CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 15-May-2007

Day Change Summary
	Previous	Current
	14-May-2007	15-May-2007	Change	Change %	Previous Week
Open	0.8354	0.8343	-0.0011	-0.1%	0.8372
High	0.8368	0.8361	-0.0007	-0.1%	0.8414
Low	0.8339	0.8327	-0.0012	-0.1%	0.8335
Close	0.8351	0.8352	0.0001	0.0%	0.8362
Range	0.0029	0.0034	0.0005	17.2%	0.0079
ATR	0.0053	0.0052	-0.0001	-2.6%	0.0000
Volume	48,548	79,786	31,238	64.3%	410,584

Daily Pivots for day following 15-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8449	0.8434	0.8371
R3	0.8415	0.8400	0.8361
R2	0.8381	0.8381	0.8358
R1	0.8366	0.8366	0.8355	0.8374
PP	0.8347	0.8347	0.8347	0.8350
S1	0.8332	0.8332	0.8349	0.8340
S2	0.8313	0.8313	0.8346
S3	0.8279	0.8298	0.8343
S4	0.8245	0.8264	0.8333

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	0.8409	0.8327	0.0082	1.0%	0.0041	0.5%	30%	False	True	84,132
10	0.8418	0.8327	0.0091	1.1%	0.0042	0.5%	27%	False	True	71,830
20	0.8567	0.8327	0.0240	2.9%	0.0050	0.6%	10%	False	True	79,412
40	0.8684	0.8327	0.0357	4.3%	0.0056	0.7%	7%	False	True	86,702
60	0.8799	0.8327	0.0472	5.7%	0.0069	0.8%	5%	False	True	71,336
80	0.8799	0.8315	0.0484	5.8%	0.0064	0.8%	8%	False	False	53,901
100	0.8799	0.8315	0.0484	5.8%	0.0058	0.7%	8%	False	False	43,171

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8506
2.618	0.8450
1.618	0.8416
1.000	0.8395
0.618	0.8382
HIGH	0.8361
0.618	0.8348
0.500	0.8344
0.382	0.8340
LOW	0.8327
0.618	0.8306
1.000	0.8293
1.618	0.8272
2.618	0.8238
4.250	0.8183

Fisher Pivots for day following 15-May-2007
Pivot	1 day	3 day
R1	0.8349	0.8368
PP	0.8347	0.8363
S1	0.8344	0.8357

Download as Excel Spreadsheet

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

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