CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 0.8684 0.8734 0.0050 0.6% 0.8690
High 0.8771 0.8773 0.0002 0.0% 0.8800
Low 0.8684 0.8734 0.0050 0.6% 0.8656
Close 0.8700 0.8764 0.0064 0.7% 0.8764
Range 0.0087 0.0039 -0.0048 -55.2% 0.0144
ATR 0.0049 0.0051 0.0002 3.5% 0.0000
Volume 3 57 54 1,800.0% 417
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8874 0.8858 0.8785
R3 0.8835 0.8819 0.8775
R2 0.8796 0.8796 0.8771
R1 0.8780 0.8780 0.8768 0.8788
PP 0.8757 0.8757 0.8757 0.8761
S1 0.8741 0.8741 0.8760 0.8749
S2 0.8718 0.8718 0.8757
S3 0.8679 0.8702 0.8753
S4 0.8640 0.8663 0.8743
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9172 0.9112 0.8843
R3 0.9028 0.8968 0.8804
R2 0.8884 0.8884 0.8790
R1 0.8824 0.8824 0.8777 0.8854
PP 0.8740 0.8740 0.8740 0.8755
S1 0.8680 0.8680 0.8751 0.8710
S2 0.8596 0.8596 0.8738
S3 0.8452 0.8536 0.8724
S4 0.8308 0.8392 0.8685
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 1.6% 0.0056 0.6% 75% False False 83
10 0.8885 0.8656 0.0229 2.6% 0.0045 0.5% 47% False False 49
20 0.8885 0.8465 0.0420 4.8% 0.0030 0.3% 71% False False 28
40 0.8885 0.8437 0.0448 5.1% 0.0017 0.2% 73% False False 205
60 0.8885 0.8437 0.0448 5.1% 0.0012 0.1% 73% False False 136
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8939
2.618 0.8875
1.618 0.8836
1.000 0.8812
0.618 0.8797
HIGH 0.8773
0.618 0.8758
0.500 0.8754
0.382 0.8749
LOW 0.8734
0.618 0.8710
1.000 0.8695
1.618 0.8671
2.618 0.8632
4.250 0.8568
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 0.8761 0.8755
PP 0.8757 0.8745
S1 0.8754 0.8736

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

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