CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 0.8430 0.8474 0.0044 0.5% 0.8360
High 0.8477 0.8494 0.0017 0.2% 0.8420
Low 0.8420 0.8445 0.0025 0.3% 0.8322
Close 0.8458 0.8450 -0.0008 -0.1% 0.8400
Range 0.0057 0.0049 -0.0008 -14.0% 0.0098
ATR 0.0047 0.0047 0.0000 0.4% 0.0000
Volume 54 156 102 188.9% 132
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8610 0.8579 0.8477
R3 0.8561 0.8530 0.8463
R2 0.8512 0.8512 0.8459
R1 0.8481 0.8481 0.8454 0.8472
PP 0.8463 0.8463 0.8463 0.8459
S1 0.8432 0.8432 0.8446 0.8423
S2 0.8414 0.8414 0.8441
S3 0.8365 0.8383 0.8437
S4 0.8316 0.8334 0.8423
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 0.8494 0.8322 0.0172 2.0% 0.0055 0.7% 74% True False 63
10 0.8494 0.8322 0.0172 2.0% 0.0043 0.5% 74% True False 52
20 0.8494 0.8252 0.0242 2.9% 0.0042 0.5% 82% True False 299
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8702
2.618 0.8622
1.618 0.8573
1.000 0.8543
0.618 0.8524
HIGH 0.8494
0.618 0.8475
0.500 0.8470
0.382 0.8464
LOW 0.8445
0.618 0.8415
1.000 0.8396
1.618 0.8366
2.618 0.8317
4.250 0.8237
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 0.8470 0.8445
PP 0.8463 0.8441
S1 0.8457 0.8436

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

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