CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 09-May-2007

Day Change Summary
	Previous	Current
	08-May-2007	09-May-2007	Change	Change %	Previous Week
Open	0.8470	0.8490	0.0020	0.2%	0.8510
High	0.8502	0.8498	-0.0004	0.0%	0.8537
Low	0.8470	0.8466	-0.0004	0.0%	0.8447
Close	0.8479	0.8470	-0.0009	-0.1%	0.8468
Range	0.0032	0.0032	0.0000	0.0%	0.0090
ATR	0.0043	0.0042	-0.0001	-1.8%	0.0000
Volume	23	16	-7	-30.4%	661

Daily Pivots for day following 09-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8574	0.8554	0.8488
R3	0.8542	0.8522	0.8479
R2	0.8510	0.8510	0.8476
R1	0.8490	0.8490	0.8473	0.8484
PP	0.8478	0.8478	0.8478	0.8475
S1	0.8458	0.8458	0.8467	0.8452
S2	0.8446	0.8446	0.8464
S3	0.8414	0.8426	0.8461
S4	0.8382	0.8394	0.8452

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	0.8502	0.8447	0.0055	0.6%	0.0026	0.3%	42%	False	False	98
10	0.8583	0.8447	0.0136	1.6%	0.0038	0.4%	17%	False	False	90
20	0.8665	0.8447	0.0218	2.6%	0.0043	0.5%	11%	False	False	152
40	0.8779	0.8447	0.0332	3.9%	0.0046	0.5%	7%	False	False	146
60	0.8885	0.8447	0.0438	5.2%	0.0039	0.5%	5%	False	False	233
80	0.8885	0.8437	0.0448	5.3%	0.0030	0.4%	7%	False	False	175
100	0.8885	0.8437	0.0448	5.3%	0.0024	0.3%	7%	False	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008

Fibonacci Retracements and Extensions
4.250	0.8634
2.618	0.8582
1.618	0.8550
1.000	0.8530
0.618	0.8518
HIGH	0.8498
0.618	0.8486
0.500	0.8482
0.382	0.8478
LOW	0.8466
0.618	0.8446
1.000	0.8434
1.618	0.8414
2.618	0.8382
4.250	0.8330

Fisher Pivots for day following 09-May-2007
Pivot	1 day	3 day
R1	0.8482	0.8484
PP	0.8478	0.8479
S1	0.8474	0.8475

Download as Excel Spreadsheet

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

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