CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 11-May-2007

Day Change Summary
	Previous	Current
	10-May-2007	11-May-2007	Change	Change %	Previous Week
Open	0.8370	0.8385	0.0015	0.2%	0.8372
High	0.8385	0.8409	0.0024	0.3%	0.8414
Low	0.8335	0.8354	0.0019	0.2%	0.8335
Close	0.8370	0.8362	-0.0008	-0.1%	0.8362
Range	0.0050	0.0055	0.0005	10.0%	0.0079
ATR	0.0055	0.0055	0.0000	0.0%	0.0000
Volume	103,381	121,456	18,075	17.5%	410,584

Daily Pivots for day following 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8540	0.8506	0.8392
R3	0.8485	0.8451	0.8377
R2	0.8430	0.8430	0.8372
R1	0.8396	0.8396	0.8367	0.8386
PP	0.8375	0.8375	0.8375	0.8370
S1	0.8341	0.8341	0.8357	0.8331
S2	0.8320	0.8320	0.8352
S3	0.8265	0.8286	0.8347
S4	0.8210	0.8231	0.8332

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8607	0.8564	0.8405
R3	0.8528	0.8485	0.8384
R2	0.8449	0.8449	0.8376
R1	0.8406	0.8406	0.8369	0.8388
PP	0.8370	0.8370	0.8370	0.8362
S1	0.8327	0.8327	0.8355	0.8309
S2	0.8291	0.8291	0.8348
S3	0.8212	0.8248	0.8340
S4	0.8133	0.8169	0.8319

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%	0.0044	0.5%	34%	False	False	82,116
10	0.8447	0.8335	0.0112	1.3%	0.0045	0.5%	24%	False	False	73,243
20	0.8567	0.8335	0.0232	2.8%	0.0054	0.6%	12%	False	False	84,049
40	0.8702	0.8335	0.0367	4.4%	0.0059	0.7%	7%	False	False	87,842
60	0.8799	0.8335	0.0464	5.5%	0.0070	0.8%	6%	False	False	69,239
80	0.8799	0.8315	0.0484	5.8%	0.0064	0.8%	10%	False	False	52,305
100	0.8799	0.8315	0.0484	5.8%	0.0058	0.7%	10%	False	False	41,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8643
2.618	0.8553
1.618	0.8498
1.000	0.8464
0.618	0.8443
HIGH	0.8409
0.618	0.8388
0.500	0.8382
0.382	0.8375
LOW	0.8354
0.618	0.8320
1.000	0.8299
1.618	0.8265
2.618	0.8210
4.250	0.8120

Fisher Pivots for day following 11-May-2007
Pivot	1 day	3 day
R1	0.8382	0.8372
PP	0.8375	0.8369
S1	0.8369	0.8365

Download as Excel Spreadsheet

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

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