CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 30-Jul-2007

Day Change Summary
	Previous	Current
	27-Jul-2007	30-Jul-2007	Change	Change %	Previous Week
Open	0.8512	0.8488	-0.0024	-0.3%	0.8266
High	0.8516	0.8526	0.0010	0.1%	0.8516
Low	0.8436	0.8445	0.0009	0.1%	0.8240
Close	0.8474	0.8471	-0.0003	0.0%	0.8474
Range	0.0080	0.0081	0.0001	1.3%	0.0276
ATR	0.0069	0.0070	0.0001	1.3%	0.0000
Volume	210,385	139,855	-70,530	-33.5%	857,241

Daily Pivots for day following 30-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8724	0.8678	0.8516
R3	0.8643	0.8597	0.8493
R2	0.8562	0.8562	0.8486
R1	0.8516	0.8516	0.8478	0.8499
PP	0.8481	0.8481	0.8481	0.8472
S1	0.8435	0.8435	0.8464	0.8418
S2	0.8400	0.8400	0.8456
S3	0.8319	0.8354	0.8449
S4	0.8238	0.8273	0.8426

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9238	0.9132	0.8626
R3	0.8962	0.8856	0.8550
R2	0.8686	0.8686	0.8525
R1	0.8580	0.8580	0.8499	0.8633
PP	0.8410	0.8410	0.8410	0.8437
S1	0.8304	0.8304	0.8449	0.8357
S2	0.8134	0.8134	0.8423
S3	0.7858	0.8028	0.8398
S4	0.7582	0.7752	0.8322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8526	0.8312	0.0214	2.5%	0.0091	1.1%	74%	True	False	175,395
10	0.8526	0.8226	0.0300	3.5%	0.0080	0.9%	82%	True	False	153,716
20	0.8526	0.8158	0.0368	4.3%	0.0071	0.8%	85%	True	False	137,812
40	0.8526	0.8140	0.0386	4.6%	0.0058	0.7%	86%	True	False	102,678
60	0.8526	0.8140	0.0386	4.6%	0.0050	0.6%	86%	True	False	68,651
80	0.8665	0.8140	0.0525	6.2%	0.0048	0.6%	63%	False	False	51,527
100	0.8800	0.8140	0.0660	7.8%	0.0049	0.6%	50%	False	False	41,250
120	0.8885	0.8140	0.0745	8.8%	0.0043	0.5%	44%	False	False	34,439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8870
2.618	0.8738
1.618	0.8657
1.000	0.8607
0.618	0.8576
HIGH	0.8526
0.618	0.8495
0.500	0.8486
0.382	0.8476
LOW	0.8445
0.618	0.8395
1.000	0.8364
1.618	0.8314
2.618	0.8233
4.250	0.8101

Fisher Pivots for day following 30-Jul-2007
Pivot	1 day	3 day
R1	0.8486	0.8458
PP	0.8481	0.8445
S1	0.8476	0.8432

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols