CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 21-Dec-2006

Day Change Summary
	Previous	Current
	20-Dec-2006	21-Dec-2006	Change	Change %	Previous Week
Open	0.8766	0.8744	-0.0022	-0.3%	0.8892
High	0.8766	0.8744	-0.0022	-0.3%	0.8892
Low	0.8766	0.8744	-0.0022	-0.3%	0.8784
Close	0.8744	0.8739	-0.0005	-0.1%	0.8763
Range
ATR	0.0000	0.0002	0.0002		0.0000
Volume

Daily Pivots for day following 21-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	0.8742	0.8741	0.8739
R3	0.8742	0.8741	0.8739
R2	0.8742	0.8742	0.8739
R1	0.8741	0.8741	0.8739	0.8742
PP	0.8742	0.8742	0.8742	0.8743
S1	0.8741	0.8741	0.8739	0.8742
S2	0.8742	0.8742	0.8739
S3	0.8742	0.8741	0.8739
S4	0.8742	0.8741	0.8739

Weekly Pivots for week ending 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	0.9137	0.9058	0.8822
R3	0.9029	0.8950	0.8793
R2	0.8921	0.8921	0.8783
R1	0.8842	0.8842	0.8773	0.8828
PP	0.8813	0.8813	0.8813	0.8806
S1	0.8734	0.8734	0.8753	0.8720
S2	0.8705	0.8705	0.8743
S3	0.8597	0.8626	0.8733
S4	0.8489	0.8518	0.8704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8784	0.8744	0.0040	0.5%	0.0000	0.0%	-13%	False	True
10	0.8983	0.8744	0.0239	2.7%	0.0000	0.0%	-2%	False	True

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.8744
2.618	0.8744
1.618	0.8744
1.000	0.8744
0.618	0.8744
HIGH	0.8744
0.618	0.8744
0.500	0.8744
0.382	0.8744
LOW	0.8744
0.618	0.8744
1.000	0.8744
1.618	0.8744
2.618	0.8744
4.250	0.8744

Fisher Pivots for day following 21-Dec-2006
Pivot	1 day	3 day
R1	0.8744	0.8755
PP	0.8742	0.8750
S1	0.8741	0.8744

Download as Excel Spreadsheet

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

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