CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 0.8620 0.8648 0.0028 0.3% 0.8640
High 0.8639 0.8710 0.0071 0.8% 0.8687
Low 0.8575 0.8637 0.0062 0.7% 0.8485
Close 0.8623 0.8684 0.0061 0.7% 0.8588
Range 0.0064 0.0073 0.0009 14.1% 0.0202
ATR 0.0071 0.0072 0.0001 1.6% 0.0000
Volume 194 347 153 78.9% 1,767
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8896 0.8863 0.8724
R3 0.8823 0.8790 0.8704
R2 0.8750 0.8750 0.8697
R1 0.8717 0.8717 0.8691 0.8734
PP 0.8677 0.8677 0.8677 0.8685
S1 0.8644 0.8644 0.8677 0.8661
S2 0.8604 0.8604 0.8671
S3 0.8531 0.8571 0.8664
S4 0.8458 0.8498 0.8644
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 0.8710 0.8489 0.0221 2.5% 0.0083 1.0% 88% True False 387
10 0.8710 0.8485 0.0225 2.6% 0.0081 0.9% 88% True False 339
20 0.8710 0.8322 0.0388 4.5% 0.0075 0.9% 93% True False 268
40 0.8710 0.8235 0.0475 5.5% 0.0055 0.6% 95% True False 280
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9020
2.618 0.8901
1.618 0.8828
1.000 0.8783
0.618 0.8755
HIGH 0.8710
0.618 0.8682
0.500 0.8674
0.382 0.8665
LOW 0.8637
0.618 0.8592
1.000 0.8564
1.618 0.8519
2.618 0.8446
4.250 0.8327
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 0.8681 0.8670
PP 0.8677 0.8655
S1 0.8674 0.8641

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

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