CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 0.8659 0.8623 -0.0036 -0.4% 0.8484
High 0.8659 0.8623 -0.0036 -0.4% 0.8657
Low 0.8655 0.8623 -0.0032 -0.4% 0.8484
Close 0.8670 0.8628 -0.0042 -0.5% 0.8657
Range 0.0004 0.0000 -0.0004 -100.0% 0.0173
ATR 0.0024 0.0026 0.0002 6.6% 0.0000
Volume 1 97 96 9,600.0% 28
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8625 0.8626 0.8628
R3 0.8625 0.8626 0.8628
R2 0.8625 0.8625 0.8628
R1 0.8626 0.8626 0.8628 0.8626
PP 0.8625 0.8625 0.8625 0.8624
S1 0.8626 0.8626 0.8628 0.8626
S2 0.8625 0.8625 0.8628
S3 0.8625 0.8626 0.8628
S4 0.8625 0.8626 0.8628
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.9118 0.9061 0.8752
R3 0.8945 0.8888 0.8705
R2 0.8772 0.8772 0.8689
R1 0.8715 0.8715 0.8673 0.8744
PP 0.8599 0.8599 0.8599 0.8614
S1 0.8542 0.8542 0.8641 0.8571
S2 0.8426 0.8426 0.8625
S3 0.8253 0.8369 0.8609
S4 0.8080 0.8196 0.8562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8694 0.8623 0.0071 0.8% 0.0001 0.0% 7% False True 20
10 0.8694 0.8484 0.0210 2.4% 0.0001 0.0% 69% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8623
2.618 0.8623
1.618 0.8623
1.000 0.8623
0.618 0.8623
HIGH 0.8623
0.618 0.8623
0.500 0.8623
0.382 0.8623
LOW 0.8623
0.618 0.8623
1.000 0.8623
1.618 0.8623
2.618 0.8623
4.250 0.8623
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 0.8626 0.8641
PP 0.8625 0.8637
S1 0.8623 0.8632

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

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