CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 14-Jun-2007

Day Change Summary
	Previous	Current
	13-Jun-2007	14-Jun-2007	Change	Change %	Previous Week
Open	0.8318	0.8252	-0.0066	-0.8%	0.8305
High	0.8332	0.8257	-0.0075	-0.9%	0.8385
Low	0.8245	0.8217	-0.0028	-0.3%	0.8300
Close	0.8255	0.8227	-0.0028	-0.3%	0.8322
Range	0.0087	0.0040	-0.0047	-54.0%	0.0085
ATR	0.0043	0.0043	0.0000	-0.5%	0.0000
Volume	113,203	115,556	2,353	2.1%	79,250

Daily Pivots for day following 14-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8354	0.8330	0.8249
R3	0.8314	0.8290	0.8238
R2	0.8274	0.8274	0.8234
R1	0.8250	0.8250	0.8231	0.8242
PP	0.8234	0.8234	0.8234	0.8230
S1	0.8210	0.8210	0.8223	0.8202
S2	0.8194	0.8194	0.8220
S3	0.8154	0.8170	0.8216
S4	0.8114	0.8130	0.8205

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	0.8217	0.0168	2.0%	0.0048	0.6%	6%	False	True	71,631
10	0.8385	0.8217	0.0168	2.0%	0.0046	0.6%	6%	False	True	40,529
20	0.8410	0.8217	0.0193	2.3%	0.0041	0.5%	5%	False	True	20,663
40	0.8665	0.8217	0.0448	5.4%	0.0039	0.5%	2%	False	True	10,396
60	0.8779	0.8217	0.0562	6.8%	0.0043	0.5%	2%	False	True	6,996
80	0.8885	0.8217	0.0668	8.1%	0.0041	0.5%	1%	False	True	5,257
100	0.8885	0.8217	0.0668	8.1%	0.0034	0.4%	1%	False	True	4,282
120	0.8885	0.8217	0.0668	8.1%	0.0029	0.3%	1%	False	True	3,568

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8427
2.618	0.8362
1.618	0.8322
1.000	0.8297
0.618	0.8282
HIGH	0.8257
0.618	0.8242
0.500	0.8237
0.382	0.8232
LOW	0.8217
0.618	0.8192
1.000	0.8177
1.618	0.8152
2.618	0.8112
4.250	0.8047

Fisher Pivots for day following 14-Jun-2007
Pivot	1 day	3 day
R1	0.8237	0.8275
PP	0.8234	0.8259
S1	0.8230	0.8243

Download as Excel Spreadsheet

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

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