CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 04-May-2007

Day Change Summary
	Previous	Current
	03-May-2007	04-May-2007	Change	Change %	Previous Week
Open	0.8469	0.8458	-0.0011	-0.1%	0.8510
High	0.8469	0.8477	0.0008	0.1%	0.8537
Low	0.8447	0.8451	0.0004	0.0%	0.8447
Close	0.8448	0.8468	0.0020	0.2%	0.8468
Range	0.0022	0.0026	0.0004	18.2%	0.0090
ATR	0.0047	0.0046	-0.0001	-2.8%	0.0000
Volume	205	223	18	8.8%	661

Daily Pivots for day following 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8543	0.8532	0.8482
R3	0.8517	0.8506	0.8475
R2	0.8491	0.8491	0.8473
R1	0.8480	0.8480	0.8470	0.8486
PP	0.8465	0.8465	0.8465	0.8468
S1	0.8454	0.8454	0.8466	0.8460
S2	0.8439	0.8439	0.8463
S3	0.8413	0.8428	0.8461
S4	0.8387	0.8402	0.8454

Weekly Pivots for week ending 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8754	0.8701	0.8518
R3	0.8664	0.8611	0.8493
R2	0.8574	0.8574	0.8485
R1	0.8521	0.8521	0.8476	0.8503
PP	0.8484	0.8484	0.8484	0.8475
S1	0.8431	0.8431	0.8460	0.8413
S2	0.8394	0.8394	0.8452
S3	0.8304	0.8341	0.8443
S4	0.8214	0.8251	0.8419

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8537	0.8447	0.0090	1.1%	0.0034	0.4%	23%	False	False	132
10	0.8610	0.8447	0.0163	1.9%	0.0040	0.5%	13%	False	False	118
20	0.8665	0.8447	0.0218	2.6%	0.0043	0.5%	10%	False	False	159
40	0.8800	0.8447	0.0353	4.2%	0.0048	0.6%	6%	False	False	154
60	0.8885	0.8437	0.0448	5.3%	0.0038	0.4%	7%	False	False	232
80	0.8885	0.8437	0.0448	5.3%	0.0029	0.3%	7%	False	False	174
100	0.8885	0.8437	0.0448	5.3%	0.0024	0.3%	7%	False	False	139

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8588
2.618	0.8545
1.618	0.8519
1.000	0.8503
0.618	0.8493
HIGH	0.8477
0.618	0.8467
0.500	0.8464
0.382	0.8461
LOW	0.8451
0.618	0.8435
1.000	0.8425
1.618	0.8409
2.618	0.8383
4.250	0.8341

Fisher Pivots for day following 04-May-2007
Pivot	1 day	3 day
R1	0.8467	0.8478
PP	0.8465	0.8475
S1	0.8464	0.8471

Download as Excel Spreadsheet

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

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