CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 0.8535 0.8589 0.0054 0.6% 0.8380
High 0.8582 0.8635 0.0053 0.6% 0.8600
Low 0.8520 0.8558 0.0038 0.4% 0.8378
Close 0.8563 0.8581 0.0018 0.2% 0.8568
Range 0.0062 0.0077 0.0015 24.2% 0.0222
ATR 0.0057 0.0058 0.0001 2.6% 0.0000
Volume 325 94 -231 -71.1% 1,018
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8822 0.8779 0.8623
R3 0.8745 0.8702 0.8602
R2 0.8668 0.8668 0.8595
R1 0.8625 0.8625 0.8588 0.8608
PP 0.8591 0.8591 0.8591 0.8583
S1 0.8548 0.8548 0.8574 0.8531
S2 0.8514 0.8514 0.8567
S3 0.8437 0.8471 0.8560
S4 0.8360 0.8394 0.8539
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 0.8635 0.8433 0.0202 2.4% 0.0085 1.0% 73% True False 332
10 0.8635 0.8322 0.0313 3.6% 0.0070 0.8% 83% True False 198
20 0.8635 0.8252 0.0383 4.5% 0.0055 0.6% 86% True False 120
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8962
2.618 0.8837
1.618 0.8760
1.000 0.8712
0.618 0.8683
HIGH 0.8635
0.618 0.8606
0.500 0.8597
0.382 0.8587
LOW 0.8558
0.618 0.8510
1.000 0.8481
1.618 0.8433
2.618 0.8356
4.250 0.8231
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 0.8597 0.8580
PP 0.8591 0.8579
S1 0.8586 0.8578

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

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