CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 0.8725 0.8708 -0.0017 -0.2% 0.8872
High 0.8775 0.8750 -0.0025 -0.3% 0.8903
Low 0.8711 0.8685 -0.0026 -0.3% 0.8657
Close 0.8725 0.8732 0.0007 0.1% 0.8725
Range 0.0064 0.0065 0.0001 1.6% 0.0246
ATR 0.0105 0.0102 -0.0003 -2.7% 0.0000
Volume 2,198 695 -1,503 -68.4% 8,114
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8917 0.8890 0.8768
R3 0.8852 0.8825 0.8750
R2 0.8787 0.8787 0.8744
R1 0.8760 0.8760 0.8738 0.8774
PP 0.8722 0.8722 0.8722 0.8729
S1 0.8695 0.8695 0.8726 0.8709
S2 0.8657 0.8657 0.8720
S3 0.8592 0.8630 0.8714
S4 0.8527 0.8565 0.8696
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 0.8884 0.8657 0.0227 2.6% 0.0086 1.0% 33% False False 1,294
10 0.9089 0.8575 0.0514 5.9% 0.0130 1.5% 31% False False 1,262
20 0.9089 0.8485 0.0604 6.9% 0.0106 1.2% 41% False False 794
40 0.9089 0.8252 0.0837 9.6% 0.0079 0.9% 57% False False 450
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9026
2.618 0.8920
1.618 0.8855
1.000 0.8815
0.618 0.8790
HIGH 0.8750
0.618 0.8725
0.500 0.8718
0.382 0.8710
LOW 0.8685
0.618 0.8645
1.000 0.8620
1.618 0.8580
2.618 0.8515
4.250 0.8409
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 0.8727 0.8728
PP 0.8722 0.8724
S1 0.8718 0.8721

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

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