CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 19-Dec-2006
Day Change Summary
Previous Current
18-Dec-2006 19-Dec-2006 Change Change % Previous Week
Open 0.8763 0.8759 -0.0004 0.0% 0.8892
High 0.8763 0.8759 -0.0004 0.0% 0.8892
Low 0.8763 0.8759 -0.0004 0.0% 0.8784
Close 0.8759 0.8766 0.0007 0.1% 0.8763
Range
ATR
Volume
Daily Pivots for day following 19-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.8761 0.8764 0.8766
R3 0.8761 0.8764 0.8766
R2 0.8761 0.8761 0.8766
R1 0.8764 0.8764 0.8766 0.8763
PP 0.8761 0.8761 0.8761 0.8761
S1 0.8764 0.8764 0.8766 0.8763
S2 0.8761 0.8761 0.8766
S3 0.8761 0.8764 0.8766
S4 0.8761 0.8764 0.8766
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.9137 0.9058 0.8822
R3 0.9029 0.8950 0.8793
R2 0.8921 0.8921 0.8783
R1 0.8842 0.8842 0.8773 0.8828
PP 0.8813 0.8813 0.8813 0.8806
S1 0.8734 0.8734 0.8753 0.8720
S2 0.8705 0.8705 0.8743
S3 0.8597 0.8626 0.8733
S4 0.8489 0.8518 0.8704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8858 0.8759 0.0099 1.1% 0.0000 0.0% 7% False True
10 0.9024 0.8759 0.0265 3.0% 0.0000 0.0% 3% False True
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8759
2.618 0.8759
1.618 0.8759
1.000 0.8759
0.618 0.8759
HIGH 0.8759
0.618 0.8759
0.500 0.8759
0.382 0.8759
LOW 0.8759
0.618 0.8759
1.000 0.8759
1.618 0.8759
2.618 0.8759
4.250 0.8759
Fisher Pivots for day following 19-Dec-2006
Pivot 1 day 3 day
R1 0.8764 0.8772
PP 0.8761 0.8770
S1 0.8759 0.8768

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

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