CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 13-Aug-2007

Day Change Summary
	Previous	Current
	10-Aug-2007	13-Aug-2007	Change	Change %	Previous Week
Open	0.8505	0.8489	-0.0016	-0.2%	0.8542
High	0.8574	0.8537	-0.0037	-0.4%	0.8580
Low	0.8462	0.8473	0.0011	0.1%	0.8386
Close	0.8494	0.8488	-0.0006	-0.1%	0.8494
Range	0.0112	0.0064	-0.0048	-42.9%	0.0194
ATR	0.0084	0.0083	-0.0001	-1.7%	0.0000
Volume	243,798	127,631	-116,167	-47.6%	876,311

Daily Pivots for day following 13-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8691	0.8654	0.8523
R3	0.8627	0.8590	0.8506
R2	0.8563	0.8563	0.8500
R1	0.8526	0.8526	0.8494	0.8513
PP	0.8499	0.8499	0.8499	0.8493
S1	0.8462	0.8462	0.8482	0.8449
S2	0.8435	0.8435	0.8476
S3	0.8371	0.8398	0.8470
S4	0.8307	0.8334	0.8453

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9069	0.8975	0.8601
R3	0.8875	0.8781	0.8547
R2	0.8681	0.8681	0.8530
R1	0.8587	0.8587	0.8512	0.8537
PP	0.8487	0.8487	0.8487	0.8462
S1	0.8393	0.8393	0.8476	0.8343
S2	0.8293	0.8293	0.8458
S3	0.8099	0.8199	0.8441
S4	0.7905	0.8005	0.8387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8574	0.8386	0.0188	2.2%	0.0089	1.0%	54%	False	False	171,969
10	0.8580	0.8386	0.0194	2.3%	0.0093	1.1%	53%	False	False	162,485
20	0.8580	0.8226	0.0354	4.2%	0.0086	1.0%	74%	False	False	158,101
40	0.8580	0.8140	0.0440	5.2%	0.0069	0.8%	79%	False	False	130,708
60	0.8580	0.8140	0.0440	5.2%	0.0060	0.7%	79%	False	False	95,704
80	0.8610	0.8140	0.0470	5.5%	0.0054	0.6%	74%	False	False	71,812
100	0.8779	0.8140	0.0639	7.5%	0.0054	0.6%	54%	False	False	57,491
120	0.8885	0.8140	0.0745	8.8%	0.0051	0.6%	47%	False	False	47,916

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8809
2.618	0.8705
1.618	0.8641
1.000	0.8601
0.618	0.8577
HIGH	0.8537
0.618	0.8513
0.500	0.8505
0.382	0.8497
LOW	0.8473
0.618	0.8433
1.000	0.8409
1.618	0.8369
2.618	0.8305
4.250	0.8201

Fisher Pivots for day following 13-Aug-2007
Pivot	1 day	3 day
R1	0.8505	0.8486
PP	0.8499	0.8484
S1	0.8494	0.8482

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