CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 30-Mar-2007

Day Change Summary
	Previous	Current
	29-Mar-2007	30-Mar-2007	Change	Change %	Previous Week
Open	0.8642	0.8554	-0.0088	-1.0%	0.8567
High	0.8658	0.8618	-0.0040	-0.5%	0.8684
Low	0.8554	0.8530	-0.0024	-0.3%	0.8530
Close	0.8562	0.8575	0.0013	0.2%	0.8575
Range	0.0104	0.0088	-0.0016	-15.4%	0.0154
ATR	0.0084	0.0084	0.0000	0.4%	0.0000
Volume	162,178	127,847	-34,331	-21.2%	580,041

Daily Pivots for day following 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8838	0.8795	0.8623
R3	0.8750	0.8707	0.8599
R2	0.8662	0.8662	0.8591
R1	0.8619	0.8619	0.8583	0.8641
PP	0.8574	0.8574	0.8574	0.8585
S1	0.8531	0.8531	0.8567	0.8553
S2	0.8486	0.8486	0.8559
S3	0.8398	0.8443	0.8551
S4	0.8310	0.8355	0.8527

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9058	0.8971	0.8660
R3	0.8904	0.8817	0.8617
R2	0.8750	0.8750	0.8603
R1	0.8663	0.8663	0.8589	0.8707
PP	0.8596	0.8596	0.8596	0.8618
S1	0.8509	0.8509	0.8561	0.8553
S2	0.8442	0.8442	0.8547
S3	0.8288	0.8355	0.8533
S4	0.8134	0.8201	0.8490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8684	0.8530	0.0154	1.8%	0.0084	1.0%	29%	False	True	116,008
10	0.8702	0.8530	0.0172	2.0%	0.0082	1.0%	26%	False	True	104,995
20	0.8799	0.8530	0.0269	3.1%	0.0088	1.0%	17%	False	True	83,633
40	0.8799	0.8315	0.0484	5.6%	0.0078	0.9%	54%	False	False	42,418
60	0.8799	0.8315	0.0484	5.6%	0.0066	0.8%	54%	False	False	28,725
80	0.8914	0.8315	0.0599	7.0%	0.0056	0.7%	43%	False	False	21,618

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8992
2.618	0.8848
1.618	0.8760
1.000	0.8706
0.618	0.8672
HIGH	0.8618
0.618	0.8584
0.500	0.8574
0.382	0.8564
LOW	0.8530
0.618	0.8476
1.000	0.8442
1.618	0.8388
2.618	0.8300
4.250	0.8156

Fisher Pivots for day following 30-Mar-2007
Pivot	1 day	3 day
R1	0.8575	0.8607
PP	0.8574	0.8596
S1	0.8574	0.8586

Download as Excel Spreadsheet

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

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