CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 0.8884 0.8784 -0.0100 -1.1% 0.8596
High 0.8884 0.8784 -0.0100 -1.1% 0.9089
Low 0.8786 0.8657 -0.0129 -1.5% 0.8572
Close 0.8817 0.8748 -0.0069 -0.8% 0.8903
Range 0.0098 0.0127 0.0029 29.6% 0.0517
ATR 0.0104 0.0108 0.0004 3.8% 0.0000
Volume 499 2,185 1,686 337.9% 4,431
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9111 0.9056 0.8818
R3 0.8984 0.8929 0.8783
R2 0.8857 0.8857 0.8771
R1 0.8802 0.8802 0.8760 0.8766
PP 0.8730 0.8730 0.8730 0.8712
S1 0.8675 0.8675 0.8736 0.8639
S2 0.8603 0.8603 0.8725
S3 0.8476 0.8548 0.8713
S4 0.8349 0.8421 0.8678
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.0406 1.0171 0.9187
R3 0.9889 0.9654 0.9045
R2 0.9372 0.9372 0.8998
R1 0.9137 0.9137 0.8950 0.9255
PP 0.8855 0.8855 0.8855 0.8913
S1 0.8620 0.8620 0.8856 0.8738
S2 0.8338 0.8338 0.8808
S3 0.7821 0.8103 0.8761
S4 0.7304 0.7586 0.8619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9089 0.8657 0.0432 4.9% 0.0136 1.6% 21% False True 1,746
10 0.9089 0.8569 0.0520 5.9% 0.0134 1.5% 34% False False 1,082
20 0.9089 0.8485 0.0604 6.9% 0.0106 1.2% 44% False False 705
40 0.9089 0.8252 0.0837 9.6% 0.0077 0.9% 59% False False 379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9324
2.618 0.9116
1.618 0.8989
1.000 0.8911
0.618 0.8862
HIGH 0.8784
0.618 0.8735
0.500 0.8721
0.382 0.8706
LOW 0.8657
0.618 0.8579
1.000 0.8530
1.618 0.8452
2.618 0.8325
4.250 0.8117
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 0.8739 0.8771
PP 0.8730 0.8763
S1 0.8721 0.8756

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

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