CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 0.8502 0.8565 0.0063 0.7% 0.8476
High 0.8502 0.8565 0.0063 0.7% 0.8552
Low 0.8502 0.8565 0.0063 0.7% 0.8476
Close 0.8553 0.8569 0.0016 0.2% 0.8502
Range
ATR 0.0011 0.0011 0.0000 0.5% 0.0000
Volume
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8566 0.8568 0.8569
R3 0.8566 0.8568 0.8569
R2 0.8566 0.8566 0.8569
R1 0.8568 0.8568 0.8569 0.8567
PP 0.8566 0.8566 0.8566 0.8566
S1 0.8568 0.8568 0.8569 0.8567
S2 0.8566 0.8566 0.8569
S3 0.8566 0.8568 0.8569
S4 0.8566 0.8568 0.8569
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8738 0.8696 0.8544
R3 0.8662 0.8620 0.8523
R2 0.8586 0.8586 0.8516
R1 0.8544 0.8544 0.8509 0.8565
PP 0.8510 0.8510 0.8510 0.8521
S1 0.8468 0.8468 0.8495 0.8489
S2 0.8434 0.8434 0.8488
S3 0.8358 0.8392 0.8481
S4 0.8282 0.8316 0.8460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8565 0.8479 0.0086 1.0% 0.0007 0.1% 105% True False 1
10 0.8565 0.8476 0.0089 1.0% 0.0007 0.1% 104% True False 1
20 0.8692 0.8476 0.0216 2.5% 0.0005 0.1% 43% False False 1
40 0.8983 0.8476 0.0507 5.9% 0.0003 0.0% 18% False False
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 0.8565
2.618 0.8565
1.618 0.8565
1.000 0.8565
0.618 0.8565
HIGH 0.8565
0.618 0.8565
0.500 0.8565
0.382 0.8565
LOW 0.8565
0.618 0.8565
1.000 0.8565
1.618 0.8565
2.618 0.8565
4.250 0.8565
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 0.8568 0.8557
PP 0.8566 0.8545
S1 0.8565 0.8534

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

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