CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 17-Apr-2007

Day Change Summary
	Previous	Current
	16-Apr-2007	17-Apr-2007	Change	Change %	Previous Week
Open	0.8448	0.8421	-0.0027	-0.3%	0.8458
High	0.8474	0.8484	0.0010	0.1%	0.8529
Low	0.8410	0.8412	0.0002	0.0%	0.8432
Close	0.8418	0.8477	0.0059	0.7%	0.8464
Range	0.0064	0.0072	0.0008	12.5%	0.0097
ATR	0.0068	0.0068	0.0000	0.4%	0.0000
Volume	126,012	95,055	-30,957	-24.6%	282,525

Daily Pivots for day following 17-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8674	0.8647	0.8517
R3	0.8602	0.8575	0.8497
R2	0.8530	0.8530	0.8490
R1	0.8503	0.8503	0.8484	0.8517
PP	0.8458	0.8458	0.8458	0.8464
S1	0.8431	0.8431	0.8470	0.8445
S2	0.8386	0.8386	0.8464
S3	0.8314	0.8359	0.8457
S4	0.8242	0.8287	0.8437

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	0.8410	0.0119	1.4%	0.0066	0.8%	56%	False	False	90,935
10	0.8529	0.8410	0.0119	1.4%	0.0053	0.6%	56%	False	False	75,932
20	0.8684	0.8410	0.0274	3.2%	0.0062	0.7%	24%	False	False	93,992
40	0.8799	0.8343	0.0456	5.4%	0.0079	0.9%	29%	False	False	67,298
60	0.8799	0.8315	0.0484	5.7%	0.0069	0.8%	33%	False	False	45,397
80	0.8799	0.8315	0.0484	5.7%	0.0060	0.7%	33%	False	False	34,110

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8790
2.618	0.8672
1.618	0.8600
1.000	0.8556
0.618	0.8528
HIGH	0.8484
0.618	0.8456
0.500	0.8448
0.382	0.8440
LOW	0.8412
0.618	0.8368
1.000	0.8340
1.618	0.8296
2.618	0.8224
4.250	0.8106

Fisher Pivots for day following 17-Apr-2007
Pivot	1 day	3 day
R1	0.8467	0.8475
PP	0.8458	0.8472
S1	0.8448	0.8470

Download as Excel Spreadsheet

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

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