CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 0.8560 0.8552 -0.0008 -0.1% 0.8617
High 0.8612 0.8552 -0.0060 -0.7% 0.8635
Low 0.8545 0.8485 -0.0060 -0.7% 0.8520
Close 0.8570 0.8491 -0.0079 -0.9% 0.8586
Range 0.0067 0.0067 0.0000 0.0% 0.0115
ATR 0.0065 0.0066 0.0001 2.2% 0.0000
Volume 348 523 175 50.3% 1,380
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8710 0.8668 0.8528
R3 0.8643 0.8601 0.8509
R2 0.8576 0.8576 0.8503
R1 0.8534 0.8534 0.8497 0.8522
PP 0.8509 0.8509 0.8509 0.8503
S1 0.8467 0.8467 0.8485 0.8455
S2 0.8442 0.8442 0.8479
S3 0.8375 0.8400 0.8473
S4 0.8308 0.8333 0.8454
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8925 0.8871 0.8649
R3 0.8810 0.8756 0.8618
R2 0.8695 0.8695 0.8607
R1 0.8641 0.8641 0.8597 0.8611
PP 0.8580 0.8580 0.8580 0.8565
S1 0.8526 0.8526 0.8575 0.8496
S2 0.8465 0.8465 0.8565
S3 0.8350 0.8411 0.8554
S4 0.8235 0.8296 0.8523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8670 0.8485 0.0185 2.2% 0.0078 0.9% 3% False True 292
10 0.8670 0.8433 0.0237 2.8% 0.0082 1.0% 24% False False 312
20 0.8670 0.8322 0.0348 4.1% 0.0062 0.7% 49% False False 182
40 0.8670 0.8235 0.0435 5.1% 0.0048 0.6% 59% False False 235
Crabel Price Patterns
NR False
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 0.0011
Fibonacci Retracements and Extensions
4.250 0.8837
2.618 0.8727
1.618 0.8660
1.000 0.8619
0.618 0.8593
HIGH 0.8552
0.618 0.8526
0.500 0.8519
0.382 0.8511
LOW 0.8485
0.618 0.8444
1.000 0.8418
1.618 0.8377
2.618 0.8310
4.250 0.8200
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 0.8519 0.8578
PP 0.8509 0.8549
S1 0.8500 0.8520

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

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