CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 24-Apr-2007

Day Change Summary
	Previous	Current
	23-Apr-2007	24-Apr-2007	Change	Change %	Previous Week
Open	0.8579	0.8598	0.0019	0.2%	0.8561
High	0.8610	0.8610	0.0000	0.0%	0.8665
Low	0.8573	0.8570	-0.0003	0.0%	0.8510
Close	0.8590	0.8585	-0.0005	-0.1%	0.8583
Range	0.0037	0.0040	0.0003	8.1%	0.0155
ATR	0.0052	0.0051	-0.0001	-1.6%	0.0000
Volume	213	70	-143	-67.1%	1,306

Daily Pivots for day following 24-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8708	0.8687	0.8607
R3	0.8668	0.8647	0.8596
R2	0.8628	0.8628	0.8592
R1	0.8607	0.8607	0.8589	0.8598
PP	0.8588	0.8588	0.8588	0.8584
S1	0.8567	0.8567	0.8581	0.8558
S2	0.8548	0.8548	0.8578
S3	0.8508	0.8527	0.8574
S4	0.8468	0.8487	0.8563

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	0.8567	0.0098	1.1%	0.0043	0.5%	18%	False	False	144
10	0.8665	0.8510	0.0155	1.8%	0.0050	0.6%	48%	False	False	221
20	0.8779	0.8510	0.0269	3.1%	0.0052	0.6%	28%	False	False	215
40	0.8885	0.8510	0.0375	4.4%	0.0045	0.5%	20%	False	False	135
60	0.8885	0.8437	0.0448	5.2%	0.0033	0.4%	33%	False	False	217
80	0.8885	0.8437	0.0448	5.2%	0.0025	0.3%	33%	False	False	163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8780
2.618	0.8715
1.618	0.8675
1.000	0.8650
0.618	0.8635
HIGH	0.8610
0.618	0.8595
0.500	0.8590
0.382	0.8585
LOW	0.8570
0.618	0.8545
1.000	0.8530
1.618	0.8505
2.618	0.8465
4.250	0.8400

Fisher Pivots for day following 24-Apr-2007
Pivot	1 day	3 day
R1	0.8590	0.8589
PP	0.8588	0.8587
S1	0.8587	0.8586

Download as Excel Spreadsheet

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

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