CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 0.8356 0.8378 0.0022 0.3% 0.8408
High 0.8395 0.8423 0.0028 0.3% 0.8482
Low 0.8356 0.8378 0.0022 0.3% 0.8354
Close 0.8388 0.8416 0.0028 0.3% 0.8360
Range 0.0039 0.0045 0.0006 15.4% 0.0128
ATR 0.0046 0.0046 0.0000 -0.1% 0.0000
Volume 320 379 59 18.4% 2,127
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8541 0.8523 0.8441
R3 0.8496 0.8478 0.8428
R2 0.8451 0.8451 0.8424
R1 0.8433 0.8433 0.8420 0.8442
PP 0.8406 0.8406 0.8406 0.8410
S1 0.8388 0.8388 0.8412 0.8397
S2 0.8361 0.8361 0.8408
S3 0.8316 0.8343 0.8404
S4 0.8271 0.8298 0.8391
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 0.8423 0.8315 0.0108 1.3% 0.0043 0.5% 94% True False 551
10 0.8482 0.8315 0.0167 2.0% 0.0046 0.5% 60% False False 467
20 0.8482 0.8315 0.0167 2.0% 0.0045 0.5% 60% False False 1,408
40 0.8686 0.8315 0.0371 4.4% 0.0038 0.4% 27% False False 893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8614
2.618 0.8541
1.618 0.8496
1.000 0.8468
0.618 0.8451
HIGH 0.8423
0.618 0.8406
0.500 0.8401
0.382 0.8395
LOW 0.8378
0.618 0.8350
1.000 0.8333
1.618 0.8305
2.618 0.8260
4.250 0.8187
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 0.8411 0.8400
PP 0.8406 0.8385
S1 0.8401 0.8369

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

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