CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 0.8731 0.8695 -0.0036 -0.4% 0.8690
High 0.8731 0.8730 -0.0001 0.0% 0.8800
Low 0.8705 0.8674 -0.0031 -0.4% 0.8656
Close 0.8700 0.8724 0.0024 0.3% 0.8764
Range 0.0026 0.0056 0.0030 115.4% 0.0144
ATR 0.0051 0.0052 0.0000 0.7% 0.0000
Volume 66 13 -53 -80.3% 417
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8877 0.8857 0.8755
R3 0.8821 0.8801 0.8739
R2 0.8765 0.8765 0.8734
R1 0.8745 0.8745 0.8729 0.8755
PP 0.8709 0.8709 0.8709 0.8715
S1 0.8689 0.8689 0.8719 0.8699
S2 0.8653 0.8653 0.8714
S3 0.8597 0.8633 0.8709
S4 0.8541 0.8577 0.8693
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 0.8788 0.8674 0.0114 1.3% 0.0047 0.5% 44% False True 28
10 0.8840 0.8656 0.0184 2.1% 0.0049 0.6% 37% False False 57
20 0.8885 0.8465 0.0420 4.8% 0.0034 0.4% 62% False False 32
40 0.8885 0.8437 0.0448 5.1% 0.0019 0.2% 64% False False 207
60 0.8885 0.8437 0.0448 5.1% 0.0013 0.2% 64% False False 138
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8968
2.618 0.8877
1.618 0.8821
1.000 0.8786
0.618 0.8765
HIGH 0.8730
0.618 0.8709
0.500 0.8702
0.382 0.8695
LOW 0.8674
0.618 0.8639
1.000 0.8618
1.618 0.8583
2.618 0.8527
4.250 0.8436
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 0.8717 0.8724
PP 0.8709 0.8724
S1 0.8702 0.8724

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

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