CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 08-Aug-2007

Day Change Summary
	Previous	Current
	07-Aug-2007	08-Aug-2007	Change	Change %	Previous Week
Open	0.8456	0.8460	0.0004	0.0%	0.8488
High	0.8522	0.8465	-0.0057	-0.7%	0.8555
Low	0.8450	0.8386	-0.0064	-0.8%	0.8420
Close	0.8476	0.8397	-0.0079	-0.9%	0.8492
Range	0.0072	0.0079	0.0007	9.7%	0.0135
ATR	0.0078	0.0079	0.0001	1.1%	0.0000
Volume	128,281	138,145	9,864	7.7%	760,767

Daily Pivots for day following 08-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8653	0.8604	0.8440
R3	0.8574	0.8525	0.8419
R2	0.8495	0.8495	0.8411
R1	0.8446	0.8446	0.8404	0.8431
PP	0.8416	0.8416	0.8416	0.8409
S1	0.8367	0.8367	0.8390	0.8352
S2	0.8337	0.8337	0.8383
S3	0.8258	0.8288	0.8375
S4	0.8179	0.8209	0.8354

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8894	0.8828	0.8566
R3	0.8759	0.8693	0.8529
R2	0.8624	0.8624	0.8517
R1	0.8558	0.8558	0.8504	0.8591
PP	0.8489	0.8489	0.8489	0.8506
S1	0.8423	0.8423	0.8480	0.8456
S2	0.8354	0.8354	0.8467
S3	0.8219	0.8288	0.8455
S4	0.8084	0.8153	0.8418

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8580	0.8386	0.0194	2.3%	0.0093	1.1%	6%	False	True	132,492
10	0.8580	0.8337	0.0243	2.9%	0.0096	1.1%	25%	False	False	160,302
20	0.8580	0.8222	0.0358	4.3%	0.0079	0.9%	49%	False	False	145,896
40	0.8580	0.8140	0.0440	5.2%	0.0066	0.8%	58%	False	False	124,118
60	0.8580	0.8140	0.0440	5.2%	0.0057	0.7%	58%	False	False	85,829
80	0.8665	0.8140	0.0525	6.3%	0.0052	0.6%	49%	False	False	64,404
100	0.8779	0.8140	0.0639	7.6%	0.0052	0.6%	40%	False	False	51,559
120	0.8885	0.8140	0.0745	8.9%	0.0049	0.6%	34%	False	False	42,971

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8801
2.618	0.8672
1.618	0.8593
1.000	0.8544
0.618	0.8514
HIGH	0.8465
0.618	0.8435
0.500	0.8426
0.382	0.8416
LOW	0.8386
0.618	0.8337
1.000	0.8307
1.618	0.8258
2.618	0.8179
4.250	0.8050

Fisher Pivots for day following 08-Aug-2007
Pivot	1 day	3 day
R1	0.8426	0.8483
PP	0.8416	0.8454
S1	0.8407	0.8426

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