CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 0.8340 0.8360 0.0020 0.2% 0.8271
High 0.8380 0.8360 -0.0020 -0.2% 0.8415
Low 0.8340 0.8340 0.0000 0.0% 0.8252
Close 0.8361 0.8346 -0.0015 -0.2% 0.8354
Range 0.0040 0.0020 -0.0020 -50.0% 0.0163
ATR 0.0041 0.0039 -0.0001 -3.5% 0.0000
Volume 67 37 -30 -44.8% 286
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8409 0.8397 0.8357
R3 0.8389 0.8377 0.8352
R2 0.8369 0.8369 0.8350
R1 0.8357 0.8357 0.8348 0.8353
PP 0.8349 0.8349 0.8349 0.8347
S1 0.8337 0.8337 0.8344 0.8333
S2 0.8329 0.8329 0.8342
S3 0.8309 0.8317 0.8341
S4 0.8289 0.8297 0.8335
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% 0.0029 0.3% 38% False False 25
10 0.8415 0.8252 0.0163 2.0% 0.0038 0.5% 58% False False 40
20 0.8415 0.8235 0.0180 2.2% 0.0035 0.4% 62% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8445
2.618 0.8412
1.618 0.8392
1.000 0.8380
0.618 0.8372
HIGH 0.8360
0.618 0.8352
0.500 0.8350
0.382 0.8348
LOW 0.8340
0.618 0.8328
1.000 0.8320
1.618 0.8308
2.618 0.8288
4.250 0.8255
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 0.8350 0.8354
PP 0.8349 0.8351
S1 0.8347 0.8349

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

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