CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 0.8617 0.8535 -0.0082 -1.0% 0.8380
High 0.8617 0.8582 -0.0035 -0.4% 0.8600
Low 0.8538 0.8520 -0.0018 -0.2% 0.8378
Close 0.8565 0.8563 -0.0002 0.0% 0.8568
Range 0.0079 0.0062 -0.0017 -21.5% 0.0222
ATR 0.0056 0.0057 0.0000 0.7% 0.0000
Volume 492 325 -167 -33.9% 1,018
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8741 0.8714 0.8597
R3 0.8679 0.8652 0.8580
R2 0.8617 0.8617 0.8574
R1 0.8590 0.8590 0.8569 0.8604
PP 0.8555 0.8555 0.8555 0.8562
S1 0.8528 0.8528 0.8557 0.8542
S2 0.8493 0.8493 0.8552
S3 0.8431 0.8466 0.8546
S4 0.8369 0.8404 0.8529
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 0.8433 0.0184 2.1% 0.0079 0.9% 71% False False 345
10 0.8617 0.8322 0.0295 3.4% 0.0066 0.8% 82% False False 195
20 0.8617 0.8252 0.0365 4.3% 0.0052 0.6% 85% False False 120
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 False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8846
2.618 0.8744
1.618 0.8682
1.000 0.8644
0.618 0.8620
HIGH 0.8582
0.618 0.8558
0.500 0.8551
0.382 0.8544
LOW 0.8520
0.618 0.8482
1.000 0.8458
1.618 0.8420
2.618 0.8358
4.250 0.8257
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 0.8559 0.8569
PP 0.8555 0.8567
S1 0.8551 0.8565

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

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