CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 04-Jan-2007

Day Change Summary
	Previous	Current
	03-Jan-2007	04-Jan-2007	Change	Change %	Previous Week
Open	0.8603	0.8561	-0.0042	-0.5%	0.8602
High	0.8603	0.8576	-0.0027	-0.3%	0.8627
Low	0.8540	0.8552	0.0012	0.1%	0.8577
Close	0.8561	0.8577	0.0016	0.2%	0.8582
Range	0.0063	0.0024	-0.0039	-61.9%	0.0050
ATR	0.0032	0.0031	-0.0001	-1.7%	0.0000
Volume	55	100	45	81.8%	1,230

Daily Pivots for day following 04-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8640	0.8633	0.8590
R3	0.8616	0.8609	0.8584
R2	0.8592	0.8592	0.8581
R1	0.8585	0.8585	0.8579	0.8589
PP	0.8568	0.8568	0.8568	0.8570
S1	0.8561	0.8561	0.8575	0.8565
S2	0.8544	0.8544	0.8573
S3	0.8520	0.8537	0.8570
S4	0.8496	0.8513	0.8564

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	0.8745	0.8714	0.8610
R3	0.8695	0.8664	0.8596
R2	0.8645	0.8645	0.8591
R1	0.8614	0.8614	0.8587	0.8605
PP	0.8595	0.8595	0.8595	0.8591
S1	0.8564	0.8564	0.8577	0.8555
S2	0.8545	0.8545	0.8573
S3	0.8495	0.8514	0.8568
S4	0.8445	0.8464	0.8555

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8616	0.8540	0.0076	0.9%	0.0025	0.3%	49%	False	False	262
10	0.8672	0.8540	0.0132	1.5%	0.0028	0.3%	28%	False	False	519
20	0.8914	0.8540	0.0374	4.4%	0.0026	0.3%	10%	False	False	298

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8678
2.618	0.8639
1.618	0.8615
1.000	0.8600
0.618	0.8591
HIGH	0.8576
0.618	0.8567
0.500	0.8564
0.382	0.8561
LOW	0.8552
0.618	0.8537
1.000	0.8528
1.618	0.8513
2.618	0.8489
4.250	0.8450

Fisher Pivots for day following 04-Jan-2007
Pivot	1 day	3 day
R1	0.8573	0.8575
PP	0.8568	0.8573
S1	0.8564	0.8572

Download as Excel Spreadsheet

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

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