CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 0.8498 0.8450 -0.0048 -0.6% 0.8339
High 0.8509 0.8478 -0.0031 -0.4% 0.8534
Low 0.8439 0.8379 -0.0060 -0.7% 0.8315
Close 0.8464 0.8398 -0.0066 -0.8% 0.8518
Range 0.0070 0.0099 0.0029 41.4% 0.0219
ATR 0.0049 0.0053 0.0004 7.2% 0.0000
Volume 1,600 801 -799 -49.9% 3,993
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8715 0.8656 0.8452
R3 0.8616 0.8557 0.8425
R2 0.8517 0.8517 0.8416
R1 0.8458 0.8458 0.8407 0.8438
PP 0.8418 0.8418 0.8418 0.8409
S1 0.8359 0.8359 0.8389 0.8339
S2 0.8319 0.8319 0.8380
S3 0.8220 0.8260 0.8371
S4 0.8121 0.8161 0.8344
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.9113 0.9034 0.8638
R3 0.8894 0.8815 0.8578
R2 0.8675 0.8675 0.8558
R1 0.8596 0.8596 0.8538 0.8636
PP 0.8456 0.8456 0.8456 0.8475
S1 0.8377 0.8377 0.8498 0.8417
S2 0.8237 0.8237 0.8478
S3 0.8018 0.8158 0.8458
S4 0.7799 0.7939 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8534 0.8379 0.0155 1.8% 0.0064 0.8% 12% False True 1,203
10 0.8534 0.8315 0.0219 2.6% 0.0053 0.6% 38% False False 877
20 0.8534 0.8315 0.0219 2.6% 0.0051 0.6% 38% False False 621
40 0.8645 0.8315 0.0330 3.9% 0.0042 0.5% 25% False False 940
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 0.0007
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 0.8899
2.618 0.8737
1.618 0.8638
1.000 0.8577
0.618 0.8539
HIGH 0.8478
0.618 0.8440
0.500 0.8429
0.382 0.8417
LOW 0.8379
0.618 0.8318
1.000 0.8280
1.618 0.8219
2.618 0.8120
4.250 0.7958
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 0.8429 0.8444
PP 0.8418 0.8429
S1 0.8408 0.8413

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

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