CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 24-Aug-2007

Day Change Summary
	Previous	Current
	23-Aug-2007	24-Aug-2007	Change	Change %	Previous Week
Open	0.8695	0.8625	-0.0070	-0.8%	0.8776
High	0.8695	0.8682	-0.0013	-0.1%	0.8830
Low	0.8563	0.8610	0.0047	0.5%	0.8563
Close	0.8653	0.8630	-0.0023	-0.3%	0.8630
Range	0.0132	0.0072	-0.0060	-45.5%	0.0267
ATR	0.0118	0.0115	-0.0003	-2.8%	0.0000
Volume	169,021	117,300	-51,721	-30.6%	689,707

Daily Pivots for day following 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8857	0.8815	0.8670
R3	0.8785	0.8743	0.8650
R2	0.8713	0.8713	0.8643
R1	0.8671	0.8671	0.8637	0.8692
PP	0.8641	0.8641	0.8641	0.8651
S1	0.8599	0.8599	0.8623	0.8620
S2	0.8569	0.8569	0.8617
S3	0.8497	0.8527	0.8610
S4	0.8425	0.8455	0.8590

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9475	0.9320	0.8777
R3	0.9208	0.9053	0.8703
R2	0.8941	0.8941	0.8679
R1	0.8786	0.8786	0.8654	0.8730
PP	0.8674	0.8674	0.8674	0.8647
S1	0.8519	0.8519	0.8606	0.8463
S2	0.8407	0.8407	0.8581
S3	0.8140	0.8252	0.8557
S4	0.7873	0.7985	0.8483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8830	0.8563	0.0267	3.1%	0.0111	1.3%	25%	False	False	137,941
10	0.8995	0.8473	0.0522	6.0%	0.0139	1.6%	30%	False	False	187,409
20	0.8995	0.8386	0.0609	7.1%	0.0117	1.4%	40%	False	False	175,558
40	0.8995	0.8158	0.0837	9.7%	0.0093	1.1%	56%	False	False	155,610
60	0.8995	0.8140	0.0855	9.9%	0.0077	0.9%	57%	False	False	124,685
80	0.8995	0.8140	0.0855	9.9%	0.0066	0.8%	57%	False	False	93,632
100	0.8995	0.8140	0.0855	9.9%	0.0062	0.7%	57%	False	False	74,939
120	0.8995	0.8140	0.0855	9.9%	0.0061	0.7%	57%	False	False	62,469

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	0.0026
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8988
2.618	0.8870
1.618	0.8798
1.000	0.8754
0.618	0.8726
HIGH	0.8682
0.618	0.8654
0.500	0.8646
0.382	0.8638
LOW	0.8610
0.618	0.8566
1.000	0.8538
1.618	0.8494
2.618	0.8422
4.250	0.8304

Fisher Pivots for day following 24-Aug-2007
Pivot	1 day	3 day
R1	0.8646	0.8683
PP	0.8641	0.8665
S1	0.8635	0.8648

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