CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 0.8868 0.8735 -0.0133 -1.5% 0.8872
High 0.8900 0.8796 -0.0104 -1.2% 0.8903
Low 0.8730 0.8735 0.0005 0.1% 0.8657
Close 0.8783 0.8761 -0.0022 -0.3% 0.8725
Range 0.0170 0.0061 -0.0109 -64.1% 0.0246
ATR 0.0109 0.0106 -0.0003 -3.2% 0.0000
Volume 1,522 662 -860 -56.5% 8,114
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8947 0.8915 0.8795
R3 0.8886 0.8854 0.8778
R2 0.8825 0.8825 0.8772
R1 0.8793 0.8793 0.8767 0.8809
PP 0.8764 0.8764 0.8764 0.8772
S1 0.8732 0.8732 0.8755 0.8748
S2 0.8703 0.8703 0.8750
S3 0.8642 0.8671 0.8744
S4 0.8581 0.8610 0.8727
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 0.8685 0.0215 2.5% 0.0095 1.1% 35% False False 1,148
10 0.9089 0.8657 0.0432 4.9% 0.0115 1.3% 24% False False 1,447
20 0.9089 0.8485 0.0604 6.9% 0.0114 1.3% 46% False False 907
40 0.9089 0.8252 0.0837 9.6% 0.0084 1.0% 61% False False 516
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 0.0016
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9055
2.618 0.8956
1.618 0.8895
1.000 0.8857
0.618 0.8834
HIGH 0.8796
0.618 0.8773
0.500 0.8766
0.382 0.8758
LOW 0.8735
0.618 0.8697
1.000 0.8674
1.618 0.8636
2.618 0.8575
4.250 0.8476
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 0.8766 0.8815
PP 0.8764 0.8797
S1 0.8763 0.8779

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

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