CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 0.8496 0.8518 0.0022 0.3% 0.8569
High 0.8496 0.8537 0.0041 0.5% 0.8569
Low 0.8496 0.8518 0.0022 0.3% 0.8489
Close 0.8474 0.8522 0.0048 0.6% 0.8503
Range 0.0000 0.0019 0.0019 0.0080
ATR 0.0007 0.0011 0.0004 61.7% 0.0000
Volume 0 5 5 4
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8583 0.8571 0.8532
R3 0.8564 0.8552 0.8527
R2 0.8545 0.8545 0.8525
R1 0.8533 0.8533 0.8524 0.8539
PP 0.8526 0.8526 0.8526 0.8529
S1 0.8514 0.8514 0.8520 0.8520
S2 0.8507 0.8507 0.8519
S3 0.8488 0.8495 0.8517
S4 0.8469 0.8476 0.8512
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8760 0.8712 0.8547
R3 0.8680 0.8632 0.8525
R2 0.8600 0.8600 0.8518
R1 0.8552 0.8552 0.8510 0.8536
PP 0.8520 0.8520 0.8520 0.8513
S1 0.8472 0.8472 0.8496 0.8456
S2 0.8440 0.8440 0.8488
S3 0.8360 0.8392 0.8481
S4 0.8280 0.8312 0.8459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8537 0.8489 0.0048 0.6% 0.0010 0.1% 69% True False 3
10 0.8647 0.8489 0.0158 1.9% 0.0005 0.1% 21% False False 1
20 0.8708 0.8489 0.0219 2.6% 0.0003 0.0% 15% False False
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8618
2.618 0.8587
1.618 0.8568
1.000 0.8556
0.618 0.8549
HIGH 0.8537
0.618 0.8530
0.500 0.8528
0.382 0.8525
LOW 0.8518
0.618 0.8506
1.000 0.8499
1.618 0.8487
2.618 0.8468
4.250 0.8437
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 0.8528 0.8520
PP 0.8526 0.8518
S1 0.8524 0.8517

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

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