CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 0.8479 0.8469 -0.0010 -0.1% 0.8613
High 0.8479 0.8498 0.0019 0.2% 0.8613
Low 0.8465 0.8469 0.0004 0.0% 0.8465
Close 0.8446 0.8479 0.0033 0.4% 0.8479
Range 0.0014 0.0029 0.0015 107.1% 0.0148
ATR 0.0015 0.0017 0.0003 18.3% 0.0000
Volume 5 2 -3 -60.0% 7
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8569 0.8553 0.8495
R3 0.8540 0.8524 0.8487
R2 0.8511 0.8511 0.8484
R1 0.8495 0.8495 0.8482 0.8503
PP 0.8482 0.8482 0.8482 0.8486
S1 0.8466 0.8466 0.8476 0.8474
S2 0.8453 0.8453 0.8474
S3 0.8424 0.8437 0.8471
S4 0.8395 0.8408 0.8463
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8963 0.8869 0.8560
R3 0.8815 0.8721 0.8520
R2 0.8667 0.8667 0.8506
R1 0.8573 0.8573 0.8493 0.8546
PP 0.8519 0.8519 0.8519 0.8506
S1 0.8425 0.8425 0.8465 0.8398
S2 0.8371 0.8371 0.8452
S3 0.8223 0.8277 0.8438
S4 0.8075 0.8129 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8613 0.8465 0.0148 1.7% 0.0013 0.1% 9% False False 1
10 0.8613 0.8437 0.0176 2.1% 0.0007 0.1% 24% False False 761
20 0.8613 0.8437 0.0176 2.1% 0.0005 0.1% 24% False False 381
40 0.8708 0.8437 0.0271 3.2% 0.0004 0.1% 15% False False 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 57 trading days
Fibonacci Retracements and Extensions
4.250 0.8621
2.618 0.8574
1.618 0.8545
1.000 0.8527
0.618 0.8516
HIGH 0.8498
0.618 0.8487
0.500 0.8484
0.382 0.8480
LOW 0.8469
0.618 0.8451
1.000 0.8440
1.618 0.8422
2.618 0.8393
4.250 0.8346
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 0.8484 0.8482
PP 0.8482 0.8481
S1 0.8481 0.8480

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

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