CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 13-Jun-2007

Day Change Summary
	Previous	Current
	12-Jun-2007	13-Jun-2007	Change	Change %	Previous Week
Open	0.8224	0.8224	0.0000	0.0%	0.8204
High	0.8230	0.8235	0.0005	0.1%	0.8289
Low	0.8213	0.8150	-0.0063	-0.8%	0.8204
Close	0.8218	0.8161	-0.0057	-0.7%	0.8227
Range	0.0017	0.0085	0.0068	400.0%	0.0085
ATR	0.0045	0.0048	0.0003	6.4%	0.0000
Volume	79,629	98,127	18,498	23.2%	640,333

Daily Pivots for day following 13-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8437	0.8384	0.8208
R3	0.8352	0.8299	0.8184
R2	0.8267	0.8267	0.8177
R1	0.8214	0.8214	0.8169	0.8198
PP	0.8182	0.8182	0.8182	0.8174
S1	0.8129	0.8129	0.8153	0.8113
S2	0.8097	0.8097	0.8145
S3	0.8012	0.8044	0.8138
S4	0.7927	0.7959	0.8114

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8495	0.8446	0.8274
R3	0.8410	0.8361	0.8250
R2	0.8325	0.8325	0.8243
R1	0.8276	0.8276	0.8235	0.8301
PP	0.8240	0.8240	0.8240	0.8252
S1	0.8191	0.8191	0.8219	0.8216
S2	0.8155	0.8155	0.8211
S3	0.8070	0.8106	0.8204
S4	0.7985	0.8021	0.8180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8289	0.8150	0.0139	1.7%	0.0052	0.6%	8%	False	True	112,777
10	0.8289	0.8150	0.0139	1.7%	0.0047	0.6%	8%	False	True	108,003
20	0.8358	0.8150	0.0208	2.5%	0.0045	0.6%	5%	False	True	92,372
40	0.8567	0.8150	0.0417	5.1%	0.0048	0.6%	3%	False	True	85,892
60	0.8684	0.8150	0.0534	6.5%	0.0052	0.6%	2%	False	True	88,592
80	0.8799	0.8150	0.0649	8.0%	0.0063	0.8%	2%	False	True	76,595
100	0.8799	0.8150	0.0649	8.0%	0.0060	0.7%	2%	False	True	61,595
120	0.8799	0.8150	0.0649	8.0%	0.0056	0.7%	2%	False	True	51,371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.8596
2.618	0.8458
1.618	0.8373
1.000	0.8320
0.618	0.8288
HIGH	0.8235
0.618	0.8203
0.500	0.8193
0.382	0.8182
LOW	0.8150
0.618	0.8097
1.000	0.8065
1.618	0.8012
2.618	0.7927
4.250	0.7789

Fisher Pivots for day following 13-Jun-2007
Pivot	1 day	3 day
R1	0.8193	0.8194
PP	0.8182	0.8183
S1	0.8172	0.8172

Download as Excel Spreadsheet

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

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