CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 02-Jan-2007

Day Change Summary
	Previous	Current
	29-Dec-2006	02-Jan-2007	Change	Change %	Previous Week
Open	0.8688	0.8691	0.0003	0.0%	0.8697
High	0.8688	0.8691	0.0003	0.0%	0.8708
Low	0.8688	0.8691	0.0003	0.0%	0.8679
Close	0.8675	0.8691	0.0016	0.2%	0.8675
Range
ATR	0.0001	0.0003	0.0001	70.1%	0.0000
Volume

Daily Pivots for day following 02-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8691	0.8691	0.8691
R3	0.8691	0.8691	0.8691
R2	0.8691	0.8691	0.8691
R1	0.8691	0.8691	0.8691	0.8691
PP	0.8691	0.8691	0.8691	0.8691
S1	0.8691	0.8691	0.8691	0.8691
S2	0.8691	0.8691	0.8691
S3	0.8691	0.8691	0.8691
S4	0.8691	0.8691	0.8691

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	0.8774	0.8754	0.8691
R3	0.8745	0.8725	0.8683
R2	0.8716	0.8716	0.8680
R1	0.8696	0.8696	0.8678	0.8692
PP	0.8687	0.8687	0.8687	0.8685
S1	0.8667	0.8667	0.8672	0.8663
S2	0.8658	0.8658	0.8670
S3	0.8629	0.8638	0.8667
S4	0.8600	0.8609	0.8659

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8708	0.8679	0.0029	0.3%	0.0000	0.0%	41%	False	False
10	0.8766	0.8679	0.0087	1.0%	0.0000	0.0%	14%	False	False

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	0.8691
2.618	0.8691
1.618	0.8691
1.000	0.8691
0.618	0.8691
HIGH	0.8691
0.618	0.8691
0.500	0.8691
0.382	0.8691
LOW	0.8691
0.618	0.8691
1.000	0.8691
1.618	0.8691
2.618	0.8691
4.250	0.8691

Fisher Pivots for day following 02-Jan-2007
Pivot	1 day	3 day
R1	0.8691	0.8698
PP	0.8691	0.8696
S1	0.8691	0.8693

Download as Excel Spreadsheet

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

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