CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 22-Dec-2006

Day Change Summary
	Previous	Current
	21-Dec-2006	22-Dec-2006	Change	Change %	Previous Week
Open	0.8744	0.8739	-0.0005	-0.1%	0.8763
High	0.8744	0.8739	-0.0005	-0.1%	0.8766
Low	0.8744	0.8739	-0.0005	-0.1%	0.8739
Close	0.8739	0.8697	-0.0042	-0.5%	0.8697
Range
ATR	0.0002	0.0002	0.0000	-7.1%	0.0000
Volume

Daily Pivots for day following 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	0.8725	0.8711	0.8697
R3	0.8725	0.8711	0.8697
R2	0.8725	0.8725	0.8697
R1	0.8711	0.8711	0.8697	0.8718
PP	0.8725	0.8725	0.8725	0.8729
S1	0.8711	0.8711	0.8697	0.8718
S2	0.8725	0.8725	0.8697
S3	0.8725	0.8711	0.8697
S4	0.8725	0.8711	0.8697

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	0.8815	0.8783	0.8712
R3	0.8788	0.8756	0.8704
R2	0.8761	0.8761	0.8702
R1	0.8729	0.8729	0.8699	0.8732
PP	0.8734	0.8734	0.8734	0.8735
S1	0.8702	0.8702	0.8695	0.8705
S2	0.8707	0.8707	0.8692
S3	0.8680	0.8675	0.8690
S4	0.8653	0.8648	0.8682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8766	0.8739	0.0027	0.3%	0.0000	0.0%	-156%	False	True
10	0.8892	0.8739	0.0153	1.8%	0.0000	0.0%	-27%	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	0.8739
2.618	0.8739
1.618	0.8739
1.000	0.8739
0.618	0.8739
HIGH	0.8739
0.618	0.8739
0.500	0.8739
0.382	0.8739
LOW	0.8739
0.618	0.8739
1.000	0.8739
1.618	0.8739
2.618	0.8739
4.250	0.8739

Fisher Pivots for day following 22-Dec-2006
Pivot	1 day	3 day
R1	0.8739	0.8753
PP	0.8725	0.8734
S1	0.8711	0.8716

Download as Excel Spreadsheet

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

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