CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 0.8640 0.8560 -0.0080 -0.9% 0.8617
High 0.8670 0.8612 -0.0058 -0.7% 0.8635
Low 0.8539 0.8545 0.0006 0.1% 0.8520
Close 0.8584 0.8570 -0.0014 -0.2% 0.8586
Range 0.0131 0.0067 -0.0064 -48.9% 0.0115
ATR 0.0065 0.0065 0.0000 0.3% 0.0000
Volume 120 348 228 190.0% 1,380
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8777 0.8740 0.8607
R3 0.8710 0.8673 0.8588
R2 0.8643 0.8643 0.8582
R1 0.8606 0.8606 0.8576 0.8625
PP 0.8576 0.8576 0.8576 0.8585
S1 0.8539 0.8539 0.8564 0.8558
S2 0.8509 0.8509 0.8558
S3 0.8442 0.8472 0.8552
S4 0.8375 0.8405 0.8533
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 0.8525 0.0145 1.7% 0.0080 0.9% 31% False False 206
10 0.8670 0.8433 0.0237 2.8% 0.0080 0.9% 58% False False 275
20 0.8670 0.8322 0.0348 4.1% 0.0062 0.7% 71% False False 162
40 0.8670 0.8235 0.0435 5.1% 0.0047 0.5% 77% False False 303
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8897
2.618 0.8787
1.618 0.8720
1.000 0.8679
0.618 0.8653
HIGH 0.8612
0.618 0.8586
0.500 0.8579
0.382 0.8571
LOW 0.8545
0.618 0.8504
1.000 0.8478
1.618 0.8437
2.618 0.8370
4.250 0.8260
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 0.8579 0.8598
PP 0.8576 0.8588
S1 0.8573 0.8579

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

View Archives - Comment on this page... - Back to Index of Symbols