CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 07-Jun-2007

Day Change Summary
	Previous	Current
	06-Jun-2007	07-Jun-2007	Change	Change %	Previous Week
Open	0.8255	0.8272	0.0017	0.2%	0.8237
High	0.8287	0.8289	0.0002	0.0%	0.8274
Low	0.8243	0.8235	-0.0008	-0.1%	0.8202
Close	0.8276	0.8267	-0.0009	-0.1%	0.8210
Range	0.0044	0.0054	0.0010	22.7%	0.0072
ATR	0.0046	0.0046	0.0001	1.3%	0.0000
Volume	118,829	154,739	35,910	30.2%	349,316

Daily Pivots for day following 07-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8426	0.8400	0.8297
R3	0.8372	0.8346	0.8282
R2	0.8318	0.8318	0.8277
R1	0.8292	0.8292	0.8272	0.8278
PP	0.8264	0.8264	0.8264	0.8257
S1	0.8238	0.8238	0.8262	0.8224
S2	0.8210	0.8210	0.8257
S3	0.8156	0.8184	0.8252
S4	0.8102	0.8130	0.8237

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	0.8289	0.8202	0.0087	1.1%	0.0046	0.6%	75%	True	False	115,770
10	0.8300	0.8202	0.0098	1.2%	0.0044	0.5%	66%	False	False	101,430
20	0.8409	0.8202	0.0207	2.5%	0.0043	0.5%	31%	False	False	89,573
40	0.8567	0.8202	0.0365	4.4%	0.0050	0.6%	18%	False	False	85,142
60	0.8702	0.8202	0.0500	6.0%	0.0054	0.7%	13%	False	False	91,088
80	0.8799	0.8202	0.0597	7.2%	0.0063	0.8%	11%	False	False	71,546
100	0.8799	0.8202	0.0597	7.2%	0.0060	0.7%	11%	False	False	57,518
120	0.8799	0.8202	0.0597	7.2%	0.0055	0.7%	11%	False	False	47,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8519
2.618	0.8430
1.618	0.8376
1.000	0.8343
0.618	0.8322
HIGH	0.8289
0.618	0.8268
0.500	0.8262
0.382	0.8256
LOW	0.8235
0.618	0.8202
1.000	0.8181
1.618	0.8148
2.618	0.8094
4.250	0.8006

Fisher Pivots for day following 07-Jun-2007
Pivot	1 day	3 day
R1	0.8265	0.8262
PP	0.8264	0.8257
S1	0.8262	0.8252

Download as Excel Spreadsheet

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

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