CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 0.8648 0.8669 0.0021 0.2% 0.8731
High 0.8680 0.8779 0.0099 1.1% 0.8731
Low 0.8637 0.8669 0.0032 0.4% 0.8649
Close 0.8667 0.8744 0.0077 0.9% 0.8661
Range 0.0043 0.0110 0.0067 155.8% 0.0082
ATR 0.0051 0.0055 0.0004 8.6% 0.0000
Volume 56 71 15 26.8% 375
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9061 0.9012 0.8805
R3 0.8951 0.8902 0.8774
R2 0.8841 0.8841 0.8764
R1 0.8792 0.8792 0.8754 0.8817
PP 0.8731 0.8731 0.8731 0.8743
S1 0.8682 0.8682 0.8734 0.8707
S2 0.8621 0.8621 0.8724
S3 0.8511 0.8572 0.8714
S4 0.8401 0.8462 0.8684
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8926 0.8876 0.8706
R3 0.8844 0.8794 0.8684
R2 0.8762 0.8762 0.8676
R1 0.8712 0.8712 0.8669 0.8696
PP 0.8680 0.8680 0.8680 0.8673
S1 0.8630 0.8630 0.8653 0.8614
S2 0.8598 0.8598 0.8646
S3 0.8516 0.8548 0.8638
S4 0.8434 0.8466 0.8616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8779 0.8633 0.0146 1.7% 0.0055 0.6% 76% True False 66
10 0.8779 0.8633 0.0146 1.7% 0.0053 0.6% 76% True False 66
20 0.8885 0.8633 0.0252 2.9% 0.0042 0.5% 44% False False 55
40 0.8885 0.8437 0.0448 5.1% 0.0026 0.3% 69% False False 219
60 0.8885 0.8437 0.0448 5.1% 0.0018 0.2% 69% False False 146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 0.9247
2.618 0.9067
1.618 0.8957
1.000 0.8889
0.618 0.8847
HIGH 0.8779
0.618 0.8737
0.500 0.8724
0.382 0.8711
LOW 0.8669
0.618 0.8601
1.000 0.8559
1.618 0.8491
2.618 0.8381
4.250 0.8202
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 0.8737 0.8731
PP 0.8731 0.8719
S1 0.8724 0.8706

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

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