CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 0.8360 0.8328 -0.0032 -0.4% 0.8360
High 0.8360 0.8420 0.0060 0.7% 0.8420
Low 0.8340 0.8322 -0.0018 -0.2% 0.8322
Close 0.8346 0.8400 0.0054 0.6% 0.8400
Range 0.0020 0.0098 0.0078 390.0% 0.0098
ATR 0.0039 0.0043 0.0004 10.7% 0.0000
Volume 37 17 -20 -54.1% 132
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8675 0.8635 0.8454
R3 0.8577 0.8537 0.8427
R2 0.8479 0.8479 0.8418
R1 0.8439 0.8439 0.8409 0.8459
PP 0.8381 0.8381 0.8381 0.8391
S1 0.8341 0.8341 0.8391 0.8361
S2 0.8283 0.8283 0.8382
S3 0.8185 0.8243 0.8373
S4 0.8087 0.8145 0.8346
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8675 0.8635 0.8454
R3 0.8577 0.8537 0.8427
R2 0.8479 0.8479 0.8418
R1 0.8439 0.8439 0.8409 0.8459
PP 0.8381 0.8381 0.8381 0.8391
S1 0.8341 0.8341 0.8391 0.8361
S2 0.8283 0.8283 0.8382
S3 0.8185 0.8243 0.8373
S4 0.8087 0.8145 0.8346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8420 0.8322 0.0098 1.2% 0.0042 0.5% 80% True True 26
10 0.8420 0.8252 0.0168 2.0% 0.0046 0.5% 88% True False 41
20 0.8420 0.8235 0.0185 2.2% 0.0040 0.5% 89% True False 288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8837
2.618 0.8677
1.618 0.8579
1.000 0.8518
0.618 0.8481
HIGH 0.8420
0.618 0.8383
0.500 0.8371
0.382 0.8359
LOW 0.8322
0.618 0.8261
1.000 0.8224
1.618 0.8163
2.618 0.8065
4.250 0.7906
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 0.8390 0.8390
PP 0.8381 0.8381
S1 0.8371 0.8371

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

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