CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 0.8277 0.8400 0.0123 1.5% 0.8301
High 0.8367 0.8415 0.0048 0.6% 0.8360
Low 0.8275 0.8346 0.0071 0.9% 0.8272
Close 0.8360 0.8359 -0.0001 0.0% 0.8271
Range 0.0092 0.0069 -0.0023 -25.0% 0.0088
ATR 0.0041 0.0043 0.0002 4.9% 0.0000
Volume 20 115 95 475.0% 178
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8580 0.8539 0.8397
R3 0.8511 0.8470 0.8378
R2 0.8442 0.8442 0.8372
R1 0.8401 0.8401 0.8365 0.8387
PP 0.8373 0.8373 0.8373 0.8367
S1 0.8332 0.8332 0.8353 0.8318
S2 0.8304 0.8304 0.8346
S3 0.8235 0.8263 0.8340
S4 0.8166 0.8194 0.8321
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 0.8415 0.8252 0.0163 1.9% 0.0050 0.6% 66% True False 42
10 0.8415 0.8252 0.0163 1.9% 0.0042 0.5% 66% True False 546
20 0.8415 0.8235 0.0180 2.2% 0.0034 0.4% 69% True False 287
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8708
2.618 0.8596
1.618 0.8527
1.000 0.8484
0.618 0.8458
HIGH 0.8415
0.618 0.8389
0.500 0.8381
0.382 0.8372
LOW 0.8346
0.618 0.8303
1.000 0.8277
1.618 0.8234
2.618 0.8165
4.250 0.8053
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 0.8381 0.8351
PP 0.8373 0.8342
S1 0.8366 0.8334

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

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