CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 23-May-2007

Day Change Summary
	Previous	Current
	22-May-2007	23-May-2007	Change	Change %	Previous Week
Open	0.8360	0.8354	-0.0006	-0.1%	0.8458
High	0.8365	0.8366	0.0001	0.0%	0.8458
Low	0.8349	0.8330	-0.0019	-0.2%	0.8368
Close	0.8352	0.8343	-0.0009	-0.1%	0.8380
Range	0.0016	0.0036	0.0020	125.0%	0.0090
ATR	0.0039	0.0039	0.0000	-0.5%	0.0000
Volume	473	221	-252	-53.3%	1,259

Daily Pivots for day following 23-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8454	0.8435	0.8363
R3	0.8418	0.8399	0.8353
R2	0.8382	0.8382	0.8350
R1	0.8363	0.8363	0.8346	0.8355
PP	0.8346	0.8346	0.8346	0.8342
S1	0.8327	0.8327	0.8340	0.8319
S2	0.8310	0.8310	0.8336
S3	0.8274	0.8291	0.8333
S4	0.8238	0.8255	0.8323

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8672	0.8616	0.8430
R3	0.8582	0.8526	0.8405
R2	0.8492	0.8492	0.8397
R1	0.8436	0.8436	0.8388	0.8419
PP	0.8402	0.8402	0.8402	0.8394
S1	0.8346	0.8346	0.8372	0.8329
S2	0.8312	0.8312	0.8364
S3	0.8222	0.8256	0.8355
S4	0.8132	0.8166	0.8331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8410	0.8330	0.0080	1.0%	0.0035	0.4%	16%	False	True	401
10	0.8498	0.8330	0.0168	2.0%	0.0035	0.4%	8%	False	True	298
20	0.8583	0.8330	0.0253	3.0%	0.0036	0.4%	5%	False	True	194
40	0.8755	0.8330	0.0425	5.1%	0.0042	0.5%	3%	False	True	204
60	0.8885	0.8330	0.0555	6.7%	0.0042	0.5%	2%	False	True	154
80	0.8885	0.8330	0.0555	6.7%	0.0034	0.4%	2%	False	True	212
100	0.8885	0.8330	0.0555	6.7%	0.0028	0.3%	2%	False	True	170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8519
2.618	0.8460
1.618	0.8424
1.000	0.8402
0.618	0.8388
HIGH	0.8366
0.618	0.8352
0.500	0.8348
0.382	0.8344
LOW	0.8330
0.618	0.8308
1.000	0.8294
1.618	0.8272
2.618	0.8236
4.250	0.8177

Fisher Pivots for day following 23-May-2007
Pivot	1 day	3 day
R1	0.8348	0.8359
PP	0.8346	0.8353
S1	0.8345	0.8348

Download as Excel Spreadsheet

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

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