CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 19-Apr-2007

Day Change Summary
	Previous	Current
	18-Apr-2007	19-Apr-2007	Change	Change %	Previous Week
Open	0.8477	0.8502	0.0025	0.3%	0.8458
High	0.8534	0.8567	0.0033	0.4%	0.8529
Low	0.8467	0.8495	0.0028	0.3%	0.8432
Close	0.8498	0.8512	0.0014	0.2%	0.8464
Range	0.0067	0.0072	0.0005	7.5%	0.0097
ATR	0.0068	0.0068	0.0000	0.4%	0.0000
Volume	96,864	112,289	15,425	15.9%	282,525

Daily Pivots for day following 19-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8741	0.8698	0.8552
R3	0.8669	0.8626	0.8532
R2	0.8597	0.8597	0.8525
R1	0.8554	0.8554	0.8519	0.8576
PP	0.8525	0.8525	0.8525	0.8535
S1	0.8482	0.8482	0.8505	0.8504
S2	0.8453	0.8453	0.8499
S3	0.8381	0.8410	0.8492
S4	0.8309	0.8338	0.8472

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	0.8567	0.8410	0.0157	1.8%	0.0074	0.9%	65%	True	False	101,209
10	0.8567	0.8410	0.0157	1.8%	0.0058	0.7%	65%	True	False	78,715
20	0.8684	0.8410	0.0274	3.2%	0.0062	0.7%	37%	False	False	94,711
40	0.8799	0.8347	0.0452	5.3%	0.0079	0.9%	37%	False	False	72,488
60	0.8799	0.8315	0.0484	5.7%	0.0069	0.8%	41%	False	False	48,537
80	0.8799	0.8315	0.0484	5.7%	0.0061	0.7%	41%	False	False	36,722

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8873
2.618	0.8755
1.618	0.8683
1.000	0.8639
0.618	0.8611
HIGH	0.8567
0.618	0.8539
0.500	0.8531
0.382	0.8523
LOW	0.8495
0.618	0.8451
1.000	0.8423
1.618	0.8379
2.618	0.8307
4.250	0.8189

Fisher Pivots for day following 19-Apr-2007
Pivot	1 day	3 day
R1	0.8531	0.8505
PP	0.8525	0.8497
S1	0.8518	0.8490

Download as Excel Spreadsheet

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

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