0000
Volume 281 133 -148 -52.7% 1,178
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8635 0.8595 0.8451
R3 0.8564 0.8524 0.8432
R2 0.8493 0.8493 0.8425
R1 0.8453 0.8453 0.8419 0.8438
PP 0.8422 0.8422 0.8422 0.8415
S1 0.8382 0.8382 0.8405 0.8367
S2 0.8351 0.8351 0.8399
S3 0.8280 0.8311 0.8392
S4 0.8209 0.8240 0.8373
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 0.8527 0.8392 0.0135 1.6% 0.0046 0.5% 15% False True 229
10 0.8645 0.8392 0.0253 3.0% 0.0038 0.4% 8% False True 225
20 0.8686 0.8392 0.0294 3.5% 0.0033 0.4% 7% False True 382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8765
2.618 0.8649
1.618 0.8578
1.000 0.8534
0.618 0.8507
HIGH 0.8463
0.618 0.8436
0.500 0.8428
0.382 0.8419
LOW 0.8392
0.618 0.8348
1.000 0.8321
1.618 0.8277
2.618 0.8206
4.250 0.8090
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 0.8428 0.8437
PP 0.8422 0.8428
S1 0.8417 0.8420

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

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