CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 0.8319 0.8318 -0.0001 0.0% 0.8305
High 0.8325 0.8332 0.0007 0.1% 0.8385
Low 0.8307 0.8245 -0.0062 -0.7% 0.8300
Close 0.8313 0.8255 -0.0058 -0.7% 0.8322
Range 0.0018 0.0087 0.0069 383.3% 0.0085
ATR 0.0039 0.0043 0.0003 8.6% 0.0000
Volume 46,893 113,203 66,310 141.4% 79,250
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8538 0.8484 0.8303
R3 0.8451 0.8397 0.8279
R2 0.8364 0.8364 0.8271
R1 0.8310 0.8310 0.8263 0.8294
PP 0.8277 0.8277 0.8277 0.8269
S1 0.8223 0.8223 0.8247 0.8207
S2 0.8190 0.8190 0.8239
S3 0.8103 0.8136 0.8231
S4 0.8016 0.8049 0.8207
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 0.8245 0.0140 1.7% 0.0051 0.6% 7% False True 54,055
10 0.8385 0.8245 0.0140 1.7% 0.0045 0.5% 7% False True 29,310
20 0.8447 0.8245 0.0202 2.4% 0.0041 0.5% 5% False True 14,909
40 0.8665 0.8245 0.0420 5.1% 0.0039 0.5% 2% False True 7,509
60 0.8779 0.8245 0.0534 6.5% 0.0043 0.5% 2% False True 5,073
80 0.8885 0.8245 0.0640 7.8% 0.0041 0.5% 2% False True 3,813
100 0.8885 0.8245 0.0640 7.8% 0.0034 0.4% 2% False True 3,126
120 0.8885 0.8245 0.0640 7.8% 0.0028 0.3% 2% False True 2,605
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 0.0009
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.8702
2.618 0.8560
1.618 0.8473
1.000 0.8419
0.618 0.8386
HIGH 0.8332
0.618 0.8299
0.500 0.8289
0.382 0.8278
LOW 0.8245
0.618 0.8191
1.000 0.8158
1.618 0.8104
2.618 0.8017
4.250 0.7875
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 0.8289 0.8289
PP 0.8277 0.8278
S1 0.8266 0.8266

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

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