CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 0.8525 0.8640 0.0115 1.3% 0.8617
High 0.8607 0.8670 0.0063 0.7% 0.8635
Low 0.8525 0.8539 0.0014 0.2% 0.8520
Close 0.8586 0.8584 -0.0002 0.0% 0.8586
Range 0.0082 0.0131 0.0049 59.8% 0.0115
ATR 0.0060 0.0065 0.0005 8.5% 0.0000
Volume 292 120 -172 -58.9% 1,380
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8991 0.8918 0.8656
R3 0.8860 0.8787 0.8620
R2 0.8729 0.8729 0.8608
R1 0.8656 0.8656 0.8596 0.8627
PP 0.8598 0.8598 0.8598 0.8583
S1 0.8525 0.8525 0.8572 0.8496
S2 0.8467 0.8467 0.8560
S3 0.8336 0.8394 0.8548
S4 0.8205 0.8263 0.8512
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 0.8670 0.8520 0.0150 1.7% 0.0079 0.9% 43% True False 201
10 0.8670 0.8420 0.0250 2.9% 0.0079 0.9% 66% True False 246
20 0.8670 0.8275 0.0395 4.6% 0.0063 0.7% 78% True False 145
40 0.8670 0.8235 0.0435 5.1% 0.0046 0.5% 80% True False 295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9227
2.618 0.9013
1.618 0.8882
1.000 0.8801
0.618 0.8751
HIGH 0.8670
0.618 0.8620
0.500 0.8605
0.382 0.8589
LOW 0.8539
0.618 0.8458
1.000 0.8408
1.618 0.8327
2.618 0.8196
4.250 0.7982
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 0.8605 0.8598
PP 0.8598 0.8593
S1 0.8591 0.8589

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

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