CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 0.8460 0.8401 -0.0059 -0.7% 0.8488
High 0.8465 0.8507 0.0042 0.5% 0.8555
Low 0.8386 0.8389 0.0003 0.0% 0.8420
Close 0.8397 0.8495 0.0098 1.2% 0.8492
Range 0.0079 0.0118 0.0039 49.4% 0.0135
ATR 0.0079 0.0082 0.0003 3.5% 0.0000
Volume 138,145 221,994 83,849 60.7% 760,767
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8818 0.8774 0.8560
R3 0.8700 0.8656 0.8527
R2 0.8582 0.8582 0.8517
R1 0.8538 0.8538 0.8506 0.8560
PP 0.8464 0.8464 0.8464 0.8475
S1 0.8420 0.8420 0.8484 0.8442
S2 0.8346 0.8346 0.8473
S3 0.8228 0.8302 0.8463
S4 0.8110 0.8184 0.8430
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8894 0.8828 0.8566
R3 0.8759 0.8693 0.8529
R2 0.8624 0.8624 0.8517
R1 0.8558 0.8558 0.8504 0.8591
PP 0.8489 0.8489 0.8489 0.8506
S1 0.8423 0.8423 0.8480 0.8456
S2 0.8354 0.8354 0.8467
S3 0.8219 0.8288 0.8455
S4 0.8084 0.8153 0.8418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8580 0.8386 0.0194 2.3% 0.0102 1.2% 56% False False 154,543
10 0.8580 0.8386 0.0194 2.3% 0.0092 1.1% 56% False False 160,366
20 0.8580 0.8222 0.0358 4.2% 0.0082 1.0% 76% False False 151,084
40 0.8580 0.8140 0.0440 5.2% 0.0067 0.8% 81% False False 126,837
60 0.8580 0.8140 0.0440 5.2% 0.0058 0.7% 81% False False 89,528
80 0.8665 0.8140 0.0525 6.2% 0.0053 0.6% 68% False False 67,173
100 0.8779 0.8140 0.0639 7.5% 0.0053 0.6% 56% False False 53,779
120 0.8885 0.8140 0.0745 8.8% 0.0050 0.6% 48% False False 44,821
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9009
2.618 0.8816
1.618 0.8698
1.000 0.8625
0.618 0.8580
HIGH 0.8507
0.618 0.8462
0.500 0.8448
0.382 0.8434
LOW 0.8389
0.618 0.8316
1.000 0.8271
1.618 0.8198
2.618 0.8080
4.250 0.7888
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 0.8479 0.8481
PP 0.8464 0.8468
S1 0.8448 0.8454

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

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