CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 10-Apr-2007

Day Change Summary
	Previous	Current
	09-Apr-2007	10-Apr-2007	Change	Change %	Previous Week
Open	0.8458	0.8460	0.0002	0.0%	0.8592
High	0.8467	0.8496	0.0029	0.3%	0.8599
Low	0.8451	0.8455	0.0004	0.0%	0.8447
Close	0.8457	0.8469	0.0012	0.1%	0.8457
Range	0.0016	0.0041	0.0025	156.3%	0.0152
ATR	0.0071	0.0069	-0.0002	-3.0%	0.0000
Volume	18,633	30,280	11,647	62.5%	500,229

Daily Pivots for day following 10-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8596	0.8574	0.8492
R3	0.8555	0.8533	0.8480
R2	0.8514	0.8514	0.8477
R1	0.8492	0.8492	0.8473	0.8503
PP	0.8473	0.8473	0.8473	0.8479
S1	0.8451	0.8451	0.8465	0.8462
S2	0.8432	0.8432	0.8461
S3	0.8391	0.8410	0.8458
S4	0.8350	0.8369	0.8446

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	0.8523	0.8447	0.0076	0.9%	0.0039	0.5%	29%	False	False	60,930
10	0.8684	0.8447	0.0237	2.8%	0.0059	0.7%	9%	False	False	92,697
20	0.8745	0.8447	0.0298	3.5%	0.0066	0.8%	7%	False	False	102,836
40	0.8799	0.8343	0.0456	5.4%	0.0077	0.9%	28%	False	False	56,070
60	0.8799	0.8315	0.0484	5.7%	0.0066	0.8%	32%	False	False	37,848
80	0.8799	0.8315	0.0484	5.7%	0.0057	0.7%	32%	False	False	28,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8670
2.618	0.8603
1.618	0.8562
1.000	0.8537
0.618	0.8521
HIGH	0.8496
0.618	0.8480
0.500	0.8476
0.382	0.8471
LOW	0.8455
0.618	0.8430
1.000	0.8414
1.618	0.8389
2.618	0.8348
4.250	0.8281

Fisher Pivots for day following 10-Apr-2007
Pivot	1 day	3 day
R1	0.8476	0.8476
PP	0.8473	0.8473
S1	0.8471	0.8471

Download as Excel Spreadsheet

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

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