CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 10-May-2007

Day Change Summary
	Previous	Current
	09-May-2007	10-May-2007	Change	Change %	Previous Week
Open	0.8374	0.8370	-0.0004	0.0%	0.8426
High	0.8403	0.8385	-0.0018	-0.2%	0.8447
Low	0.8365	0.8335	-0.0030	-0.4%	0.8346
Close	0.8372	0.8370	-0.0002	0.0%	0.8370
Range	0.0038	0.0050	0.0012	31.6%	0.0101
ATR	0.0055	0.0055	0.0000	-0.7%	0.0000
Volume	67,493	103,381	35,888	53.2%	321,847

Daily Pivots for day following 10-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8513	0.8492	0.8398
R3	0.8463	0.8442	0.8384
R2	0.8413	0.8413	0.8379
R1	0.8392	0.8392	0.8375	0.8395
PP	0.8363	0.8363	0.8363	0.8365
S1	0.8342	0.8342	0.8365	0.8345
S2	0.8313	0.8313	0.8361
S3	0.8263	0.8292	0.8356
S4	0.8213	0.8242	0.8343

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	0.8414	0.8335	0.0079	0.9%	0.0041	0.5%	44%	False	True	68,557
10	0.8467	0.8335	0.0132	1.6%	0.0046	0.6%	27%	False	True	70,472
20	0.8567	0.8335	0.0232	2.8%	0.0056	0.7%	15%	False	True	81,768
40	0.8702	0.8335	0.0367	4.4%	0.0060	0.7%	10%	False	True	90,383
60	0.8799	0.8335	0.0464	5.5%	0.0070	0.8%	8%	False	True	67,230
80	0.8799	0.8315	0.0484	5.8%	0.0064	0.8%	11%	False	False	50,795
100	0.8799	0.8315	0.0484	5.8%	0.0058	0.7%	11%	False	False	40,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8598
2.618	0.8516
1.618	0.8466
1.000	0.8435
0.618	0.8416
HIGH	0.8385
0.618	0.8366
0.500	0.8360
0.382	0.8354
LOW	0.8335
0.618	0.8304
1.000	0.8285
1.618	0.8254
2.618	0.8204
4.250	0.8123

Fisher Pivots for day following 10-May-2007
Pivot	1 day	3 day
R1	0.8367	0.8375
PP	0.8363	0.8373
S1	0.8360	0.8372

Download as Excel Spreadsheet

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

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