CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 0.8800 0.8840 0.0040 0.5% 0.8512
High 0.8800 0.8840 0.0040 0.5% 0.8716
Low 0.8800 0.8733 -0.0067 -0.8% 0.8512
Close 0.8804 0.8745 -0.0059 -0.7% 0.8775
Range 0.0000 0.0107 0.0107 0.0204
ATR 0.0033 0.0038 0.0005 16.0% 0.0000
Volume 6 61 55 916.7% 64
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9094 0.9026 0.8804
R3 0.8987 0.8919 0.8774
R2 0.8880 0.8880 0.8765
R1 0.8812 0.8812 0.8755 0.8793
PP 0.8773 0.8773 0.8773 0.8763
S1 0.8705 0.8705 0.8735 0.8686
S2 0.8666 0.8666 0.8725
S3 0.8559 0.8598 0.8716
S4 0.8452 0.8491 0.8686
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 0.8716 0.0169 1.9% 0.0030 0.3% 17% False False 14
10 0.8885 0.8469 0.0416 4.8% 0.0027 0.3% 66% False False 13
20 0.8885 0.8437 0.0448 5.1% 0.0015 0.2% 69% False False 387
40 0.8885 0.8437 0.0448 5.1% 0.0010 0.1% 69% False False 194
60 0.8885 0.8437 0.0448 5.1% 0.0007 0.1% 69% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 0.9295
2.618 0.9120
1.618 0.9013
1.000 0.8947
0.618 0.8906
HIGH 0.8840
0.618 0.8799
0.500 0.8787
0.382 0.8774
LOW 0.8733
0.618 0.8667
1.000 0.8626
1.618 0.8560
2.618 0.8453
4.250 0.8278
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 0.8787 0.8787
PP 0.8773 0.8773
S1 0.8759 0.8759

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

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