CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 0.8445 0.8600 0.0155 1.8% 0.8380
High 0.8583 0.8600 0.0017 0.2% 0.8600
Low 0.8433 0.8543 0.0110 1.3% 0.8378
Close 0.8580 0.8568 -0.0012 -0.1% 0.8568
Range 0.0150 0.0057 -0.0093 -62.0% 0.0222
ATR 0.0054 0.0054 0.0000 0.4% 0.0000
Volume 145 608 463 319.3% 1,018
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8741 0.8712 0.8599
R3 0.8684 0.8655 0.8584
R2 0.8627 0.8627 0.8578
R1 0.8598 0.8598 0.8573 0.8584
PP 0.8570 0.8570 0.8570 0.8564
S1 0.8541 0.8541 0.8563 0.8527
S2 0.8513 0.8513 0.8558
S3 0.8456 0.8484 0.8552
S4 0.8399 0.8427 0.8537
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.9181 0.9097 0.8690
R3 0.8959 0.8875 0.8629
R2 0.8737 0.8737 0.8609
R1 0.8653 0.8653 0.8588 0.8695
PP 0.8515 0.8515 0.8515 0.8537
S1 0.8431 0.8431 0.8548 0.8473
S2 0.8293 0.8293 0.8527
S3 0.8071 0.8209 0.8507
S4 0.7849 0.7987 0.8446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8600 0.8378 0.0222 2.6% 0.0073 0.8% 86% True False 203
10 0.8600 0.8322 0.0278 3.2% 0.0058 0.7% 88% True False 115
20 0.8600 0.8252 0.0348 4.1% 0.0050 0.6% 91% True False 81
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 True
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8842
2.618 0.8749
1.618 0.8692
1.000 0.8657
0.618 0.8635
HIGH 0.8600
0.618 0.8578
0.500 0.8572
0.382 0.8565
LOW 0.8543
0.618 0.8508
1.000 0.8486
1.618 0.8451
2.618 0.8394
4.250 0.8301
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 0.8572 0.8551
PP 0.8570 0.8534
S1 0.8569 0.8517

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

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