CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 30-Apr-2007
Day Change Summary
Previous Current
27-Apr-2007 30-Apr-2007 Change Change % Previous Week
Open 0.8413 0.8426 0.0013 0.2% 0.8490
High 0.8467 0.8443 -0.0024 -0.3% 0.8520
Low 0.8402 0.8403 0.0001 0.0% 0.8402
Close 0.8411 0.8417 0.0006 0.1% 0.8411
Range 0.0065 0.0040 -0.0025 -38.5% 0.0118
ATR 0.0065 0.0064 -0.0002 -2.8% 0.0000
Volume 93,751 53,183 -40,568 -43.3% 443,040
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8541 0.8519 0.8439
R3 0.8501 0.8479 0.8428
R2 0.8461 0.8461 0.8424
R1 0.8439 0.8439 0.8421 0.8430
PP 0.8421 0.8421 0.8421 0.8417
S1 0.8399 0.8399 0.8413 0.8390
S2 0.8381 0.8381 0.8410
S3 0.8341 0.8359 0.8406
S4 0.8301 0.8319 0.8395
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8798 0.8723 0.8476
R3 0.8680 0.8605 0.8443
R2 0.8562 0.8562 0.8433
R1 0.8487 0.8487 0.8422 0.8466
PP 0.8444 0.8444 0.8444 0.8434
S1 0.8369 0.8369 0.8400 0.8348
S2 0.8326 0.8326 0.8389
S3 0.8208 0.8251 0.8379
S4 0.8090 0.8133 0.8346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8518 0.8402 0.0116 1.4% 0.0056 0.7% 13% False False 81,655
10 0.8567 0.8402 0.0165 2.0% 0.0060 0.7% 9% False False 87,573
20 0.8567 0.8402 0.0165 2.0% 0.0055 0.7% 9% False False 81,922
40 0.8795 0.8402 0.0393 4.7% 0.0070 0.8% 4% False False 86,329
60 0.8799 0.8315 0.0484 5.8% 0.0070 0.8% 21% False False 58,016
80 0.8799 0.8315 0.0484 5.8% 0.0063 0.7% 21% False False 43,844
100 0.8901 0.8315 0.0586 7.0% 0.0056 0.7% 17% False False 35,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8613
2.618 0.8548
1.618 0.8508
1.000 0.8483
0.618 0.8468
HIGH 0.8443
0.618 0.8428
0.500 0.8423
0.382 0.8418
LOW 0.8403
0.618 0.8378
1.000 0.8363
1.618 0.8338
2.618 0.8298
4.250 0.8233
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 0.8423 0.8447
PP 0.8421 0.8437
S1 0.8419 0.8427

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

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