CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 0.8369 0.8370 0.0001 0.0% 0.8305
High 0.8384 0.8385 0.0001 0.0% 0.8385
Low 0.8332 0.8311 -0.0021 -0.3% 0.8300
Close 0.8363 0.8322 -0.0041 -0.5% 0.8322
Range 0.0052 0.0074 0.0022 42.3% 0.0085
ATR 0.0040 0.0043 0.0002 6.0% 0.0000
Volume 27,674 34,789 7,115 25.7% 79,250
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8561 0.8516 0.8363
R3 0.8487 0.8442 0.8342
R2 0.8413 0.8413 0.8336
R1 0.8368 0.8368 0.8329 0.8354
PP 0.8339 0.8339 0.8339 0.8332
S1 0.8294 0.8294 0.8315 0.8280
S2 0.8265 0.8265 0.8308
S3 0.8191 0.8220 0.8302
S4 0.8117 0.8146 0.8281
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8591 0.8541 0.8369
R3 0.8506 0.8456 0.8345
R2 0.8421 0.8421 0.8338
R1 0.8371 0.8371 0.8330 0.8396
PP 0.8336 0.8336 0.8336 0.8348
S1 0.8286 0.8286 0.8314 0.8311
S2 0.8251 0.8251 0.8306
S3 0.8166 0.8201 0.8299
S4 0.8081 0.8116 0.8275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8385 0.8300 0.0085 1.0% 0.0052 0.6% 26% True False 15,850
10 0.8394 0.8298 0.0096 1.2% 0.0045 0.5% 25% False False 8,750
20 0.8498 0.8298 0.0200 2.4% 0.0039 0.5% 12% False False 4,535
40 0.8665 0.8298 0.0367 4.4% 0.0041 0.5% 7% False False 2,338
60 0.8779 0.8298 0.0481 5.8% 0.0043 0.5% 5% False False 1,612
80 0.8885 0.8298 0.0587 7.1% 0.0039 0.5% 4% False False 1,215
100 0.8885 0.8298 0.0587 7.1% 0.0032 0.4% 4% False False 1,048
120 0.8885 0.8298 0.0587 7.1% 0.0027 0.3% 4% False False 874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.8700
2.618 0.8579
1.618 0.8505
1.000 0.8459
0.618 0.8431
HIGH 0.8385
0.618 0.8357
0.500 0.8348
0.382 0.8339
LOW 0.8311
0.618 0.8265
1.000 0.8237
1.618 0.8191
2.618 0.8117
4.250 0.7997
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 0.8348 0.8348
PP 0.8339 0.8339
S1 0.8331 0.8331

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

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