CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 02-May-2007

Day Change Summary
	Previous	Current
	01-May-2007	02-May-2007	Change	Change %	Previous Week
Open	0.8422	0.8396	-0.0026	-0.3%	0.8490
High	0.8447	0.8418	-0.0029	-0.3%	0.8520
Low	0.8388	0.8358	-0.0030	-0.4%	0.8402
Close	0.8401	0.8371	-0.0030	-0.4%	0.8411
Range	0.0059	0.0060	0.0001	1.7%	0.0118
ATR	0.0063	0.0063	0.0000	-0.4%	0.0000
Volume	89,274	73,449	-15,825	-17.7%	443,040

Daily Pivots for day following 02-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8562	0.8527	0.8404
R3	0.8502	0.8467	0.8388
R2	0.8442	0.8442	0.8382
R1	0.8407	0.8407	0.8377	0.8395
PP	0.8382	0.8382	0.8382	0.8376
S1	0.8347	0.8347	0.8366	0.8335
S2	0.8322	0.8322	0.8360
S3	0.8262	0.8287	0.8355
S4	0.8202	0.8227	0.8338

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8798	0.8723	0.8476
R3	0.8680	0.8605	0.8443
R2	0.8562	0.8562	0.8433
R1	0.8487	0.8487	0.8422	0.8466
PP	0.8444	0.8444	0.8444	0.8434
S1	0.8369	0.8369	0.8400	0.8348
S2	0.8326	0.8326	0.8389
S3	0.8208	0.8251	0.8379
S4	0.8090	0.8133	0.8346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8491	0.8358	0.0133	1.6%	0.0062	0.7%	10%	False	True	83,586
10	0.8567	0.8358	0.0209	2.5%	0.0058	0.7%	6%	False	True	84,653
20	0.8567	0.8358	0.0209	2.5%	0.0057	0.7%	6%	False	True	80,213
40	0.8764	0.8358	0.0406	4.9%	0.0069	0.8%	3%	False	True	89,482
60	0.8799	0.8315	0.0484	5.8%	0.0071	0.8%	12%	False	False	60,721
80	0.8799	0.8315	0.0484	5.8%	0.0064	0.8%	12%	False	False	45,873
100	0.8799	0.8315	0.0484	5.8%	0.0056	0.7%	12%	False	False	36,765

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8673
2.618	0.8575
1.618	0.8515
1.000	0.8478
0.618	0.8455
HIGH	0.8418
0.618	0.8395
0.500	0.8388
0.382	0.8381
LOW	0.8358
0.618	0.8321
1.000	0.8298
1.618	0.8261
2.618	0.8201
4.250	0.8103

Fisher Pivots for day following 02-May-2007
Pivot	1 day	3 day
R1	0.8388	0.8403
PP	0.8382	0.8392
S1	0.8377	0.8382

Download as Excel Spreadsheet

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

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