CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	0.8546	0.8627	0.0081	0.9%	0.8385
High	0.8666	0.8707	0.0041	0.5%	0.8707
Low	0.8528	0.8602	0.0074	0.9%	0.8382
Close	0.8621	0.8680	0.0059	0.7%	0.8680
Range	0.0138	0.0105	-0.0033	-23.9%	0.0325
ATR	0.0070	0.0072	0.0003	3.6%	0.0000
Volume	1,924	4,136	2,212	115.0%	13,235

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8978	0.8934	0.8738
R3	0.8873	0.8829	0.8709
R2	0.8768	0.8768	0.8699
R1	0.8724	0.8724	0.8690	0.8746
PP	0.8663	0.8663	0.8663	0.8674
S1	0.8619	0.8619	0.8670	0.8641
S2	0.8558	0.8558	0.8661
S3	0.8453	0.8514	0.8651
S4	0.8348	0.8409	0.8622

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9565	0.9447	0.8859
R3	0.9240	0.9122	0.8769
R2	0.8915	0.8915	0.8740
R1	0.8797	0.8797	0.8710	0.8856
PP	0.8590	0.8590	0.8590	0.8619
S1	0.8472	0.8472	0.8650	0.8531
S2	0.8265	0.8265	0.8620
S3	0.7940	0.8147	0.8591
S4	0.7615	0.7822	0.8501

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8707	0.8382	0.0325	3.7%	0.0116	1.3%	92%	True	False	2,647
10	0.8707	0.8343	0.0364	4.2%	0.0087	1.0%	93%	True	False	1,794
20	0.8707	0.8315	0.0392	4.5%	0.0068	0.8%	93%	True	False	1,203
40	0.8707	0.8315	0.0392	4.5%	0.0055	0.6%	93%	True	False	1,270
60	0.8914	0.8315	0.0599	6.9%	0.0045	0.5%	61%	False	False	946

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9153
2.618	0.8982
1.618	0.8877
1.000	0.8812
0.618	0.8772
HIGH	0.8707
0.618	0.8667
0.500	0.8655
0.382	0.8642
LOW	0.8602
0.618	0.8537
1.000	0.8497
1.618	0.8432
2.618	0.8327
4.250	0.8156

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	0.8672	0.8659
PP	0.8663	0.8638
S1	0.8655	0.8618

Download as Excel Spreadsheet

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

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