CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 0.8408 0.8408 0.0000 0.0% 0.8389
High 0.8438 0.8463 0.0025 0.3% 0.8475
Low 0.8388 0.8408 0.0020 0.2% 0.8346
Close 0.8407 0.8458 0.0051 0.6% 0.8407
Range 0.0050 0.0055 0.0005 10.0% 0.0129
ATR 0.0043 0.0044 0.0001 2.2% 0.0000
Volume 526 249 -277 -52.7% 2,052
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8608 0.8588 0.8488
R3 0.8553 0.8533 0.8473
R2 0.8498 0.8498 0.8468
R1 0.8478 0.8478 0.8463 0.8488
PP 0.8443 0.8443 0.8443 0.8448
S1 0.8423 0.8423 0.8453 0.8433
S2 0.8388 0.8388 0.8448
S3 0.8333 0.8368 0.8443
S4 0.8278 0.8313 0.8428
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8796 0.8731 0.8478
R3 0.8667 0.8602 0.8442
R2 0.8538 0.8538 0.8431
R1 0.8473 0.8473 0.8419 0.8506
PP 0.8409 0.8409 0.8409 0.8426
S1 0.8344 0.8344 0.8395 0.8377
S2 0.8280 0.8280 0.8383
S3 0.8151 0.8215 0.8372
S4 0.8022 0.8086 0.8336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8475 0.8358 0.0117 1.4% 0.0049 0.6% 85% False False 427
10 0.8475 0.8346 0.0129 1.5% 0.0049 0.6% 87% False False 2,407
20 0.8632 0.8346 0.0286 3.4% 0.0041 0.5% 39% False False 1,330
40 0.8901 0.8346 0.0555 6.6% 0.0035 0.4% 20% False False 823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8697
2.618 0.8607
1.618 0.8552
1.000 0.8518
0.618 0.8497
HIGH 0.8463
0.618 0.8442
0.500 0.8436
0.382 0.8429
LOW 0.8408
0.618 0.8374
1.000 0.8353
1.618 0.8319
2.618 0.8264
4.250 0.8174
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 0.8451 0.8449
PP 0.8443 0.8440
S1 0.8436 0.8432

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

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