CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 24-May-2007

Day Change Summary
	Previous	Current
	23-May-2007	24-May-2007	Change	Change %	Previous Week
Open	0.8255	0.8250	-0.0005	-0.1%	0.8354
High	0.8271	0.8272	0.0001	0.0%	0.8368
Low	0.8232	0.8241	0.0009	0.1%	0.8269
Close	0.8247	0.8261	0.0014	0.2%	0.8284
Range	0.0039	0.0031	-0.0008	-20.5%	0.0099
ATR	0.0048	0.0047	-0.0001	-2.6%	0.0000
Volume	89,632	79,500	-10,132	-11.3%	377,064

Daily Pivots for day following 24-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8351	0.8337	0.8278
R3	0.8320	0.8306	0.8270
R2	0.8289	0.8289	0.8267
R1	0.8275	0.8275	0.8264	0.8282
PP	0.8258	0.8258	0.8258	0.8262
S1	0.8244	0.8244	0.8258	0.8251
S2	0.8227	0.8227	0.8255
S3	0.8196	0.8213	0.8252
S4	0.8165	0.8182	0.8244

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8604	0.8543	0.8338
R3	0.8505	0.8444	0.8311
R2	0.8406	0.8406	0.8302
R1	0.8345	0.8345	0.8293	0.8326
PP	0.8307	0.8307	0.8307	0.8298
S1	0.8246	0.8246	0.8275	0.8227
S2	0.8208	0.8208	0.8266
S3	0.8109	0.8147	0.8257
S4	0.8010	0.8048	0.8230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8317	0.8232	0.0085	1.0%	0.0038	0.5%	34%	False	False	69,136
10	0.8409	0.8232	0.0177	2.1%	0.0041	0.5%	16%	False	False	75,328
20	0.8467	0.8232	0.0235	2.8%	0.0044	0.5%	12%	False	False	72,900
40	0.8618	0.8232	0.0386	4.7%	0.0050	0.6%	8%	False	False	80,585
60	0.8799	0.8232	0.0567	6.9%	0.0063	0.8%	5%	False	False	79,539
80	0.8799	0.8232	0.0567	6.9%	0.0064	0.8%	5%	False	False	59,910
100	0.8799	0.8232	0.0567	6.9%	0.0059	0.7%	5%	False	False	48,191
120	0.8918	0.8232	0.0686	8.3%	0.0053	0.6%	4%	False	False	40,208

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8404
2.618	0.8353
1.618	0.8322
1.000	0.8303
0.618	0.8291
HIGH	0.8272
0.618	0.8260
0.500	0.8257
0.382	0.8253
LOW	0.8241
0.618	0.8222
1.000	0.8210
1.618	0.8191
2.618	0.8160
4.250	0.8109

Fisher Pivots for day following 24-May-2007
Pivot	1 day	3 day
R1	0.8260	0.8259
PP	0.8258	0.8257
S1	0.8257	0.8256

Download as Excel Spreadsheet

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

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