CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 0.8380 0.8430 0.0050 0.6% 0.8360
High 0.8429 0.8477 0.0048 0.6% 0.8420
Low 0.8378 0.8420 0.0042 0.5% 0.8322
Close 0.8395 0.8458 0.0063 0.8% 0.8400
Range 0.0051 0.0057 0.0006 11.8% 0.0098
ATR 0.0044 0.0047 0.0003 6.2% 0.0000
Volume 55 54 -1 -1.8% 132
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8623 0.8597 0.8489
R3 0.8566 0.8540 0.8474
R2 0.8509 0.8509 0.8468
R1 0.8483 0.8483 0.8463 0.8496
PP 0.8452 0.8452 0.8452 0.8458
S1 0.8426 0.8426 0.8453 0.8439
S2 0.8395 0.8395 0.8448
S3 0.8338 0.8369 0.8442
S4 0.8281 0.8312 0.8427
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 0.8477 0.8322 0.0155 1.8% 0.0053 0.6% 88% True False 46
10 0.8477 0.8322 0.0155 1.8% 0.0045 0.5% 88% True False 48
20 0.8477 0.8252 0.0225 2.7% 0.0042 0.5% 92% True False 292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8719
2.618 0.8626
1.618 0.8569
1.000 0.8534
0.618 0.8512
HIGH 0.8477
0.618 0.8455
0.500 0.8449
0.382 0.8442
LOW 0.8420
0.618 0.8385
1.000 0.8363
1.618 0.8328
2.618 0.8271
4.250 0.8178
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 0.8455 0.8439
PP 0.8452 0.8419
S1 0.8449 0.8400

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

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