CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 0.8268 0.8301 0.0033 0.4% 0.8260
High 0.8295 0.8360 0.0065 0.8% 0.8356
Low 0.8268 0.8301 0.0033 0.4% 0.8245
Close 0.8292 0.8347 0.0055 0.7% 0.8292
Range 0.0027 0.0059 0.0032 118.5% 0.0111
ATR 0.0036 0.0038 0.0002 6.4% 0.0000
Volume 23 31 8 34.8% 5,157
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8513 0.8489 0.8379
R3 0.8454 0.8430 0.8363
R2 0.8395 0.8395 0.8358
R1 0.8371 0.8371 0.8352 0.8383
PP 0.8336 0.8336 0.8336 0.8342
S1 0.8312 0.8312 0.8342 0.8324
S2 0.8277 0.8277 0.8336
S3 0.8218 0.8253 0.8331
S4 0.8159 0.8194 0.8315
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8631 0.8572 0.8353
R3 0.8520 0.8461 0.8323
R2 0.8409 0.8409 0.8312
R1 0.8350 0.8350 0.8302 0.8380
PP 0.8298 0.8298 0.8298 0.8312
S1 0.8239 0.8239 0.8282 0.8269
S2 0.8187 0.8187 0.8272
S3 0.8076 0.8128 0.8261
S4 0.7965 0.8017 0.8231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8360 0.8268 0.0092 1.1% 0.0038 0.5% 86% True False 1,035
10 0.8360 0.8235 0.0125 1.5% 0.0029 0.3% 90% True False 534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8611
2.618 0.8514
1.618 0.8455
1.000 0.8419
0.618 0.8396
HIGH 0.8360
0.618 0.8337
0.500 0.8331
0.382 0.8324
LOW 0.8301
0.618 0.8265
1.000 0.8242
1.618 0.8206
2.618 0.8147
4.250 0.8050
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 0.8342 0.8336
PP 0.8336 0.8325
S1 0.8331 0.8314

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

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