CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 0.8775 0.8868 0.0093 1.1% 0.8872
High 0.8873 0.8900 0.0027 0.3% 0.8903
Low 0.8760 0.8730 -0.0030 -0.3% 0.8657
Close 0.8849 0.8783 -0.0066 -0.7% 0.8725
Range 0.0113 0.0170 0.0057 50.4% 0.0246
ATR 0.0105 0.0109 0.0005 4.4% 0.0000
Volume 667 1,522 855 128.2% 8,114
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9314 0.9219 0.8877
R3 0.9144 0.9049 0.8830
R2 0.8974 0.8974 0.8814
R1 0.8879 0.8879 0.8799 0.8842
PP 0.8804 0.8804 0.8804 0.8786
S1 0.8709 0.8709 0.8767 0.8672
S2 0.8634 0.8634 0.8752
S3 0.8464 0.8539 0.8736
S4 0.8294 0.8369 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 0.8900 0.8657 0.0243 2.8% 0.0108 1.2% 52% True False 1,453
10 0.9089 0.8657 0.0432 4.9% 0.0145 1.7% 29% False False 1,426
20 0.9089 0.8485 0.0604 6.9% 0.0113 1.3% 49% False False 883
40 0.9089 0.8252 0.0837 9.5% 0.0084 1.0% 63% False False 501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9623
2.618 0.9345
1.618 0.9175
1.000 0.9070
0.618 0.9005
HIGH 0.8900
0.618 0.8835
0.500 0.8815
0.382 0.8795
LOW 0.8730
0.618 0.8625
1.000 0.8560
1.618 0.8455
2.618 0.8285
4.250 0.8008
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 0.8815 0.8793
PP 0.8804 0.8789
S1 0.8794 0.8786

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

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