CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 18-Jun-2007

Day Change Summary
	Previous	Current
	15-Jun-2007	18-Jun-2007	Change	Change %	Previous Week
Open	0.8230	0.8195	-0.0035	-0.4%	0.8318
High	0.8231	0.8204	-0.0027	-0.3%	0.8333
Low	0.8180	0.8174	-0.0006	-0.1%	0.8180
Close	0.8196	0.8185	-0.0011	-0.1%	0.8196
Range	0.0051	0.0030	-0.0021	-41.2%	0.0153
ATR	0.0043	0.0042	-0.0001	-2.2%	0.0000
Volume	101,048	54,374	-46,674	-46.2%	424,417

Daily Pivots for day following 18-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8278	0.8261	0.8202
R3	0.8248	0.8231	0.8193
R2	0.8218	0.8218	0.8191
R1	0.8201	0.8201	0.8188	0.8195
PP	0.8188	0.8188	0.8188	0.8184
S1	0.8171	0.8171	0.8182	0.8165
S2	0.8158	0.8158	0.8180
S3	0.8128	0.8141	0.8177
S4	0.8098	0.8111	0.8169

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	0.8332	0.8174	0.0158	1.9%	0.0045	0.6%	7%	False	True	86,214
10	0.8385	0.8174	0.0211	2.6%	0.0047	0.6%	5%	False	True	55,564
20	0.8394	0.8174	0.0220	2.7%	0.0041	0.5%	5%	False	True	28,405
40	0.8610	0.8174	0.0436	5.3%	0.0039	0.5%	3%	False	True	14,272
60	0.8779	0.8174	0.0605	7.4%	0.0044	0.5%	2%	False	True	9,585
80	0.8885	0.8174	0.0711	8.7%	0.0042	0.5%	2%	False	True	7,200
100	0.8885	0.8174	0.0711	8.7%	0.0034	0.4%	2%	False	True	5,836
120	0.8885	0.8174	0.0711	8.7%	0.0029	0.4%	2%	False	True	4,864

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8332
2.618	0.8283
1.618	0.8253
1.000	0.8234
0.618	0.8223
HIGH	0.8204
0.618	0.8193
0.500	0.8189
0.382	0.8185
LOW	0.8174
0.618	0.8155
1.000	0.8144
1.618	0.8125
2.618	0.8095
4.250	0.8047

Fisher Pivots for day following 18-Jun-2007
Pivot	1 day	3 day
R1	0.8189	0.8216
PP	0.8188	0.8205
S1	0.8186	0.8195

Download as Excel Spreadsheet

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

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