CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 0.8700 0.8674 -0.0026 -0.3% 0.8654
High 0.8721 0.8850 0.0129 1.5% 0.8850
Low 0.8664 0.8654 -0.0010 -0.1% 0.8601
Close 0.8685 0.8835 0.0150 1.7% 0.8835
Range 0.0057 0.0196 0.0139 243.9% 0.0249
ATR 0.0107 0.0113 0.0006 6.0% 0.0000
Volume 121,675 224,840 103,165 84.8% 647,416
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9368 0.9297 0.8943
R3 0.9172 0.9101 0.8889
R2 0.8976 0.8976 0.8871
R1 0.8905 0.8905 0.8853 0.8941
PP 0.8780 0.8780 0.8780 0.8797
S1 0.8709 0.8709 0.8817 0.8745
S2 0.8584 0.8584 0.8799
S3 0.8388 0.8513 0.8781
S4 0.8192 0.8317 0.8727
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9509 0.9421 0.8972
R3 0.9260 0.9172 0.8903
R2 0.9011 0.9011 0.8881
R1 0.8923 0.8923 0.8858 0.8967
PP 0.8762 0.8762 0.8762 0.8784
S1 0.8674 0.8674 0.8812 0.8718
S2 0.8513 0.8513 0.8789
S3 0.8264 0.8425 0.8767
S4 0.8015 0.8176 0.8698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8850 0.8594 0.0256 2.9% 0.0106 1.2% 94% True False 156,502
10 0.8850 0.8588 0.0262 3.0% 0.0104 1.2% 94% True False 137,879
20 0.8995 0.8462 0.0533 6.0% 0.0124 1.4% 70% False False 168,969
40 0.8995 0.8222 0.0773 8.7% 0.0103 1.2% 79% False False 160,026
60 0.8995 0.8140 0.0855 9.7% 0.0086 1.0% 81% False False 140,881
80 0.8995 0.8140 0.0855 9.7% 0.0075 0.8% 81% False False 109,388
100 0.8995 0.8140 0.0855 9.7% 0.0067 0.8% 81% False False 87,532
120 0.8995 0.8140 0.0855 9.7% 0.0065 0.7% 81% False False 72,977
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 0.0021
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9683
2.618 0.9363
1.618 0.9167
1.000 0.9046
0.618 0.8971
HIGH 0.8850
0.618 0.8775
0.500 0.8752
0.382 0.8729
LOW 0.8654
0.618 0.8533
1.000 0.8458
1.618 0.8337
2.618 0.8141
4.250 0.7821
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 0.8807 0.8799
PP 0.8780 0.8762
S1 0.8752 0.8726

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

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