CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 0.8695 0.8680 -0.0015 -0.2% 0.8690
High 0.8730 0.8722 -0.0008 -0.1% 0.8800
Low 0.8674 0.8680 0.0006 0.1% 0.8656
Close 0.8724 0.8708 -0.0016 -0.2% 0.8764
Range 0.0056 0.0042 -0.0014 -25.0% 0.0144
ATR 0.0052 0.0051 -0.0001 -1.1% 0.0000
Volume 13 194 181 1,392.3% 417
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8829 0.8811 0.8731
R3 0.8787 0.8769 0.8720
R2 0.8745 0.8745 0.8716
R1 0.8727 0.8727 0.8712 0.8736
PP 0.8703 0.8703 0.8703 0.8708
S1 0.8685 0.8685 0.8704 0.8694
S2 0.8661 0.8661 0.8700
S3 0.8619 0.8643 0.8696
S4 0.8577 0.8601 0.8685
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 0.8773 0.8674 0.0099 1.1% 0.0050 0.6% 34% False False 66
10 0.8840 0.8656 0.0184 2.1% 0.0053 0.6% 28% False False 76
20 0.8885 0.8465 0.0420 4.8% 0.0035 0.4% 58% False False 42
40 0.8885 0.8437 0.0448 5.1% 0.0020 0.2% 60% False False 211
60 0.8885 0.8437 0.0448 5.1% 0.0014 0.2% 60% False False 141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8901
2.618 0.8832
1.618 0.8790
1.000 0.8764
0.618 0.8748
HIGH 0.8722
0.618 0.8706
0.500 0.8701
0.382 0.8696
LOW 0.8680
0.618 0.8654
1.000 0.8638
1.618 0.8612
2.618 0.8570
4.250 0.8502
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 0.8706 0.8706
PP 0.8703 0.8704
S1 0.8701 0.8703

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

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