CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 08-May-2007

Day Change Summary
	Previous	Current
	07-May-2007	08-May-2007	Change	Change %	Previous Week
Open	0.8372	0.8373	0.0001	0.0%	0.8426
High	0.8393	0.8414	0.0021	0.3%	0.8447
Low	0.8363	0.8369	0.0006	0.1%	0.8346
Close	0.8373	0.8381	0.0008	0.1%	0.8370
Range	0.0030	0.0045	0.0015	50.0%	0.0101
ATR	0.0057	0.0057	-0.0001	-1.5%	0.0000
Volume	33,432	84,822	51,390	153.7%	321,847

Daily Pivots for day following 08-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8523	0.8497	0.8406
R3	0.8478	0.8452	0.8393
R2	0.8433	0.8433	0.8389
R1	0.8407	0.8407	0.8385	0.8420
PP	0.8388	0.8388	0.8388	0.8395
S1	0.8362	0.8362	0.8377	0.8375
S2	0.8343	0.8343	0.8373
S3	0.8298	0.8317	0.8369
S4	0.8253	0.8272	0.8356

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	0.8418	0.8346	0.0072	0.9%	0.0042	0.5%	49%	False	False	59,528
10	0.8514	0.8346	0.0168	2.0%	0.0050	0.6%	21%	False	False	71,399
20	0.8567	0.8346	0.0221	2.6%	0.0057	0.7%	16%	False	False	81,113
40	0.8745	0.8346	0.0399	4.8%	0.0062	0.7%	9%	False	False	91,974
60	0.8799	0.8343	0.0456	5.4%	0.0070	0.8%	8%	False	False	64,418
80	0.8799	0.8315	0.0484	5.8%	0.0064	0.8%	14%	False	False	48,664
100	0.8799	0.8315	0.0484	5.8%	0.0057	0.7%	14%	False	False	39,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8605
2.618	0.8532
1.618	0.8487
1.000	0.8459
0.618	0.8442
HIGH	0.8414
0.618	0.8397
0.500	0.8392
0.382	0.8386
LOW	0.8369
0.618	0.8341
1.000	0.8324
1.618	0.8296
2.618	0.8251
4.250	0.8178

Fisher Pivots for day following 08-May-2007
Pivot	1 day	3 day
R1	0.8392	0.8381
PP	0.8388	0.8380
S1	0.8385	0.8380

Download as Excel Spreadsheet

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

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