CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 04-Jun-2007

Day Change Summary
	Previous	Current
	01-Jun-2007	04-Jun-2007	Change	Change %	Previous Week
Open	0.8230	0.8204	-0.0026	-0.3%	0.8237
High	0.8235	0.8243	0.0008	0.1%	0.8274
Low	0.8202	0.8204	0.0002	0.0%	0.8202
Close	0.8210	0.8224	0.0014	0.2%	0.8210
Range	0.0033	0.0039	0.0006	18.2%	0.0072
ATR	0.0045	0.0045	0.0000	-1.0%	0.0000
Volume	87,600	79,630	-7,970	-9.1%	349,316

Daily Pivots for day following 04-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8341	0.8321	0.8245
R3	0.8302	0.8282	0.8235
R2	0.8263	0.8263	0.8231
R1	0.8243	0.8243	0.8228	0.8253
PP	0.8224	0.8224	0.8224	0.8229
S1	0.8204	0.8204	0.8220	0.8214
S2	0.8185	0.8185	0.8217
S3	0.8146	0.8165	0.8213
S4	0.8107	0.8126	0.8203

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8445	0.8399	0.8250
R3	0.8373	0.8327	0.8230
R2	0.8301	0.8301	0.8223
R1	0.8255	0.8255	0.8217	0.8242
PP	0.8229	0.8229	0.8229	0.8222
S1	0.8183	0.8183	0.8203	0.8170
S2	0.8157	0.8157	0.8197
S3	0.8085	0.8111	0.8190
S4	0.8013	0.8039	0.8170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8274	0.8202	0.0072	0.9%	0.0037	0.5%	31%	False	False	85,789
10	0.8300	0.8202	0.0098	1.2%	0.0040	0.5%	22%	False	False	77,794
20	0.8414	0.8202	0.0212	2.6%	0.0041	0.5%	10%	False	False	78,279
40	0.8567	0.8202	0.0365	4.4%	0.0048	0.6%	6%	False	False	77,963
60	0.8745	0.8202	0.0543	6.6%	0.0057	0.7%	4%	False	False	87,071
80	0.8799	0.8202	0.0597	7.3%	0.0063	0.8%	4%	False	False	66,417
100	0.8799	0.8202	0.0597	7.3%	0.0059	0.7%	4%	False	False	53,412
120	0.8799	0.8202	0.0597	7.3%	0.0054	0.7%	4%	False	False	44,566

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

Fibonacci Retracements and Extensions
4.250	0.8409
2.618	0.8345
1.618	0.8306
1.000	0.8282
0.618	0.8267
HIGH	0.8243
0.618	0.8228
0.500	0.8224
0.382	0.8219
LOW	0.8204
0.618	0.8180
1.000	0.8165
1.618	0.8141
2.618	0.8102
4.250	0.8038

Fisher Pivots for day following 04-Jun-2007
Pivot	1 day	3 day
R1	0.8224	0.8226
PP	0.8224	0.8225
S1	0.8224	0.8225

Download as Excel Spreadsheet

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

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