CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 0.8325 0.8360 0.0035 0.4% 0.8271
High 0.8355 0.8371 0.0016 0.2% 0.8415
Low 0.8325 0.8360 0.0035 0.4% 0.8252
Close 0.8354 0.8368 0.0014 0.2% 0.8354
Range 0.0030 0.0011 -0.0019 -63.3% 0.0163
ATR 0.0041 0.0040 -0.0002 -4.2% 0.0000
Volume 12 8 -4 -33.3% 286
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8399 0.8395 0.8374
R3 0.8388 0.8384 0.8371
R2 0.8377 0.8377 0.8370
R1 0.8373 0.8373 0.8369 0.8375
PP 0.8366 0.8366 0.8366 0.8368
S1 0.8362 0.8362 0.8367 0.8364
S2 0.8355 0.8355 0.8366
S3 0.8344 0.8351 0.8365
S4 0.8333 0.8340 0.8362
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8829 0.8755 0.8444
R3 0.8666 0.8592 0.8399
R2 0.8503 0.8503 0.8384
R1 0.8429 0.8429 0.8369 0.8466
PP 0.8340 0.8340 0.8340 0.8359
S1 0.8266 0.8266 0.8339 0.8303
S2 0.8177 0.8177 0.8324
S3 0.8014 0.8103 0.8309
S4 0.7851 0.7940 0.8264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8415 0.8275 0.0140 1.7% 0.0046 0.5% 66% False False 55
10 0.8415 0.8252 0.0163 1.9% 0.0040 0.5% 71% False False 47
20 0.8415 0.8235 0.0180 2.2% 0.0032 0.4% 74% False False 289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0004
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8418
2.618 0.8400
1.618 0.8389
1.000 0.8382
0.618 0.8378
HIGH 0.8371
0.618 0.8367
0.500 0.8366
0.382 0.8364
LOW 0.8360
0.618 0.8353
1.000 0.8349
1.618 0.8342
2.618 0.8331
4.250 0.8313
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 0.8367 0.8361
PP 0.8366 0.8355
S1 0.8366 0.8348

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

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