CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 0.8716 0.8885 0.0169 1.9% 0.8512
High 0.8716 0.8885 0.0169 1.9% 0.8716
Low 0.8716 0.8872 0.0156 1.8% 0.8512
Close 0.8775 0.8847 0.0072 0.8% 0.8775
Range 0.0000 0.0013 0.0013 0.0204
ATR 0.0026 0.0032 0.0006 23.0% 0.0000
Volume 2 0 -2 -100.0% 64
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8907 0.8890 0.8854
R3 0.8894 0.8877 0.8851
R2 0.8881 0.8881 0.8849
R1 0.8864 0.8864 0.8848 0.8866
PP 0.8868 0.8868 0.8868 0.8869
S1 0.8851 0.8851 0.8846 0.8853
S2 0.8855 0.8855 0.8845
S3 0.8842 0.8838 0.8843
S4 0.8829 0.8825 0.8840
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9280 0.9231 0.8887
R3 0.9076 0.9027 0.8831
R2 0.8872 0.8872 0.8812
R1 0.8823 0.8823 0.8794 0.8848
PP 0.8668 0.8668 0.8668 0.8680
S1 0.8619 0.8619 0.8756 0.8644
S2 0.8464 0.8464 0.8738
S3 0.8260 0.8415 0.8719
S4 0.8056 0.8211 0.8663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8885 0.8579 0.0306 3.5% 0.0020 0.2% 88% True False 11
10 0.8885 0.8465 0.0420 4.7% 0.0016 0.2% 91% True False 7
20 0.8885 0.8437 0.0448 5.1% 0.0008 0.1% 92% True False 384
40 0.8885 0.8437 0.0448 5.1% 0.0007 0.1% 92% True False 192
60 0.8989 0.8437 0.0552 6.2% 0.0005 0.1% 74% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8940
2.618 0.8919
1.618 0.8906
1.000 0.8898
0.618 0.8893
HIGH 0.8885
0.618 0.8880
0.500 0.8879
0.382 0.8877
LOW 0.8872
0.618 0.8864
1.000 0.8859
1.618 0.8851
2.618 0.8838
4.250 0.8817
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 0.8879 0.8823
PP 0.8868 0.8799
S1 0.8858 0.8776

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

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