CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 15-Mar-2007

Day Change Summary
	Previous	Current
	14-Mar-2007	15-Mar-2007	Change	Change %	Previous Week
Open	0.8760	0.8684	-0.0076	-0.9%	0.8885
High	0.8788	0.8771	-0.0017	-0.2%	0.8885
Low	0.8760	0.8684	-0.0076	-0.9%	0.8661
Close	0.8771	0.8700	-0.0071	-0.8%	0.8670
Range	0.0028	0.0087	0.0059	210.7%	0.0224
ATR	0.0046	0.0049	0.0003	6.3%	0.0000
Volume	5	3	-2	-40.0%	79

Daily Pivots for day following 15-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8979	0.8927	0.8748
R3	0.8892	0.8840	0.8724
R2	0.8805	0.8805	0.8716
R1	0.8753	0.8753	0.8708	0.8779
PP	0.8718	0.8718	0.8718	0.8732
S1	0.8666	0.8666	0.8692	0.8692
S2	0.8631	0.8631	0.8684
S3	0.8544	0.8579	0.8676
S4	0.8457	0.8492	0.8652

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9411	0.9264	0.8793
R3	0.9187	0.9040	0.8732
R2	0.8963	0.8963	0.8711
R1	0.8816	0.8816	0.8691	0.8778
PP	0.8739	0.8739	0.8739	0.8719
S1	0.8592	0.8592	0.8649	0.8554
S2	0.8515	0.8515	0.8629
S3	0.8291	0.8368	0.8608
S4	0.8067	0.8144	0.8547

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8800	0.8656	0.0144	1.7%	0.0052	0.6%	31%	False	False	74
10	0.8885	0.8656	0.0229	2.6%	0.0041	0.5%	19%	False	False	44
20	0.8885	0.8465	0.0420	4.8%	0.0028	0.3%	56%	False	False	25
40	0.8885	0.8437	0.0448	5.1%	0.0016	0.2%	59%	False	False	203
60	0.8885	0.8437	0.0448	5.1%	0.0011	0.1%	59%	False	False	135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9141
2.618	0.8999
1.618	0.8912
1.000	0.8858
0.618	0.8825
HIGH	0.8771
0.618	0.8738
0.500	0.8728
0.382	0.8717
LOW	0.8684
0.618	0.8630
1.000	0.8597
1.618	0.8543
2.618	0.8456
4.250	0.8314

Fisher Pivots for day following 15-Mar-2007
Pivot	1 day	3 day
R1	0.8728	0.8742
PP	0.8718	0.8728
S1	0.8709	0.8714

Download as Excel Spreadsheet

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

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