CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 0.8589 0.8562 -0.0027 -0.3% 0.8380
High 0.8635 0.8569 -0.0066 -0.8% 0.8600
Low 0.8558 0.8525 -0.0033 -0.4% 0.8378
Close 0.8581 0.8539 -0.0042 -0.5% 0.8568
Range 0.0077 0.0044 -0.0033 -42.9% 0.0222
ATR 0.0058 0.0058 0.0000 -0.3% 0.0000
Volume 94 177 83 88.3% 1,018
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8676 0.8652 0.8563
R3 0.8632 0.8608 0.8551
R2 0.8588 0.8588 0.8547
R1 0.8564 0.8564 0.8543 0.8554
PP 0.8544 0.8544 0.8544 0.8540
S1 0.8520 0.8520 0.8535 0.8510
S2 0.8500 0.8500 0.8531
S3 0.8456 0.8476 0.8527
S4 0.8412 0.8432 0.8515
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 0.8520 0.0115 1.3% 0.0064 0.7% 17% False False 339
10 0.8635 0.8322 0.0313 3.7% 0.0072 0.8% 69% False False 212
20 0.8635 0.8252 0.0383 4.5% 0.0055 0.6% 75% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8756
2.618 0.8684
1.618 0.8640
1.000 0.8613
0.618 0.8596
HIGH 0.8569
0.618 0.8552
0.500 0.8547
0.382 0.8542
LOW 0.8525
0.618 0.8498
1.000 0.8481
1.618 0.8454
2.618 0.8410
4.250 0.8338
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 0.8547 0.8578
PP 0.8544 0.8565
S1 0.8542 0.8552

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

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