CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 25-May-2007

Day Change Summary
	Previous	Current
	24-May-2007	25-May-2007	Change	Change %	Previous Week
Open	0.8250	0.8261	0.0011	0.1%	0.8294
High	0.8272	0.8300	0.0028	0.3%	0.8300
Low	0.8241	0.8236	-0.0005	-0.1%	0.8232
Close	0.8261	0.8239	-0.0022	-0.3%	0.8239
Range	0.0031	0.0064	0.0033	106.5%	0.0068
ATR	0.0047	0.0048	0.0001	2.5%	0.0000
Volume	79,500	94,236	14,736	18.5%	349,001

Daily Pivots for day following 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8450	0.8409	0.8274
R3	0.8386	0.8345	0.8257
R2	0.8322	0.8322	0.8251
R1	0.8281	0.8281	0.8245	0.8270
PP	0.8258	0.8258	0.8258	0.8253
S1	0.8217	0.8217	0.8233	0.8206
S2	0.8194	0.8194	0.8227
S3	0.8130	0.8153	0.8221
S4	0.8066	0.8089	0.8204

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8461	0.8418	0.8276
R3	0.8393	0.8350	0.8258
R2	0.8325	0.8325	0.8251
R1	0.8282	0.8282	0.8245	0.8270
PP	0.8257	0.8257	0.8257	0.8251
S1	0.8214	0.8214	0.8233	0.8202
S2	0.8189	0.8189	0.8227
S3	0.8121	0.8146	0.8220
S4	0.8053	0.8078	0.8202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8300	0.8232	0.0068	0.8%	0.0042	0.5%	10%	True	False	69,800
10	0.8368	0.8232	0.0136	1.7%	0.0042	0.5%	5%	False	False	72,606
20	0.8447	0.8232	0.0215	2.6%	0.0044	0.5%	3%	False	False	72,924
40	0.8599	0.8232	0.0367	4.5%	0.0049	0.6%	2%	False	False	79,745
60	0.8799	0.8232	0.0567	6.9%	0.0062	0.8%	1%	False	False	81,041
80	0.8799	0.8232	0.0567	6.9%	0.0064	0.8%	1%	False	False	61,081
100	0.8799	0.8232	0.0567	6.9%	0.0059	0.7%	1%	False	False	49,133
120	0.8914	0.8232	0.0682	8.3%	0.0054	0.7%	1%	False	False	40,993

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.8572
2.618	0.8468
1.618	0.8404
1.000	0.8364
0.618	0.8340
HIGH	0.8300
0.618	0.8276
0.500	0.8268
0.382	0.8260
LOW	0.8236
0.618	0.8196
1.000	0.8172
1.618	0.8132
2.618	0.8068
4.250	0.7964

Fisher Pivots for day following 25-May-2007
Pivot	1 day	3 day
R1	0.8268	0.8266
PP	0.8258	0.8257
S1	0.8249	0.8248

Download as Excel Spreadsheet

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

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