CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 20-Jun-2007

Day Change Summary
	Previous	Current
	19-Jun-2007	20-Jun-2007	Change	Change %	Previous Week
Open	0.8180	0.8197	0.0017	0.2%	0.8318
High	0.8203	0.8216	0.0013	0.2%	0.8333
Low	0.8176	0.8177	0.0001	0.0%	0.8180
Close	0.8198	0.8185	-0.0013	-0.2%	0.8196
Range	0.0027	0.0039	0.0012	44.4%	0.0153
ATR	0.0041	0.0041	0.0000	-0.4%	0.0000
Volume	56,032	73,375	17,343	31.0%	424,417

Daily Pivots for day following 20-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8310	0.8286	0.8206
R3	0.8271	0.8247	0.8196
R2	0.8232	0.8232	0.8192
R1	0.8208	0.8208	0.8189	0.8201
PP	0.8193	0.8193	0.8193	0.8189
S1	0.8169	0.8169	0.8181	0.8162
S2	0.8154	0.8154	0.8178
S3	0.8115	0.8130	0.8174
S4	0.8076	0.8091	0.8164

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	0.8257	0.8174	0.0083	1.0%	0.0037	0.5%	13%	False	False	80,077
10	0.8385	0.8174	0.0211	2.6%	0.0044	0.5%	5%	False	False	67,066
20	0.8394	0.8174	0.0220	2.7%	0.0041	0.5%	5%	False	False	34,815
40	0.8605	0.8174	0.0431	5.3%	0.0039	0.5%	3%	False	False	17,500
60	0.8779	0.8174	0.0605	7.4%	0.0043	0.5%	2%	False	False	11,739
80	0.8885	0.8174	0.0711	8.7%	0.0042	0.5%	2%	False	False	8,817
100	0.8885	0.8174	0.0711	8.7%	0.0035	0.4%	2%	False	False	7,130
120	0.8885	0.8174	0.0711	8.7%	0.0030	0.4%	2%	False	False	5,942

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8382
2.618	0.8318
1.618	0.8279
1.000	0.8255
0.618	0.8240
HIGH	0.8216
0.618	0.8201
0.500	0.8197
0.382	0.8192
LOW	0.8177
0.618	0.8153
1.000	0.8138
1.618	0.8114
2.618	0.8075
4.250	0.8011

Fisher Pivots for day following 20-Jun-2007
Pivot	1 day	3 day
R1	0.8197	0.8195
PP	0.8193	0.8192
S1	0.8189	0.8188

Download as Excel Spreadsheet

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

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