CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 0.8872 0.8830 -0.0042 -0.5% 0.8596
High 0.8903 0.8884 -0.0019 -0.2% 0.9089
Low 0.8785 0.8808 0.0023 0.3% 0.8572
Close 0.8834 0.8867 0.0033 0.4% 0.8903
Range 0.0118 0.0076 -0.0042 -35.6% 0.0517
ATR 0.0107 0.0104 -0.0002 -2.1% 0.0000
Volume 2,335 897 -1,438 -61.6% 4,431
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9081 0.9050 0.8909
R3 0.9005 0.8974 0.8888
R2 0.8929 0.8929 0.8881
R1 0.8898 0.8898 0.8874 0.8914
PP 0.8853 0.8853 0.8853 0.8861
S1 0.8822 0.8822 0.8860 0.8838
S2 0.8777 0.8777 0.8853
S3 0.8701 0.8746 0.8846
S4 0.8625 0.8670 0.8825
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.0406 1.0171 0.9187
R3 0.9889 0.9654 0.9045
R2 0.9372 0.9372 0.8998
R1 0.9137 0.9137 0.8950 0.9255
PP 0.8855 0.8855 0.8855 0.8913
S1 0.8620 0.8620 0.8856 0.8738
S2 0.8338 0.8338 0.8808
S3 0.7821 0.8103 0.8761
S4 0.7304 0.7586 0.8619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9089 0.8637 0.0452 5.1% 0.0177 2.0% 51% False False 1,370
10 0.9089 0.8485 0.0604 6.8% 0.0129 1.5% 63% False False 896
20 0.9089 0.8433 0.0656 7.4% 0.0105 1.2% 66% False False 585
40 0.9089 0.8252 0.0837 9.4% 0.0073 0.8% 73% False False 439
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9207
2.618 0.9083
1.618 0.9007
1.000 0.8960
0.618 0.8931
HIGH 0.8884
0.618 0.8855
0.500 0.8846
0.382 0.8837
LOW 0.8808
0.618 0.8761
1.000 0.8732
1.618 0.8685
2.618 0.8609
4.250 0.8485
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 0.8860 0.8937
PP 0.8853 0.8914
S1 0.8846 0.8890

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

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