CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 06-Apr-2007

Day Change Summary
	Previous	Current
	05-Apr-2007	06-Apr-2007	Change	Change %	Previous Week
Open	0.8504	0.8502	-0.0002	0.0%	0.8592
High	0.8523	0.8504	-0.0019	-0.2%	0.8599
Low	0.8481	0.8447	-0.0034	-0.4%	0.8447
Close	0.8506	0.8457	-0.0049	-0.6%	0.8457
Range	0.0042	0.0057	0.0015	35.7%	0.0152
ATR	0.0077	0.0075	-0.0001	-1.6%	0.0000
Volume	82,881	74,408	-8,473	-10.2%	500,229

Daily Pivots for day following 06-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8640	0.8606	0.8488
R3	0.8583	0.8549	0.8473
R2	0.8526	0.8526	0.8467
R1	0.8492	0.8492	0.8462	0.8481
PP	0.8469	0.8469	0.8469	0.8464
S1	0.8435	0.8435	0.8452	0.8424
S2	0.8412	0.8412	0.8447
S3	0.8355	0.8378	0.8441
S4	0.8298	0.8321	0.8426

Weekly Pivots for week ending 06-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8957	0.8859	0.8541
R3	0.8805	0.8707	0.8499
R2	0.8653	0.8653	0.8485
R1	0.8555	0.8555	0.8471	0.8528
PP	0.8501	0.8501	0.8501	0.8488
S1	0.8403	0.8403	0.8443	0.8376
S2	0.8349	0.8349	0.8429
S3	0.8197	0.8251	0.8415
S4	0.8045	0.8099	0.8373

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8599	0.8447	0.0152	1.8%	0.0045	0.5%	7%	False	True	100,045
10	0.8684	0.8447	0.0237	2.8%	0.0065	0.8%	4%	False	True	108,027
20	0.8745	0.8447	0.0298	3.5%	0.0074	0.9%	3%	False	True	105,289
40	0.8799	0.8315	0.0484	5.7%	0.0078	0.9%	29%	False	False	54,871
60	0.8799	0.8315	0.0484	5.7%	0.0066	0.8%	29%	False	False	37,045
80	0.8799	0.8315	0.0484	5.7%	0.0057	0.7%	29%	False	False	27,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8746
2.618	0.8653
1.618	0.8596
1.000	0.8561
0.618	0.8539
HIGH	0.8504
0.618	0.8482
0.500	0.8476
0.382	0.8469
LOW	0.8447
0.618	0.8412
1.000	0.8390
1.618	0.8355
2.618	0.8298
4.250	0.8205

Fisher Pivots for day following 06-Apr-2007
Pivot	1 day	3 day
R1	0.8476	0.8485
PP	0.8469	0.8476
S1	0.8463	0.8466

Download as Excel Spreadsheet

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

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