CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 0.8596 0.8620 0.0024 0.3% 0.8640
High 0.8620 0.8639 0.0019 0.2% 0.8687
Low 0.8572 0.8575 0.0003 0.0% 0.8485
Close 0.8582 0.8623 0.0041 0.5% 0.8588
Range 0.0048 0.0064 0.0016 33.3% 0.0202
ATR 0.0071 0.0071 -0.0001 -0.7% 0.0000
Volume 619 194 -425 -68.7% 1,767
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8804 0.8778 0.8658
R3 0.8740 0.8714 0.8641
R2 0.8676 0.8676 0.8635
R1 0.8650 0.8650 0.8629 0.8663
PP 0.8612 0.8612 0.8612 0.8619
S1 0.8586 0.8586 0.8617 0.8599
S2 0.8548 0.8548 0.8611
S3 0.8484 0.8522 0.8605
S4 0.8420 0.8458 0.8588
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 2.3% 0.0082 0.9% 68% False False 422
10 0.8687 0.8485 0.0202 2.3% 0.0081 0.9% 68% False False 314
20 0.8687 0.8322 0.0365 4.2% 0.0074 0.9% 82% False False 254
40 0.8687 0.8235 0.0452 5.2% 0.0054 0.6% 86% False False 272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8911
2.618 0.8807
1.618 0.8743
1.000 0.8703
0.618 0.8679
HIGH 0.8639
0.618 0.8615
0.500 0.8607
0.382 0.8599
LOW 0.8575
0.618 0.8535
1.000 0.8511
1.618 0.8471
2.618 0.8407
4.250 0.8303
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 0.8618 0.8628
PP 0.8612 0.8626
S1 0.8607 0.8625

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

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