CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 30-May-2007

Day Change Summary
	Previous	Current
	29-May-2007	30-May-2007	Change	Change %	Previous Week
Open	0.8237	0.8241	0.0004	0.0%	0.8294
High	0.8274	0.8265	-0.0009	-0.1%	0.8300
Low	0.8230	0.8232	0.0002	0.0%	0.8232
Close	0.8249	0.8245	-0.0004	0.0%	0.8239
Range	0.0044	0.0033	-0.0011	-25.0%	0.0068
ATR	0.0048	0.0047	-0.0001	-2.2%	0.0000
Volume	94,622	75,061	-19,561	-20.7%	349,001

Daily Pivots for day following 30-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8346	0.8329	0.8263
R3	0.8313	0.8296	0.8254
R2	0.8280	0.8280	0.8251
R1	0.8263	0.8263	0.8248	0.8272
PP	0.8247	0.8247	0.8247	0.8252
S1	0.8230	0.8230	0.8242	0.8239
S2	0.8214	0.8214	0.8239
S3	0.8181	0.8197	0.8236
S4	0.8148	0.8164	0.8227

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	0.8230	0.0070	0.8%	0.0042	0.5%	21%	False	False	86,610
10	0.8358	0.8230	0.0128	1.6%	0.0043	0.5%	12%	False	False	76,741
20	0.8418	0.8230	0.0188	2.3%	0.0043	0.5%	8%	False	False	74,286
40	0.8567	0.8230	0.0337	4.1%	0.0049	0.6%	4%	False	False	77,875
60	0.8764	0.8230	0.0534	6.5%	0.0060	0.7%	3%	False	False	83,309
80	0.8799	0.8230	0.0569	6.9%	0.0063	0.8%	3%	False	False	63,196
100	0.8799	0.8230	0.0569	6.9%	0.0059	0.7%	3%	False	False	50,823
120	0.8882	0.8230	0.0652	7.9%	0.0054	0.7%	2%	False	False	42,407

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8405
2.618	0.8351
1.618	0.8318
1.000	0.8298
0.618	0.8285
HIGH	0.8265
0.618	0.8252
0.500	0.8249
0.382	0.8245
LOW	0.8232
0.618	0.8212
1.000	0.8199
1.618	0.8179
2.618	0.8146
4.250	0.8092

Fisher Pivots for day following 30-May-2007
Pivot	1 day	3 day
R1	0.8249	0.8265
PP	0.8247	0.8258
S1	0.8246	0.8252

Download as Excel Spreadsheet

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

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