CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 17-Jul-2007
Day Change Summary
Previous Current
16-Jul-2007 17-Jul-2007 Change Change % Previous Week
Open 0.8360 0.8354 -0.0006 -0.1% 0.8271
High 0.8371 0.8369 -0.0002 0.0% 0.8415
Low 0.8360 0.8327 -0.0033 -0.4% 0.8252
Close 0.8368 0.8328 -0.0040 -0.5% 0.8354
Range 0.0011 0.0042 0.0031 281.8% 0.0163
ATR 0.0040 0.0040 0.0000 0.4% 0.0000
Volume 8 3 -5 -62.5% 286
Daily Pivots for day following 17-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8467 0.8440 0.8351
R3 0.8425 0.8398 0.8340
R2 0.8383 0.8383 0.8336
R1 0.8356 0.8356 0.8332 0.8349
PP 0.8341 0.8341 0.8341 0.8338
S1 0.8314 0.8314 0.8324 0.8307
S2 0.8299 0.8299 0.8320
S3 0.8257 0.8272 0.8316
S4 0.8215 0.8230 0.8305
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 0.8325 0.0090 1.1% 0.0036 0.4% 3% False False 51
10 0.8415 0.8252 0.0163 2.0% 0.0038 0.5% 47% False False 44
20 0.8415 0.8235 0.0180 2.2% 0.0034 0.4% 52% False False 289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8548
2.618 0.8479
1.618 0.8437
1.000 0.8411
0.618 0.8395
HIGH 0.8369
0.618 0.8353
0.500 0.8348
0.382 0.8343
LOW 0.8327
0.618 0.8301
1.000 0.8285
1.618 0.8259
2.618 0.8217
4.250 0.8149
Fisher Pivots for day following 17-Jul-2007
Pivot 1 day 3 day
R1 0.8348 0.8348
PP 0.8341 0.8341
S1 0.8335 0.8335

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

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