CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 0.8395 0.8339 -0.0056 -0.7% 0.8408
High 0.8396 0.8357 -0.0039 -0.5% 0.8482
Low 0.8354 0.8315 -0.0039 -0.5% 0.8354
Close 0.8360 0.8342 -0.0018 -0.2% 0.8360
Range 0.0042 0.0042 0.0000 0.0% 0.0128
ATR 0.0045 0.0045 0.0000 0.0% 0.0000
Volume 1,087 598 -489 -45.0% 2,127
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8464 0.8445 0.8365
R3 0.8422 0.8403 0.8354
R2 0.8380 0.8380 0.8350
R1 0.8361 0.8361 0.8346 0.8371
PP 0.8338 0.8338 0.8338 0.8343
S1 0.8319 0.8319 0.8338 0.8329
S2 0.8296 0.8296 0.8334
S3 0.8254 0.8277 0.8330
S4 0.8212 0.8235 0.8319
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8783 0.8699 0.8430
R3 0.8655 0.8571 0.8395
R2 0.8527 0.8527 0.8383
R1 0.8443 0.8443 0.8372 0.8421
PP 0.8399 0.8399 0.8399 0.8388
S1 0.8315 0.8315 0.8348 0.8293
S2 0.8271 0.8271 0.8337
S3 0.8143 0.8187 0.8325
S4 0.8015 0.8059 0.8290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8482 0.8315 0.0167 2.0% 0.0044 0.5% 16% False True 495
10 0.8482 0.8315 0.0167 2.0% 0.0047 0.6% 16% False True 461
20 0.8482 0.8315 0.0167 2.0% 0.0044 0.5% 16% False True 1,395
40 0.8721 0.8315 0.0406 4.9% 0.0036 0.4% 7% False True 878
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0.0007
Fibonacci Retracements and Extensions
4.250 0.8536
2.618 0.8467
1.618 0.8425
1.000 0.8399
0.618 0.8383
HIGH 0.8357
0.618 0.8341
0.500 0.8336
0.382 0.8331
LOW 0.8315
0.618 0.8289
1.000 0.8273
1.618 0.8247
2.618 0.8205
4.250 0.8137
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 0.8340 0.8368
PP 0.8338 0.8359
S1 0.8336 0.8351

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

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