CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 20-Apr-2007

Day Change Summary
	Previous	Current
	19-Apr-2007	20-Apr-2007	Change	Change %	Previous Week
Open	0.8603	0.8600	-0.0003	0.0%	0.8561
High	0.8665	0.8600	-0.0065	-0.8%	0.8665
Low	0.8603	0.8567	-0.0036	-0.4%	0.8510
Close	0.8610	0.8583	-0.0027	-0.3%	0.8583
Range	0.0062	0.0033	-0.0029	-46.8%	0.0155
ATR	0.0054	0.0053	-0.0001	-1.4%	0.0000
Volume	237	131	-106	-44.7%	1,306

Daily Pivots for day following 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8682	0.8666	0.8601
R3	0.8649	0.8633	0.8592
R2	0.8616	0.8616	0.8589
R1	0.8600	0.8600	0.8586	0.8592
PP	0.8583	0.8583	0.8583	0.8579
S1	0.8567	0.8567	0.8580	0.8559
S2	0.8550	0.8550	0.8577
S3	0.8517	0.8534	0.8574
S4	0.8484	0.8501	0.8565

Weekly Pivots for week ending 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9051	0.8972	0.8668
R3	0.8896	0.8817	0.8626
R2	0.8741	0.8741	0.8611
R1	0.8662	0.8662	0.8597	0.8702
PP	0.8586	0.8586	0.8586	0.8606
S1	0.8507	0.8507	0.8569	0.8547
S2	0.8431	0.8431	0.8555
S3	0.8276	0.8352	0.8540
S4	0.8121	0.8197	0.8498

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8665	0.8510	0.0155	1.8%	0.0050	0.6%	47%	False	False	261
10	0.8665	0.8510	0.0155	1.8%	0.0046	0.5%	47%	False	False	201
20	0.8779	0.8510	0.0269	3.1%	0.0053	0.6%	27%	False	False	209
40	0.8885	0.8510	0.0375	4.4%	0.0045	0.5%	19%	False	False	128
60	0.8885	0.8437	0.0448	5.2%	0.0031	0.4%	33%	False	False	212
80	0.8885	0.8437	0.0448	5.2%	0.0024	0.3%	33%	False	False	159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8740
2.618	0.8686
1.618	0.8653
1.000	0.8633
0.618	0.8620
HIGH	0.8600
0.618	0.8587
0.500	0.8584
0.382	0.8580
LOW	0.8567
0.618	0.8547
1.000	0.8534
1.618	0.8514
2.618	0.8481
4.250	0.8427

Fisher Pivots for day following 20-Apr-2007
Pivot	1 day	3 day
R1	0.8584	0.8616
PP	0.8583	0.8605
S1	0.8583	0.8594

Download as Excel Spreadsheet

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

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