CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 0.8489 0.8620 0.0131 1.5% 0.8640
High 0.8600 0.8687 0.0087 1.0% 0.8687
Low 0.8489 0.8569 0.0080 0.9% 0.8485
Close 0.8589 0.8588 -0.0001 0.0% 0.8588
Range 0.0111 0.0118 0.0007 6.3% 0.0202
ATR 0.0070 0.0073 0.0003 5.0% 0.0000
Volume 294 482 188 63.9% 1,767
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8969 0.8896 0.8653
R3 0.8851 0.8778 0.8620
R2 0.8733 0.8733 0.8610
R1 0.8660 0.8660 0.8599 0.8638
PP 0.8615 0.8615 0.8615 0.8603
S1 0.8542 0.8542 0.8577 0.8520
S2 0.8497 0.8497 0.8566
S3 0.8379 0.8424 0.8556
S4 0.8261 0.8306 0.8523
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9193 0.9092 0.8699
R3 0.8991 0.8890 0.8644
R2 0.8789 0.8789 0.8625
R1 0.8688 0.8688 0.8607 0.8638
PP 0.8587 0.8587 0.8587 0.8561
S1 0.8486 0.8486 0.8569 0.8436
S2 0.8385 0.8385 0.8551
S3 0.8183 0.8284 0.8532
S4 0.7981 0.8082 0.8477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8687 0.8485 0.0202 2.4% 0.0099 1.2% 51% True False 353
10 0.8687 0.8485 0.0202 2.4% 0.0084 1.0% 51% True False 314
20 0.8687 0.8322 0.0365 4.3% 0.0071 0.8% 73% True False 214
40 0.8687 0.8235 0.0452 5.3% 0.0052 0.6% 78% True False 252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9189
2.618 0.8996
1.618 0.8878
1.000 0.8805
0.618 0.8760
HIGH 0.8687
0.618 0.8642
0.500 0.8628
0.382 0.8614
LOW 0.8569
0.618 0.8496
1.000 0.8451
1.618 0.8378
2.618 0.8260
4.250 0.8068
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 0.8628 0.8587
PP 0.8615 0.8587
S1 0.8601 0.8586

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

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