CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 0.8760 0.8684 -0.0076 -0.9% 0.8885
High 0.8788 0.8771 -0.0017 -0.2% 0.8885
Low 0.8760 0.8684 -0.0076 -0.9% 0.8661
Close 0.8771 0.8700 -0.0071 -0.8% 0.8670
Range 0.0028 0.0087 0.0059 210.7% 0.0224
ATR 0.0046 0.0049 0.0003 6.3% 0.0000
Volume 5 3 -2 -40.0% 79
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8979 0.8927 0.8748
R3 0.8892 0.8840 0.8724
R2 0.8805 0.8805 0.8716
R1 0.8753 0.8753 0.8708 0.8779
PP 0.8718 0.8718 0.8718 0.8732
S1 0.8666 0.8666 0.8692 0.8692
S2 0.8631 0.8631 0.8684
S3 0.8544 0.8579 0.8676
S4 0.8457 0.8492 0.8652
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9411 0.9264 0.8793
R3 0.9187 0.9040 0.8732
R2 0.8963 0.8963 0.8711
R1 0.8816 0.8816 0.8691 0.8778
PP 0.8739 0.8739 0.8739 0.8719
S1 0.8592 0.8592 0.8649 0.8554
S2 0.8515 0.8515 0.8629
S3 0.8291 0.8368 0.8608
S4 0.8067 0.8144 0.8547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8800 0.8656 0.0144 1.7% 0.0052 0.6% 31% False False 74
10 0.8885 0.8656 0.0229 2.6% 0.0041 0.5% 19% False False 44
20 0.8885 0.8465 0.0420 4.8% 0.0028 0.3% 56% False False 25
40 0.8885 0.8437 0.0448 5.1% 0.0016 0.2% 59% False False 203
60 0.8885 0.8437 0.0448 5.1% 0.0011 0.1% 59% False False 135
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 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9141
2.618 0.8999
1.618 0.8912
1.000 0.8858
0.618 0.8825
HIGH 0.8771
0.618 0.8738
0.500 0.8728
0.382 0.8717
LOW 0.8684
0.618 0.8630
1.000 0.8597
1.618 0.8543
2.618 0.8456
4.250 0.8314
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 0.8728 0.8742
PP 0.8718 0.8728
S1 0.8709 0.8714

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

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