CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 0.8830 0.8884 0.0054 0.6% 0.8596
High 0.8884 0.8884 0.0000 0.0% 0.9089
Low 0.8808 0.8786 -0.0022 -0.2% 0.8572
Close 0.8867 0.8817 -0.0050 -0.6% 0.8903
Range 0.0076 0.0098 0.0022 28.9% 0.0517
ATR 0.0104 0.0104 0.0000 -0.4% 0.0000
Volume 897 499 -398 -44.4% 4,431
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9123 0.9068 0.8871
R3 0.9025 0.8970 0.8844
R2 0.8927 0.8927 0.8835
R1 0.8872 0.8872 0.8826 0.8851
PP 0.8829 0.8829 0.8829 0.8818
S1 0.8774 0.8774 0.8808 0.8753
S2 0.8731 0.8731 0.8799
S3 0.8633 0.8676 0.8790
S4 0.8535 0.8578 0.8763
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 0.8706 0.0383 4.3% 0.0182 2.1% 29% False False 1,400
10 0.9089 0.8489 0.0600 6.8% 0.0133 1.5% 55% False False 893
20 0.9089 0.8433 0.0656 7.4% 0.0107 1.2% 59% False False 603
40 0.9089 0.8252 0.0837 9.5% 0.0075 0.8% 68% False False 451
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9301
2.618 0.9141
1.618 0.9043
1.000 0.8982
0.618 0.8945
HIGH 0.8884
0.618 0.8847
0.500 0.8835
0.382 0.8823
LOW 0.8786
0.618 0.8725
1.000 0.8688
1.618 0.8627
2.618 0.8529
4.250 0.8370
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 0.8835 0.8844
PP 0.8829 0.8835
S1 0.8823 0.8826

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

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