CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 0.8648 0.8730 0.0082 0.9% 0.8640
High 0.8710 0.9066 0.0356 4.1% 0.8687
Low 0.8637 0.8706 0.0069 0.8% 0.8485
Close 0.8684 0.8974 0.0290 3.3% 0.8588
Range 0.0073 0.0360 0.0287 393.2% 0.0202
ATR 0.0072 0.0094 0.0022 30.8% 0.0000
Volume 347 454 107 30.8% 1,767
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9995 0.9845 0.9172
R3 0.9635 0.9485 0.9073
R2 0.9275 0.9275 0.9040
R1 0.9125 0.9125 0.9007 0.9200
PP 0.8915 0.8915 0.8915 0.8953
S1 0.8765 0.8765 0.8941 0.8840
S2 0.8555 0.8555 0.8908
S3 0.8195 0.8405 0.8875
S4 0.7835 0.8045 0.8776
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9193 0.9092 0.8699
R3 0.8991 0.8890 0.8644
R2 0.8789 0.8789 0.8625
R1 0.8688 0.8688 0.8607 0.8638
PP 0.8587 0.8587 0.8587 0.8561
S1 0.8486 0.8486 0.8569 0.8436
S2 0.8385 0.8385 0.8551
S3 0.8183 0.8284 0.8532
S4 0.7981 0.8082 0.8477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9066 0.8569 0.0497 5.5% 0.0133 1.5% 81% True False 419
10 0.9066 0.8485 0.0581 6.5% 0.0112 1.2% 84% True False 367
20 0.9066 0.8322 0.0744 8.3% 0.0092 1.0% 88% True False 289
40 0.9066 0.8235 0.0831 9.3% 0.0064 0.7% 89% True False 291
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 0.0017
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.0596
2.618 1.0008
1.618 0.9648
1.000 0.9426
0.618 0.9288
HIGH 0.9066
0.618 0.8928
0.500 0.8886
0.382 0.8844
LOW 0.8706
0.618 0.8484
1.000 0.8346
1.618 0.8124
2.618 0.7764
4.250 0.7176
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 0.8945 0.8923
PP 0.8915 0.8872
S1 0.8886 0.8821

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

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