CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 18-Jun-2007

Day Change Summary
	Previous	Current
	15-Jun-2007	18-Jun-2007	Change	Change %	Previous Week
Open	0.8134	0.8098	-0.0036	-0.4%	0.8221
High	0.8136	0.8108	-0.0028	-0.3%	0.8237
Low	0.8087	0.8089	0.0002	0.0%	0.8087
Close	0.8102	0.8093	-0.0009	-0.1%	0.8102
Range	0.0049	0.0019	-0.0030	-61.2%	0.0150
ATR	0.0047	0.0045	-0.0002	-4.3%	0.0000
Volume	34,181	2,667	-31,514	-92.2%	385,418

Daily Pivots for day following 18-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8154	0.8142	0.8103
R3	0.8135	0.8123	0.8098
R2	0.8116	0.8116	0.8096
R1	0.8104	0.8104	0.8095	0.8101
PP	0.8097	0.8097	0.8097	0.8095
S1	0.8085	0.8085	0.8091	0.8082
S2	0.8078	0.8078	0.8090
S3	0.8059	0.8066	0.8088
S4	0.8040	0.8047	0.8083

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8592	0.8497	0.8185
R3	0.8442	0.8347	0.8143
R2	0.8292	0.8292	0.8130
R1	0.8197	0.8197	0.8116	0.8170
PP	0.8142	0.8142	0.8142	0.8128
S1	0.8047	0.8047	0.8088	0.8020
S2	0.7992	0.7992	0.8075
S3	0.7842	0.7897	0.8061
S4	0.7692	0.7747	0.8020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8235	0.8087	0.0148	1.8%	0.0042	0.5%	4%	False	False	61,155
10	0.8289	0.8087	0.0202	2.5%	0.0047	0.6%	3%	False	False	94,878
20	0.8300	0.8087	0.0213	2.6%	0.0043	0.5%	3%	False	False	86,336
40	0.8520	0.8087	0.0433	5.4%	0.0046	0.6%	1%	False	False	81,981
60	0.8684	0.8087	0.0597	7.4%	0.0051	0.6%	1%	False	False	85,793
80	0.8799	0.8087	0.0712	8.8%	0.0062	0.8%	1%	False	False	78,168
100	0.8799	0.8087	0.0712	8.8%	0.0060	0.7%	1%	False	False	62,663
120	0.8799	0.8087	0.0712	8.8%	0.0056	0.7%	1%	False	False	52,436

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

Fibonacci Retracements and Extensions
4.250	0.8189
2.618	0.8158
1.618	0.8139
1.000	0.8127
0.618	0.8120
HIGH	0.8108
0.618	0.8101
0.500	0.8099
0.382	0.8096
LOW	0.8089
0.618	0.8077
1.000	0.8070
1.618	0.8058
2.618	0.8039
4.250	0.8008

Fisher Pivots for day following 18-Jun-2007
Pivot	1 day	3 day
R1	0.8099	0.8125
PP	0.8097	0.8114
S1	0.8095	0.8104

Download as Excel Spreadsheet

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

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