CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 13-Jun-2007

Day Change Summary
	Previous	Current
	12-Jun-2007	13-Jun-2007	Change	Change %	Previous Week
Open	0.8319	0.8318	-0.0001	0.0%	0.8305
High	0.8325	0.8332	0.0007	0.1%	0.8385
Low	0.8307	0.8245	-0.0062	-0.7%	0.8300
Close	0.8313	0.8255	-0.0058	-0.7%	0.8322
Range	0.0018	0.0087	0.0069	383.3%	0.0085
ATR	0.0039	0.0043	0.0003	8.6%	0.0000
Volume	46,893	113,203	66,310	141.4%	79,250

Daily Pivots for day following 13-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8538	0.8484	0.8303
R3	0.8451	0.8397	0.8279
R2	0.8364	0.8364	0.8271
R1	0.8310	0.8310	0.8263	0.8294
PP	0.8277	0.8277	0.8277	0.8269
S1	0.8223	0.8223	0.8247	0.8207
S2	0.8190	0.8190	0.8239
S3	0.8103	0.8136	0.8231
S4	0.8016	0.8049	0.8207

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8591	0.8541	0.8369
R3	0.8506	0.8456	0.8345
R2	0.8421	0.8421	0.8338
R1	0.8371	0.8371	0.8330	0.8396
PP	0.8336	0.8336	0.8336	0.8348
S1	0.8286	0.8286	0.8314	0.8311
S2	0.8251	0.8251	0.8306
S3	0.8166	0.8201	0.8299
S4	0.8081	0.8116	0.8275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8385	0.8245	0.0140	1.7%	0.0051	0.6%	7%	False	True	54,055
10	0.8385	0.8245	0.0140	1.7%	0.0045	0.5%	7%	False	True	29,310
20	0.8447	0.8245	0.0202	2.4%	0.0041	0.5%	5%	False	True	14,909
40	0.8665	0.8245	0.0420	5.1%	0.0039	0.5%	2%	False	True	7,509
60	0.8779	0.8245	0.0534	6.5%	0.0043	0.5%	2%	False	True	5,073
80	0.8885	0.8245	0.0640	7.8%	0.0041	0.5%	2%	False	True	3,813
100	0.8885	0.8245	0.0640	7.8%	0.0034	0.4%	2%	False	True	3,126
120	0.8885	0.8245	0.0640	7.8%	0.0028	0.3%	2%	False	True	2,605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.8702
2.618	0.8560
1.618	0.8473
1.000	0.8419
0.618	0.8386
HIGH	0.8332
0.618	0.8299
0.500	0.8289
0.382	0.8278
LOW	0.8245
0.618	0.8191
1.000	0.8158
1.618	0.8104
2.618	0.8017
4.250	0.7875

Fisher Pivots for day following 13-Jun-2007
Pivot	1 day	3 day
R1	0.8289	0.8289
PP	0.8277	0.8278
S1	0.8266	0.8266

Download as Excel Spreadsheet

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

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