CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary
Previous Current
24-Jan-2007 25-Jan-2007 Change Change % Previous Week
Open 0.8375 0.8438 0.0063 0.8% 0.8481
High 0.8438 0.8475 0.0037 0.4% 0.8481
Low 0.8375 0.8404 0.0029 0.3% 0.8392
Close 0.8427 0.8413 -0.0014 -0.2% 0.8410
Range 0.0063 0.0071 0.0008 12.7% 0.0089
ATR 0.0039 0.0041 0.0002 5.9% 0.0000
Volume 20,287 470 -19,817 -97.7% 1,235
Daily Pivots for day following 25-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8644 0.8599 0.8452
R3 0.8573 0.8528 0.8433
R2 0.8502 0.8502 0.8426
R1 0.8457 0.8457 0.8420 0.8444
PP 0.8431 0.8431 0.8431 0.8424
S1 0.8386 0.8386 0.8406 0.8373
S2 0.8360 0.8360 0.8400
S3 0.8289 0.8315 0.8393
S4 0.8218 0.8244 0.8374
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8695 0.8641 0.8459
R3 0.8606 0.8552 0.8434
R2 0.8517 0.8517 0.8426
R1 0.8463 0.8463 0.8418 0.8446
PP 0.8428 0.8428 0.8428 0.8419
S1 0.8374 0.8374 0.8402 0.8357
S2 0.8339 0.8339 0.8394
S3 0.8250 0.8285 0.8386
S4 0.8161 0.8196 0.8361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8475 0.8373 0.0102 1.2% 0.0042 0.5% 39% True False 4,416
10 0.8527 0.8373 0.0154 1.8% 0.0044 0.5% 26% False False 2,322
20 0.8645 0.8373 0.0272 3.2% 0.0037 0.4% 15% False False 1,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8777
2.618 0.8661
1.618 0.8590
1.000 0.8546
0.618 0.8519
HIGH 0.8475
0.618 0.8448
0.500 0.8440
0.382 0.8431
LOW 0.8404
0.618 0.8360
1.000 0.8333
1.618 0.8289
2.618 0.8218
4.250 0.8102
Fisher Pivots for day following 25-Jan-2007
Pivot 1 day 3 day
R1 0.8440 0.8425
PP 0.8431 0.8421
S1 0.8422 0.8417

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

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