CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 0.8636 0.8657 0.0021 0.2% 0.8484
High 0.8636 0.8657 0.0021 0.2% 0.8657
Low 0.8636 0.8657 0.0021 0.2% 0.8484
Close 0.8669 0.8657 -0.0012 -0.1% 0.8657
Range
ATR
Volume 0 1 1 28
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.8657 0.8657 0.8657
R3 0.8657 0.8657 0.8657
R2 0.8657 0.8657 0.8657
R1 0.8657 0.8657 0.8657 0.8657
PP 0.8657 0.8657 0.8657 0.8657
S1 0.8657 0.8657 0.8657 0.8657
S2 0.8657 0.8657 0.8657
S3 0.8657 0.8657 0.8657
S4 0.8657 0.8657 0.8657
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 0.9118 0.9061 0.8752
R3 0.8945 0.8888 0.8705
R2 0.8772 0.8772 0.8689
R1 0.8715 0.8715 0.8673 0.8744
PP 0.8599 0.8599 0.8599 0.8614
S1 0.8542 0.8542 0.8641 0.8571
S2 0.8426 0.8426 0.8625
S3 0.8253 0.8369 0.8609
S4 0.8080 0.8196 0.8562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8657 0.8484 0.0173 2.0% 0.0000 0.0% 100% True False 5
10 0.8657 0.8417 0.0240 2.8% 0.0002 0.0% 100% True False 3
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8657
2.618 0.8657
1.618 0.8657
1.000 0.8657
0.618 0.8657
HIGH 0.8657
0.618 0.8657
0.500 0.8657
0.382 0.8657
LOW 0.8657
0.618 0.8657
1.000 0.8657
1.618 0.8657
2.618 0.8657
4.250 0.8657
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 0.8657 0.8637
PP 0.8657 0.8618
S1 0.8657 0.8598

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

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