CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 09-Jul-2007
Day Change Summary
Previous Current
06-Jul-2007 09-Jul-2007 Change Change % Previous Week
Open 0.8291 0.8271 -0.0020 -0.2% 0.8301
High 0.8291 0.8278 -0.0013 -0.2% 0.8360
Low 0.8272 0.8252 -0.0020 -0.2% 0.8272
Close 0.8271 0.8272 0.0001 0.0% 0.8271
Range 0.0019 0.0026 0.0007 36.8% 0.0088
ATR 0.0038 0.0037 -0.0001 -2.2% 0.0000
Volume 4 19 15 375.0% 178
Daily Pivots for day following 09-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8345 0.8335 0.8286
R3 0.8319 0.8309 0.8279
R2 0.8293 0.8293 0.8277
R1 0.8283 0.8283 0.8274 0.8288
PP 0.8267 0.8267 0.8267 0.8270
S1 0.8257 0.8257 0.8270 0.8262
S2 0.8241 0.8241 0.8267
S3 0.8215 0.8231 0.8265
S4 0.8189 0.8205 0.8258
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8565 0.8506 0.8319
R3 0.8477 0.8418 0.8295
R2 0.8389 0.8389 0.8287
R1 0.8330 0.8330 0.8279 0.8316
PP 0.8301 0.8301 0.8301 0.8294
S1 0.8242 0.8242 0.8263 0.8228
S2 0.8213 0.8213 0.8255
S3 0.8125 0.8154 0.8247
S4 0.8037 0.8066 0.8223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8360 0.8252 0.0108 1.3% 0.0034 0.4% 19% False True 39
10 0.8360 0.8245 0.0115 1.4% 0.0034 0.4% 23% False False 535
20 0.8425 0.8235 0.0190 2.3% 0.0028 0.3% 19% False False 444
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8389
2.618 0.8346
1.618 0.8320
1.000 0.8304
0.618 0.8294
HIGH 0.8278
0.618 0.8268
0.500 0.8265
0.382 0.8262
LOW 0.8252
0.618 0.8236
1.000 0.8226
1.618 0.8210
2.618 0.8184
4.250 0.8142
Fisher Pivots for day following 09-Jul-2007
Pivot 1 day 3 day
R1 0.8270 0.8304
PP 0.8267 0.8293
S1 0.8265 0.8283

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

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