CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 14-Jun-2007

Day Change Summary
	Previous	Current
	13-Jun-2007	14-Jun-2007	Change	Change %	Previous Week
Open	0.8224	0.8155	-0.0069	-0.8%	0.8204
High	0.8235	0.8162	-0.0073	-0.9%	0.8289
Low	0.8150	0.8123	-0.0027	-0.3%	0.8204
Close	0.8161	0.8133	-0.0028	-0.3%	0.8227
Range	0.0085	0.0039	-0.0046	-54.1%	0.0085
ATR	0.0048	0.0047	-0.0001	-1.3%	0.0000
Volume	98,127	91,171	-6,956	-7.1%	640,333

Daily Pivots for day following 14-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8256	0.8234	0.8154
R3	0.8217	0.8195	0.8144
R2	0.8178	0.8178	0.8140
R1	0.8156	0.8156	0.8137	0.8148
PP	0.8139	0.8139	0.8139	0.8135
S1	0.8117	0.8117	0.8129	0.8109
S2	0.8100	0.8100	0.8126
S3	0.8061	0.8078	0.8122
S4	0.8022	0.8039	0.8112

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8495	0.8446	0.8274
R3	0.8410	0.8361	0.8250
R2	0.8325	0.8325	0.8243
R1	0.8276	0.8276	0.8235	0.8301
PP	0.8240	0.8240	0.8240	0.8252
S1	0.8191	0.8191	0.8219	0.8216
S2	0.8155	0.8155	0.8211
S3	0.8070	0.8106	0.8204
S4	0.7985	0.8021	0.8180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8289	0.8123	0.0166	2.0%	0.0049	0.6%	6%	False	True	100,063
10	0.8289	0.8123	0.0166	2.0%	0.0047	0.6%	6%	False	True	107,917
20	0.8318	0.8123	0.0195	2.4%	0.0045	0.5%	5%	False	True	92,598
40	0.8567	0.8123	0.0444	5.5%	0.0047	0.6%	2%	False	True	85,750
60	0.8684	0.8123	0.0561	6.9%	0.0052	0.6%	2%	False	True	88,445
80	0.8799	0.8123	0.0676	8.3%	0.0063	0.8%	1%	False	True	77,724
100	0.8799	0.8123	0.0676	8.3%	0.0060	0.7%	1%	False	True	62,304
120	0.8799	0.8123	0.0676	8.3%	0.0056	0.7%	1%	False	True	52,130

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8328
2.618	0.8264
1.618	0.8225
1.000	0.8201
0.618	0.8186
HIGH	0.8162
0.618	0.8147
0.500	0.8143
0.382	0.8138
LOW	0.8123
0.618	0.8099
1.000	0.8084
1.618	0.8060
2.618	0.8021
4.250	0.7957

Fisher Pivots for day following 14-Jun-2007
Pivot	1 day	3 day
R1	0.8143	0.8179
PP	0.8139	0.8164
S1	0.8136	0.8148

Download as Excel Spreadsheet

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

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