CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 18-Jul-2007
Day Change Summary
Previous Current
17-Jul-2007 18-Jul-2007 Change Change % Previous Week
Open 0.8354 0.8340 -0.0014 -0.2% 0.8271
High 0.8369 0.8380 0.0011 0.1% 0.8415
Low 0.8327 0.8340 0.0013 0.2% 0.8252
Close 0.8328 0.8361 0.0033 0.4% 0.8354
Range 0.0042 0.0040 -0.0002 -4.8% 0.0163
ATR 0.0040 0.0041 0.0001 2.2% 0.0000
Volume 3 67 64 2,133.3% 286
Daily Pivots for day following 18-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8480 0.8461 0.8383
R3 0.8440 0.8421 0.8372
R2 0.8400 0.8400 0.8368
R1 0.8381 0.8381 0.8365 0.8391
PP 0.8360 0.8360 0.8360 0.8365
S1 0.8341 0.8341 0.8357 0.8351
S2 0.8320 0.8320 0.8354
S3 0.8280 0.8301 0.8350
S4 0.8240 0.8261 0.8339
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 0.8380 0.8325 0.0055 0.7% 0.0030 0.4% 65% True False 42
10 0.8415 0.8252 0.0163 1.9% 0.0040 0.5% 67% False False 42
20 0.8415 0.8235 0.0180 2.2% 0.0035 0.4% 70% False False 292
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 False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8550
2.618 0.8485
1.618 0.8445
1.000 0.8420
0.618 0.8405
HIGH 0.8380
0.618 0.8365
0.500 0.8360
0.382 0.8355
LOW 0.8340
0.618 0.8315
1.000 0.8300
1.618 0.8275
2.618 0.8235
4.250 0.8170
Fisher Pivots for day following 18-Jul-2007
Pivot 1 day 3 day
R1 0.8361 0.8359
PP 0.8360 0.8356
S1 0.8360 0.8354

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

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