CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 18-Apr-2007

Day Change Summary
	Previous	Current
	17-Apr-2007	18-Apr-2007	Change	Change %	Previous Week
Open	0.8421	0.8477	0.0056	0.7%	0.8458
High	0.8484	0.8534	0.0050	0.6%	0.8529
Low	0.8412	0.8467	0.0055	0.7%	0.8432
Close	0.8477	0.8498	0.0021	0.2%	0.8464
Range	0.0072	0.0067	-0.0005	-6.9%	0.0097
ATR	0.0068	0.0068	0.0000	-0.1%	0.0000
Volume	95,055	96,864	1,809	1.9%	282,525

Daily Pivots for day following 18-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8701	0.8666	0.8535
R3	0.8634	0.8599	0.8516
R2	0.8567	0.8567	0.8510
R1	0.8532	0.8532	0.8504	0.8550
PP	0.8500	0.8500	0.8500	0.8508
S1	0.8465	0.8465	0.8492	0.8483
S2	0.8433	0.8433	0.8486
S3	0.8366	0.8398	0.8480
S4	0.8299	0.8331	0.8461

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	0.8534	0.8410	0.0124	1.5%	0.0070	0.8%	71%	True	False	95,204
10	0.8534	0.8410	0.0124	1.5%	0.0055	0.7%	71%	True	False	75,774
20	0.8684	0.8410	0.0274	3.2%	0.0062	0.7%	32%	False	False	93,836
40	0.8799	0.8343	0.0456	5.4%	0.0078	0.9%	34%	False	False	69,699
60	0.8799	0.8315	0.0484	5.7%	0.0069	0.8%	38%	False	False	46,673
80	0.8799	0.8315	0.0484	5.7%	0.0060	0.7%	38%	False	False	35,319

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8819
2.618	0.8709
1.618	0.8642
1.000	0.8601
0.618	0.8575
HIGH	0.8534
0.618	0.8508
0.500	0.8501
0.382	0.8493
LOW	0.8467
0.618	0.8426
1.000	0.8400
1.618	0.8359
2.618	0.8292
4.250	0.8182

Fisher Pivots for day following 18-Apr-2007
Pivot	1 day	3 day
R1	0.8501	0.8489
PP	0.8500	0.8481
S1	0.8499	0.8472

Download as Excel Spreadsheet

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

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