CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 29-Mar-2007

Day Change Summary
	Previous	Current
	28-Mar-2007	29-Mar-2007	Change	Change %	Previous Week
Open	0.8580	0.8642	0.0062	0.7%	0.8691
High	0.8684	0.8658	-0.0026	-0.3%	0.8702
Low	0.8564	0.8554	-0.0010	-0.1%	0.8545
Close	0.8646	0.8562	-0.0084	-1.0%	0.8563
Range	0.0120	0.0104	-0.0016	-13.3%	0.0157
ATR	0.0082	0.0084	0.0002	1.9%	0.0000
Volume	87,812	162,178	74,366	84.7%	469,911

Daily Pivots for day following 29-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8903	0.8837	0.8619
R3	0.8799	0.8733	0.8591
R2	0.8695	0.8695	0.8581
R1	0.8629	0.8629	0.8572	0.8610
PP	0.8591	0.8591	0.8591	0.8582
S1	0.8525	0.8525	0.8552	0.8506
S2	0.8487	0.8487	0.8543
S3	0.8383	0.8421	0.8533
S4	0.8279	0.8317	0.8505

Weekly Pivots for week ending 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9074	0.8976	0.8649
R3	0.8917	0.8819	0.8606
R2	0.8760	0.8760	0.8592
R1	0.8662	0.8662	0.8577	0.8633
PP	0.8603	0.8603	0.8603	0.8589
S1	0.8505	0.8505	0.8549	0.8476
S2	0.8446	0.8446	0.8534
S3	0.8289	0.8348	0.8520
S4	0.8132	0.8191	0.8477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8684	0.8535	0.0149	1.7%	0.0079	0.9%	18%	False	False	110,683
10	0.8702	0.8535	0.0167	2.0%	0.0080	0.9%	16%	False	False	114,520
20	0.8799	0.8535	0.0264	3.1%	0.0089	1.0%	10%	False	False	77,448
40	0.8799	0.8315	0.0484	5.7%	0.0077	0.9%	51%	False	False	39,235
60	0.8799	0.8315	0.0484	5.7%	0.0065	0.8%	51%	False	False	26,596
80	0.8918	0.8315	0.0603	7.0%	0.0055	0.6%	41%	False	False	20,020

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9100
2.618	0.8930
1.618	0.8826
1.000	0.8762
0.618	0.8722
HIGH	0.8658
0.618	0.8618
0.500	0.8606
0.382	0.8594
LOW	0.8554
0.618	0.8490
1.000	0.8450
1.618	0.8386
2.618	0.8282
4.250	0.8112

Fisher Pivots for day following 29-Mar-2007
Pivot	1 day	3 day
R1	0.8606	0.8611
PP	0.8591	0.8594
S1	0.8577	0.8578

Download as Excel Spreadsheet

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

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