CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 0.8600 0.8617 0.0017 0.2% 0.8380
High 0.8600 0.8617 0.0017 0.2% 0.8600
Low 0.8543 0.8538 -0.0005 -0.1% 0.8378
Close 0.8568 0.8565 -0.0003 0.0% 0.8568
Range 0.0057 0.0079 0.0022 38.6% 0.0222
ATR 0.0054 0.0056 0.0002 3.2% 0.0000
Volume 608 492 -116 -19.1% 1,018
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8810 0.8767 0.8608
R3 0.8731 0.8688 0.8587
R2 0.8652 0.8652 0.8579
R1 0.8609 0.8609 0.8572 0.8591
PP 0.8573 0.8573 0.8573 0.8565
S1 0.8530 0.8530 0.8558 0.8512
S2 0.8494 0.8494 0.8551
S3 0.8415 0.8451 0.8543
S4 0.8336 0.8372 0.8522
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 0.8617 0.8420 0.0197 2.3% 0.0078 0.9% 74% True False 291
10 0.8617 0.8322 0.0295 3.4% 0.0064 0.8% 82% True False 163
20 0.8617 0.8252 0.0365 4.3% 0.0052 0.6% 86% True False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8953
2.618 0.8824
1.618 0.8745
1.000 0.8696
0.618 0.8666
HIGH 0.8617
0.618 0.8587
0.500 0.8578
0.382 0.8568
LOW 0.8538
0.618 0.8489
1.000 0.8459
1.618 0.8410
2.618 0.8331
4.250 0.8202
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 0.8578 0.8552
PP 0.8573 0.8538
S1 0.8569 0.8525

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

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