CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 15-Jun-2007

Day Change Summary
	Previous	Current
	14-Jun-2007	15-Jun-2007	Change	Change %	Previous Week
Open	0.8252	0.8230	-0.0022	-0.3%	0.8318
High	0.8257	0.8231	-0.0026	-0.3%	0.8333
Low	0.8217	0.8180	-0.0037	-0.5%	0.8180
Close	0.8227	0.8196	-0.0031	-0.4%	0.8196
Range	0.0040	0.0051	0.0011	27.5%	0.0153
ATR	0.0043	0.0043	0.0001	1.4%	0.0000
Volume	115,556	101,048	-14,508	-12.6%	424,417

Daily Pivots for day following 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8355	0.8327	0.8224
R3	0.8304	0.8276	0.8210
R2	0.8253	0.8253	0.8205
R1	0.8225	0.8225	0.8201	0.8214
PP	0.8202	0.8202	0.8202	0.8197
S1	0.8174	0.8174	0.8191	0.8163
S2	0.8151	0.8151	0.8187
S3	0.8100	0.8123	0.8182
S4	0.8049	0.8072	0.8168

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8695	0.8599	0.8280
R3	0.8542	0.8446	0.8238
R2	0.8389	0.8389	0.8224
R1	0.8293	0.8293	0.8210	0.8265
PP	0.8236	0.8236	0.8236	0.8222
S1	0.8140	0.8140	0.8182	0.8112
S2	0.8083	0.8083	0.8168
S3	0.7930	0.7987	0.8154
S4	0.7777	0.7834	0.8112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8333	0.8180	0.0153	1.9%	0.0044	0.5%	10%	False	True	84,883
10	0.8385	0.8180	0.0205	2.5%	0.0048	0.6%	8%	False	True	50,366
20	0.8410	0.8180	0.0230	2.8%	0.0042	0.5%	7%	False	True	25,696
40	0.8610	0.8180	0.0430	5.2%	0.0039	0.5%	4%	False	True	12,916
60	0.8779	0.8180	0.0599	7.3%	0.0044	0.5%	3%	False	True	8,680
80	0.8885	0.8180	0.0705	8.6%	0.0042	0.5%	2%	False	True	6,520
100	0.8885	0.8180	0.0705	8.6%	0.0034	0.4%	2%	False	True	5,292
120	0.8885	0.8180	0.0705	8.6%	0.0029	0.4%	2%	False	True	4,410

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8448
2.618	0.8365
1.618	0.8314
1.000	0.8282
0.618	0.8263
HIGH	0.8231
0.618	0.8212
0.500	0.8206
0.382	0.8199
LOW	0.8180
0.618	0.8148
1.000	0.8129
1.618	0.8097
2.618	0.8046
4.250	0.7963

Fisher Pivots for day following 15-Jun-2007
Pivot	1 day	3 day
R1	0.8206	0.8256
PP	0.8202	0.8236
S1	0.8199	0.8216

Download as Excel Spreadsheet

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

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