CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 13-Apr-2007

Day Change Summary
	Previous	Current
	12-Apr-2007	13-Apr-2007	Change	Change %	Previous Week
Open	0.8451	0.8466	0.0015	0.2%	0.8458
High	0.8489	0.8529	0.0040	0.5%	0.8529
Low	0.8439	0.8432	-0.0007	-0.1%	0.8432
Close	0.8469	0.8464	-0.0005	-0.1%	0.8464
Range	0.0050	0.0097	0.0047	94.0%	0.0097
ATR	0.0066	0.0068	0.0002	3.3%	0.0000
Volume	82,264	75,826	-6,438	-7.8%	282,525

Daily Pivots for day following 13-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8766	0.8712	0.8517
R3	0.8669	0.8615	0.8491
R2	0.8572	0.8572	0.8482
R1	0.8518	0.8518	0.8473	0.8497
PP	0.8475	0.8475	0.8475	0.8464
S1	0.8421	0.8421	0.8455	0.8400
S2	0.8378	0.8378	0.8446
S3	0.8281	0.8324	0.8437
S4	0.8184	0.8227	0.8411

Weekly Pivots for week ending 13-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8766	0.8712	0.8517
R3	0.8669	0.8615	0.8491
R2	0.8572	0.8572	0.8482
R1	0.8518	0.8518	0.8473	0.8545
PP	0.8475	0.8475	0.8475	0.8489
S1	0.8421	0.8421	0.8455	0.8448
S2	0.8378	0.8378	0.8446
S3	0.8281	0.8324	0.8437
S4	0.8184	0.8227	0.8411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8529	0.8432	0.0097	1.1%	0.0050	0.6%	33%	True	True	56,505
10	0.8599	0.8432	0.0167	2.0%	0.0048	0.6%	19%	False	True	78,275
20	0.8702	0.8432	0.0270	3.2%	0.0065	0.8%	12%	False	True	91,635
40	0.8799	0.8343	0.0456	5.4%	0.0078	0.9%	27%	False	False	61,834
60	0.8799	0.8315	0.0484	5.7%	0.0068	0.8%	31%	False	False	41,724
80	0.8799	0.8315	0.0484	5.7%	0.0059	0.7%	31%	False	False	31,393

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8941
2.618	0.8783
1.618	0.8686
1.000	0.8626
0.618	0.8589
HIGH	0.8529
0.618	0.8492
0.500	0.8481
0.382	0.8469
LOW	0.8432
0.618	0.8372
1.000	0.8335
1.618	0.8275
2.618	0.8178
4.250	0.8020

Fisher Pivots for day following 13-Apr-2007
Pivot	1 day	3 day
R1	0.8481	0.8481
PP	0.8475	0.8475
S1	0.8470	0.8470

Download as Excel Spreadsheet

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

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