CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 31-May-2007

Day Change Summary
	Previous	Current
	30-May-2007	31-May-2007	Change	Change %	Previous Week
Open	0.8241	0.8238	-0.0003	0.0%	0.8294
High	0.8265	0.8250	-0.0015	-0.2%	0.8300
Low	0.8232	0.8212	-0.0020	-0.2%	0.8232
Close	0.8245	0.8234	-0.0011	-0.1%	0.8239
Range	0.0033	0.0038	0.0005	15.2%	0.0068
ATR	0.0047	0.0046	-0.0001	-1.4%	0.0000
Volume	75,061	92,033	16,972	22.6%	349,001

Daily Pivots for day following 31-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8346	0.8328	0.8255
R3	0.8308	0.8290	0.8244
R2	0.8270	0.8270	0.8241
R1	0.8252	0.8252	0.8237	0.8242
PP	0.8232	0.8232	0.8232	0.8227
S1	0.8214	0.8214	0.8231	0.8204
S2	0.8194	0.8194	0.8227
S3	0.8156	0.8176	0.8224
S4	0.8118	0.8138	0.8213

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8461	0.8418	0.8276
R3	0.8393	0.8350	0.8258
R2	0.8325	0.8325	0.8251
R1	0.8282	0.8282	0.8245	0.8270
PP	0.8257	0.8257	0.8257	0.8251
S1	0.8214	0.8214	0.8233	0.8202
S2	0.8189	0.8189	0.8227
S3	0.8121	0.8146	0.8220
S4	0.8053	0.8078	0.8202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8300	0.8212	0.0088	1.1%	0.0042	0.5%	25%	False	True	87,090
10	0.8318	0.8212	0.0106	1.3%	0.0042	0.5%	21%	False	True	77,279
20	0.8414	0.8212	0.0202	2.5%	0.0041	0.5%	11%	False	True	75,215
40	0.8567	0.8212	0.0355	4.3%	0.0049	0.6%	6%	False	True	77,714
60	0.8764	0.8212	0.0552	6.7%	0.0060	0.7%	4%	False	True	84,726
80	0.8799	0.8212	0.0587	7.1%	0.0063	0.8%	4%	False	True	64,344
100	0.8799	0.8212	0.0587	7.1%	0.0059	0.7%	4%	False	True	51,741
120	0.8799	0.8212	0.0587	7.1%	0.0054	0.7%	4%	False	True	43,173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8412
2.618	0.8349
1.618	0.8311
1.000	0.8288
0.618	0.8273
HIGH	0.8250
0.618	0.8235
0.500	0.8231
0.382	0.8227
LOW	0.8212
0.618	0.8189
1.000	0.8174
1.618	0.8151
2.618	0.8113
4.250	0.8051

Fisher Pivots for day following 31-May-2007
Pivot	1 day	3 day
R1	0.8233	0.8243
PP	0.8232	0.8240
S1	0.8231	0.8237

Download as Excel Spreadsheet

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

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