CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 0.8730 0.8855 0.0125 1.4% 0.8596
High 0.9066 0.9089 0.0023 0.3% 0.9089
Low 0.8706 0.8830 0.0124 1.4% 0.8572
Close 0.8974 0.8903 -0.0071 -0.8% 0.8903
Range 0.0360 0.0259 -0.0101 -28.1% 0.0517
ATR 0.0094 0.0106 0.0012 12.5% 0.0000
Volume 454 2,817 2,363 520.5% 4,431
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9718 0.9569 0.9045
R3 0.9459 0.9310 0.8974
R2 0.9200 0.9200 0.8950
R1 0.9051 0.9051 0.8927 0.9126
PP 0.8941 0.8941 0.8941 0.8978
S1 0.8792 0.8792 0.8879 0.8867
S2 0.8682 0.8682 0.8856
S3 0.8423 0.8533 0.8832
S4 0.8164 0.8274 0.8761
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.0406 1.0171 0.9187
R3 0.9889 0.9654 0.9045
R2 0.9372 0.9372 0.8998
R1 0.9137 0.9137 0.8950 0.9255
PP 0.8855 0.8855 0.8855 0.8913
S1 0.8620 0.8620 0.8856 0.8738
S2 0.8338 0.8338 0.8808
S3 0.7821 0.8103 0.8761
S4 0.7304 0.7586 0.8619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9089 0.8572 0.0517 5.8% 0.0161 1.8% 64% True False 886
10 0.9089 0.8485 0.0604 6.8% 0.0130 1.5% 69% True False 619
20 0.9089 0.8378 0.0711 8.0% 0.0100 1.1% 74% True False 429
40 0.9089 0.8235 0.0854 9.6% 0.0070 0.8% 78% True False 359
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0190
2.618 0.9767
1.618 0.9508
1.000 0.9348
0.618 0.9249
HIGH 0.9089
0.618 0.8990
0.500 0.8960
0.382 0.8929
LOW 0.8830
0.618 0.8670
1.000 0.8571
1.618 0.8411
2.618 0.8152
4.250 0.7729
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 0.8960 0.8890
PP 0.8941 0.8876
S1 0.8922 0.8863

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

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