CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 0.8562 0.8525 -0.0037 -0.4% 0.8617
High 0.8569 0.8607 0.0038 0.4% 0.8635
Low 0.8525 0.8525 0.0000 0.0% 0.8520
Close 0.8539 0.8586 0.0047 0.6% 0.8586
Range 0.0044 0.0082 0.0038 86.4% 0.0115
ATR 0.0058 0.0060 0.0002 3.0% 0.0000
Volume 177 292 115 65.0% 1,380
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8819 0.8784 0.8631
R3 0.8737 0.8702 0.8609
R2 0.8655 0.8655 0.8601
R1 0.8620 0.8620 0.8594 0.8638
PP 0.8573 0.8573 0.8573 0.8581
S1 0.8538 0.8538 0.8578 0.8556
S2 0.8491 0.8491 0.8571
S3 0.8409 0.8456 0.8563
S4 0.8327 0.8374 0.8541
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8925 0.8871 0.8649
R3 0.8810 0.8756 0.8618
R2 0.8695 0.8695 0.8607
R1 0.8641 0.8641 0.8597 0.8611
PP 0.8580 0.8580 0.8580 0.8565
S1 0.8526 0.8526 0.8575 0.8496
S2 0.8465 0.8465 0.8565
S3 0.8350 0.8411 0.8554
S4 0.8235 0.8296 0.8523
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% 0.0069 0.8% 57% False False 276
10 0.8635 0.8378 0.0257 3.0% 0.0071 0.8% 81% False False 239
20 0.8635 0.8252 0.0383 4.5% 0.0058 0.7% 87% False False 140
40 0.8635 0.8235 0.0400 4.7% 0.0043 0.5% 88% False False 292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8956
2.618 0.8822
1.618 0.8740
1.000 0.8689
0.618 0.8658
HIGH 0.8607
0.618 0.8576
0.500 0.8566
0.382 0.8556
LOW 0.8525
0.618 0.8474
1.000 0.8443
1.618 0.8392
2.618 0.8310
4.250 0.8177
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 0.8579 0.8584
PP 0.8573 0.8582
S1 0.8566 0.8580

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

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