CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 11-May-2007

Day Change Summary
	Previous	Current
	10-May-2007	11-May-2007	Change	Change %	Previous Week
Open	0.8452	0.8498	0.0046	0.5%	0.8485
High	0.8479	0.8498	0.0019	0.2%	0.8502
Low	0.8434	0.8455	0.0021	0.2%	0.8434
Close	0.8468	0.8460	-0.0008	-0.1%	0.8460
Range	0.0045	0.0043	-0.0002	-4.4%	0.0068
ATR	0.0043	0.0043	0.0000	0.1%	0.0000
Volume	162	138	-24	-14.8%	363

Daily Pivots for day following 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8600	0.8573	0.8484
R3	0.8557	0.8530	0.8472
R2	0.8514	0.8514	0.8468
R1	0.8487	0.8487	0.8464	0.8479
PP	0.8471	0.8471	0.8471	0.8467
S1	0.8444	0.8444	0.8456	0.8436
S2	0.8428	0.8428	0.8452
S3	0.8385	0.8401	0.8448
S4	0.8342	0.8358	0.8436

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8669	0.8633	0.8497
R3	0.8601	0.8565	0.8479
R2	0.8533	0.8533	0.8472
R1	0.8497	0.8497	0.8466	0.8481
PP	0.8465	0.8465	0.8465	0.8458
S1	0.8429	0.8429	0.8454	0.8413
S2	0.8397	0.8397	0.8448
S3	0.8329	0.8361	0.8441
S4	0.8261	0.8293	0.8423

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8502	0.8434	0.0068	0.8%	0.0034	0.4%	38%	False	False	72
10	0.8537	0.8434	0.0103	1.2%	0.0034	0.4%	25%	False	False	102
20	0.8665	0.8434	0.0231	2.7%	0.0041	0.5%	11%	False	False	142
40	0.8779	0.8434	0.0345	4.1%	0.0045	0.5%	8%	False	False	152
60	0.8885	0.8434	0.0451	5.3%	0.0040	0.5%	6%	False	False	111
80	0.8885	0.8434	0.0451	5.3%	0.0031	0.4%	6%	False	False	179
100	0.8885	0.8434	0.0451	5.3%	0.0025	0.3%	6%	False	False	143

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	True
Bear Hook	False
Bull Hook	True
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8681
2.618	0.8611
1.618	0.8568
1.000	0.8541
0.618	0.8525
HIGH	0.8498
0.618	0.8482
0.500	0.8477
0.382	0.8471
LOW	0.8455
0.618	0.8428
1.000	0.8412
1.618	0.8385
2.618	0.8342
4.250	0.8272

Fisher Pivots for day following 11-May-2007
Pivot	1 day	3 day
R1	0.8477	0.8466
PP	0.8471	0.8464
S1	0.8466	0.8462

Download as Excel Spreadsheet

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

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