CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 07-May-2007

Day Change Summary
	Previous	Current
	04-May-2007	07-May-2007	Change	Change %	Previous Week
Open	0.8458	0.8485	0.0027	0.3%	0.8510
High	0.8477	0.8487	0.0010	0.1%	0.8537
Low	0.8451	0.8469	0.0018	0.2%	0.8447
Close	0.8468	0.8471	0.0003	0.0%	0.8468
Range	0.0026	0.0018	-0.0008	-30.8%	0.0090
ATR	0.0046	0.0044	-0.0002	-4.2%	0.0000
Volume	223	24	-199	-89.2%	661

Daily Pivots for day following 07-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8530	0.8518	0.8481
R3	0.8512	0.8500	0.8476
R2	0.8494	0.8494	0.8474
R1	0.8482	0.8482	0.8473	0.8479
PP	0.8476	0.8476	0.8476	0.8474
S1	0.8464	0.8464	0.8469	0.8461
S2	0.8458	0.8458	0.8468
S3	0.8440	0.8446	0.8466
S4	0.8422	0.8428	0.8461

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%	0.0032	0.4%	27%	False	False	105
10	0.8610	0.8447	0.0163	1.9%	0.0038	0.4%	15%	False	False	99
20	0.8665	0.8447	0.0218	2.6%	0.0043	0.5%	11%	False	False	157
40	0.8800	0.8447	0.0353	4.2%	0.0047	0.6%	7%	False	False	147
60	0.8885	0.8437	0.0448	5.3%	0.0038	0.4%	8%	False	False	232
80	0.8885	0.8437	0.0448	5.3%	0.0030	0.4%	8%	False	False	174
100	0.8885	0.8437	0.0448	5.3%	0.0024	0.3%	8%	False	False	139

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.8564
2.618	0.8534
1.618	0.8516
1.000	0.8505
0.618	0.8498
HIGH	0.8487
0.618	0.8480
0.500	0.8478
0.382	0.8476
LOW	0.8469
0.618	0.8458
1.000	0.8451
1.618	0.8440
2.618	0.8422
4.250	0.8393

Fisher Pivots for day following 07-May-2007
Pivot	1 day	3 day
R1	0.8478	0.8470
PP	0.8476	0.8468
S1	0.8473	0.8467

Download as Excel Spreadsheet

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

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