CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 0.8479 0.8551 0.0072 0.8% 0.8500
High 0.8479 0.8552 0.0073 0.9% 0.8537
Low 0.8479 0.8535 0.0056 0.7% 0.8496
Close 0.8531 0.8533 0.0002 0.0% 0.8476
Range 0.0000 0.0017 0.0017 0.0041
ATR 0.0011 0.0012 0.0001 6.7% 0.0000
Volume 4 0 -4 -100.0% 19
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8591 0.8579 0.8542
R3 0.8574 0.8562 0.8538
R2 0.8557 0.8557 0.8536
R1 0.8545 0.8545 0.8535 0.8543
PP 0.8540 0.8540 0.8540 0.8539
S1 0.8528 0.8528 0.8531 0.8526
S2 0.8523 0.8523 0.8530
S3 0.8506 0.8511 0.8528
S4 0.8489 0.8494 0.8524
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8626 0.8592 0.8499
R3 0.8585 0.8551 0.8487
R2 0.8544 0.8544 0.8484
R1 0.8510 0.8510 0.8480 0.8507
PP 0.8503 0.8503 0.8503 0.8501
S1 0.8469 0.8469 0.8472 0.8466
S2 0.8462 0.8462 0.8468
S3 0.8421 0.8428 0.8465
S4 0.8380 0.8387 0.8453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8552 0.8476 0.0076 0.9% 0.0003 0.0% 75% True False
10 0.8552 0.8476 0.0076 0.9% 0.0007 0.1% 75% True False 2
20 0.8702 0.8476 0.0226 2.6% 0.0004 0.1% 25% False False 1
40 0.9024 0.8476 0.0548 6.4% 0.0002 0.0% 10% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8624
2.618 0.8597
1.618 0.8580
1.000 0.8569
0.618 0.8563
HIGH 0.8552
0.618 0.8546
0.500 0.8544
0.382 0.8541
LOW 0.8535
0.618 0.8524
1.000 0.8518
1.618 0.8507
2.618 0.8490
4.250 0.8463
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 0.8544 0.8527
PP 0.8540 0.8521
S1 0.8537 0.8516

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

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