CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 30-Apr-2007

Day Change Summary
	Previous	Current
	27-Apr-2007	30-Apr-2007	Change	Change %	Previous Week
Open	0.8520	0.8510	-0.0010	-0.1%	0.8579
High	0.8563	0.8526	-0.0037	-0.4%	0.8610
Low	0.8503	0.8500	-0.0003	0.0%	0.8503
Close	0.8508	0.8514	0.0006	0.1%	0.8508
Range	0.0060	0.0026	-0.0034	-56.7%	0.0107
ATR	0.0051	0.0049	-0.0002	-3.5%	0.0000
Volume	107	158	51	47.7%	519

Daily Pivots for day following 30-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8591	0.8579	0.8528
R3	0.8565	0.8553	0.8521
R2	0.8539	0.8539	0.8519
R1	0.8527	0.8527	0.8516	0.8533
PP	0.8513	0.8513	0.8513	0.8517
S1	0.8501	0.8501	0.8512	0.8507
S2	0.8487	0.8487	0.8509
S3	0.8461	0.8475	0.8507
S4	0.8435	0.8449	0.8500

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8861	0.8792	0.8567
R3	0.8754	0.8685	0.8537
R2	0.8647	0.8647	0.8528
R1	0.8578	0.8578	0.8518	0.8559
PP	0.8540	0.8540	0.8540	0.8531
S1	0.8471	0.8471	0.8498	0.8452
S2	0.8433	0.8433	0.8488
S3	0.8326	0.8364	0.8479
S4	0.8219	0.8257	0.8449

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8610	0.8500	0.0110	1.3%	0.0044	0.5%	13%	False	True	92
10	0.8665	0.8500	0.0165	1.9%	0.0046	0.5%	8%	False	True	157
20	0.8680	0.8500	0.0180	2.1%	0.0045	0.5%	8%	False	True	198
40	0.8840	0.8500	0.0340	4.0%	0.0049	0.6%	4%	False	True	143
60	0.8885	0.8437	0.0448	5.3%	0.0035	0.4%	17%	False	False	223
80	0.8885	0.8437	0.0448	5.3%	0.0028	0.3%	17%	False	False	168
100	0.8989	0.8437	0.0552	6.5%	0.0022	0.3%	14%	False	False	134

Crabel Price Patterns
NR	True
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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8637
2.618	0.8594
1.618	0.8568
1.000	0.8552
0.618	0.8542
HIGH	0.8526
0.618	0.8516
0.500	0.8513
0.382	0.8510
LOW	0.8500
0.618	0.8484
1.000	0.8474
1.618	0.8458
2.618	0.8432
4.250	0.8390

Fisher Pivots for day following 30-Apr-2007
Pivot	1 day	3 day
R1	0.8514	0.8542
PP	0.8513	0.8532
S1	0.8513	0.8523

Download as Excel Spreadsheet

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

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