CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 04-May-2007

Day Change Summary
	Previous	Current
	03-May-2007	04-May-2007	Change	Change %	Previous Week
Open	0.8366	0.8350	-0.0016	-0.2%	0.8426
High	0.8381	0.8387	0.0006	0.1%	0.8447
Low	0.8346	0.8346	0.0000	0.0%	0.8346
Close	0.8350	0.8370	0.0020	0.2%	0.8370
Range	0.0035	0.0041	0.0006	17.1%	0.0101
ATR	0.0061	0.0060	-0.0001	-2.3%	0.0000
Volume	52,282	53,659	1,377	2.6%	321,847

Daily Pivots for day following 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8491	0.8471	0.8393
R3	0.8450	0.8430	0.8381
R2	0.8409	0.8409	0.8378
R1	0.8389	0.8389	0.8374	0.8399
PP	0.8368	0.8368	0.8368	0.8373
S1	0.8348	0.8348	0.8366	0.8358
S2	0.8327	0.8327	0.8362
S3	0.8286	0.8307	0.8359
S4	0.8245	0.8266	0.8347

Weekly Pivots for week ending 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8691	0.8631	0.8426
R3	0.8590	0.8530	0.8398
R2	0.8489	0.8489	0.8389
R1	0.8429	0.8429	0.8379	0.8409
PP	0.8388	0.8388	0.8388	0.8377
S1	0.8328	0.8328	0.8361	0.8308
S2	0.8287	0.8287	0.8351
S3	0.8186	0.8227	0.8342
S4	0.8085	0.8126	0.8314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8447	0.8346	0.0101	1.2%	0.0047	0.6%	24%	False	True	64,369
10	0.8520	0.8346	0.0174	2.1%	0.0054	0.6%	14%	False	True	76,488
20	0.8567	0.8346	0.0221	2.6%	0.0056	0.7%	11%	False	True	77,646
40	0.8745	0.8346	0.0399	4.8%	0.0065	0.8%	6%	False	True	91,467
60	0.8799	0.8315	0.0484	5.8%	0.0070	0.8%	11%	False	False	62,462
80	0.8799	0.8315	0.0484	5.8%	0.0064	0.8%	11%	False	False	47,195
100	0.8799	0.8315	0.0484	5.8%	0.0057	0.7%	11%	False	False	37,824

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8561
2.618	0.8494
1.618	0.8453
1.000	0.8428
0.618	0.8412
HIGH	0.8387
0.618	0.8371
0.500	0.8367
0.382	0.8362
LOW	0.8346
0.618	0.8321
1.000	0.8305
1.618	0.8280
2.618	0.8239
4.250	0.8172

Fisher Pivots for day following 04-May-2007
Pivot	1 day	3 day
R1	0.8369	0.8382
PP	0.8368	0.8378
S1	0.8367	0.8374

Download as Excel Spreadsheet

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

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