CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 17-Aug-2007

Day Change Summary
	Previous	Current
	16-Aug-2007	17-Aug-2007	Change	Change %	Previous Week
Open	0.8631	0.8792	0.0161	1.9%	0.8489
High	0.8965	0.8995	0.0030	0.3%	0.8995
Low	0.8600	0.8735	0.0135	1.6%	0.8473
Close	0.8875	0.8806	-0.0069	-0.8%	0.8806
Range	0.0365	0.0260	-0.0105	-28.8%	0.0522
ATR	0.0103	0.0115	0.0011	10.8%	0.0000
Volume	412,256	280,334	-131,922	-32.0%	1,184,385

Daily Pivots for day following 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9625	0.9476	0.8949
R3	0.9365	0.9216	0.8878
R2	0.9105	0.9105	0.8854
R1	0.8956	0.8956	0.8830	0.9031
PP	0.8845	0.8845	0.8845	0.8883
S1	0.8696	0.8696	0.8782	0.8771
S2	0.8585	0.8585	0.8758
S3	0.8325	0.8436	0.8735
S4	0.8065	0.8176	0.8663

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0324	1.0087	0.9093
R3	0.9802	0.9565	0.8950
R2	0.9280	0.9280	0.8902
R1	0.9043	0.9043	0.8854	0.9162
PP	0.8758	0.8758	0.8758	0.8817
S1	0.8521	0.8521	0.8758	0.8640
S2	0.8236	0.8236	0.8710
S3	0.7714	0.7999	0.8662
S4	0.7192	0.7477	0.8519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8995	0.8473	0.0522	5.9%	0.0168	1.9%	64%	True	False	236,877
10	0.8995	0.8386	0.0609	6.9%	0.0136	1.5%	69%	True	False	206,069
20	0.8995	0.8240	0.0755	8.6%	0.0113	1.3%	75%	True	False	183,935
40	0.8995	0.8140	0.0855	9.7%	0.0086	1.0%	78%	True	False	151,310
60	0.8995	0.8140	0.0855	9.7%	0.0071	0.8%	78%	True	False	113,290
80	0.8995	0.8140	0.0855	9.7%	0.0062	0.7%	78%	True	False	85,016
100	0.8995	0.8140	0.0855	9.7%	0.0059	0.7%	78%	True	False	68,055
120	0.8995	0.8140	0.0855	9.7%	0.0056	0.6%	78%	True	False	56,722

Crabel Price Patterns
NR	True
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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0100
2.618	0.9676
1.618	0.9416
1.000	0.9255
0.618	0.9156
HIGH	0.8995
0.618	0.8896
0.500	0.8865
0.382	0.8834
LOW	0.8735
0.618	0.8574
1.000	0.8475
1.618	0.8314
2.618	0.8054
4.250	0.7630

Fisher Pivots for day following 17-Aug-2007
Pivot	1 day	3 day
R1	0.8865	0.8793
PP	0.8845	0.8779
S1	0.8826	0.8766

Download as Excel Spreadsheet

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

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