CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 0.8620 0.8596 -0.0024 -0.3% 0.8640
High 0.8687 0.8620 -0.0067 -0.8% 0.8687
Low 0.8569 0.8572 0.0003 0.0% 0.8485
Close 0.8588 0.8582 -0.0006 -0.1% 0.8588
Range 0.0118 0.0048 -0.0070 -59.3% 0.0202
ATR 0.0073 0.0071 -0.0002 -2.4% 0.0000
Volume 482 619 137 28.4% 1,767
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8735 0.8707 0.8608
R3 0.8687 0.8659 0.8595
R2 0.8639 0.8639 0.8591
R1 0.8611 0.8611 0.8586 0.8601
PP 0.8591 0.8591 0.8591 0.8587
S1 0.8563 0.8563 0.8578 0.8553
S2 0.8543 0.8543 0.8573
S3 0.8495 0.8515 0.8569
S4 0.8447 0.8467 0.8556
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% 0.0082 1.0% 48% False False 453
10 0.8687 0.8485 0.0202 2.4% 0.0081 0.9% 48% False False 327
20 0.8687 0.8322 0.0365 4.3% 0.0073 0.8% 71% False False 245
40 0.8687 0.8235 0.0452 5.3% 0.0052 0.6% 77% False False 267
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8824
2.618 0.8746
1.618 0.8698
1.000 0.8668
0.618 0.8650
HIGH 0.8620
0.618 0.8602
0.500 0.8596
0.382 0.8590
LOW 0.8572
0.618 0.8542
1.000 0.8524
1.618 0.8494
2.618 0.8446
4.250 0.8368
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 0.8596 0.8588
PP 0.8591 0.8586
S1 0.8587 0.8584

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

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