CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 0.8784 0.8725 -0.0059 -0.7% 0.8872
High 0.8784 0.8775 -0.0009 -0.1% 0.8903
Low 0.8657 0.8711 0.0054 0.6% 0.8657
Close 0.8748 0.8725 -0.0023 -0.3% 0.8725
Range 0.0127 0.0064 -0.0063 -49.6% 0.0246
ATR 0.0108 0.0105 -0.0003 -2.9% 0.0000
Volume 2,185 2,198 13 0.6% 8,114
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8929 0.8891 0.8760
R3 0.8865 0.8827 0.8743
R2 0.8801 0.8801 0.8737
R1 0.8763 0.8763 0.8731 0.8757
PP 0.8737 0.8737 0.8737 0.8734
S1 0.8699 0.8699 0.8719 0.8693
S2 0.8673 0.8673 0.8713
S3 0.8609 0.8635 0.8707
S4 0.8545 0.8571 0.8690
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9500 0.9358 0.8860
R3 0.9254 0.9112 0.8793
R2 0.9008 0.9008 0.8770
R1 0.8866 0.8866 0.8748 0.8814
PP 0.8762 0.8762 0.8762 0.8736
S1 0.8620 0.8620 0.8702 0.8568
S2 0.8516 0.8516 0.8680
S3 0.8270 0.8374 0.8657
S4 0.8024 0.8128 0.8590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8903 0.8657 0.0246 2.8% 0.0097 1.1% 28% False False 1,622
10 0.9089 0.8572 0.0517 5.9% 0.0129 1.5% 30% False False 1,254
20 0.9089 0.8485 0.0604 6.9% 0.0106 1.2% 40% False False 784
40 0.9089 0.8252 0.0837 9.6% 0.0078 0.9% 57% False False 433
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9047
2.618 0.8943
1.618 0.8879
1.000 0.8839
0.618 0.8815
HIGH 0.8775
0.618 0.8751
0.500 0.8743
0.382 0.8735
LOW 0.8711
0.618 0.8671
1.000 0.8647
1.618 0.8607
2.618 0.8543
4.250 0.8439
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 0.8743 0.8771
PP 0.8737 0.8755
S1 0.8731 0.8740

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

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