CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 0.8708 0.8775 0.0067 0.8% 0.8872
High 0.8750 0.8873 0.0123 1.4% 0.8903
Low 0.8685 0.8760 0.0075 0.9% 0.8657
Close 0.8732 0.8849 0.0117 1.3% 0.8725
Range 0.0065 0.0113 0.0048 73.8% 0.0246
ATR 0.0102 0.0105 0.0003 2.7% 0.0000
Volume 695 667 -28 -4.0% 8,114
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9166 0.9121 0.8911
R3 0.9053 0.9008 0.8880
R2 0.8940 0.8940 0.8870
R1 0.8895 0.8895 0.8859 0.8918
PP 0.8827 0.8827 0.8827 0.8839
S1 0.8782 0.8782 0.8839 0.8805
S2 0.8714 0.8714 0.8828
S3 0.8601 0.8669 0.8818
S4 0.8488 0.8556 0.8787
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% 0.0093 1.1% 85% False False 1,248
10 0.9089 0.8637 0.0452 5.1% 0.0135 1.5% 47% False False 1,309
20 0.9089 0.8485 0.0604 6.8% 0.0108 1.2% 60% False False 811
40 0.9089 0.8252 0.0837 9.5% 0.0080 0.9% 71% False False 465
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9353
2.618 0.9169
1.618 0.9056
1.000 0.8986
0.618 0.8943
HIGH 0.8873
0.618 0.8830
0.500 0.8817
0.382 0.8803
LOW 0.8760
0.618 0.8690
1.000 0.8647
1.618 0.8577
2.618 0.8464
4.250 0.8280
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 0.8838 0.8826
PP 0.8827 0.8802
S1 0.8817 0.8779

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

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