CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 26-Jun-2007

Day Change Summary
	Previous	Current
	25-Jun-2007	26-Jun-2007	Change	Change %	Previous Week
Open	0.8160	0.8174	0.0014	0.2%	0.8195
High	0.8198	0.8230	0.0032	0.4%	0.8216
Low	0.8155	0.8171	0.0016	0.2%	0.8140
Close	0.8176	0.8199	0.0023	0.3%	0.8162
Range	0.0043	0.0059	0.0016	37.2%	0.0076
ATR	0.0040	0.0041	0.0001	3.5%	0.0000
Volume	89,748	117,743	27,995	31.2%	314,409

Daily Pivots for day following 26-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8377	0.8347	0.8231
R3	0.8318	0.8288	0.8215
R2	0.8259	0.8259	0.8210
R1	0.8229	0.8229	0.8204	0.8244
PP	0.8200	0.8200	0.8200	0.8208
S1	0.8170	0.8170	0.8194	0.8185
S2	0.8141	0.8141	0.8188
S3	0.8082	0.8111	0.8183
S4	0.8023	0.8052	0.8167

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8401	0.8357	0.8204
R3	0.8325	0.8281	0.8183
R2	0.8249	0.8249	0.8176
R1	0.8205	0.8205	0.8169	0.8189
PP	0.8173	0.8173	0.8173	0.8165
S1	0.8129	0.8129	0.8155	0.8113
S2	0.8097	0.8097	0.8148
S3	0.8021	0.8053	0.8141
S4	0.7945	0.7977	0.8120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8230	0.8140	0.0090	1.1%	0.0039	0.5%	66%	True	False	82,298
10	0.8332	0.8140	0.0192	2.3%	0.0043	0.5%	31%	False	False	85,170
20	0.8385	0.8140	0.0245	3.0%	0.0041	0.5%	24%	False	False	51,639
40	0.8537	0.8140	0.0397	4.8%	0.0038	0.5%	15%	False	False	25,943
60	0.8680	0.8140	0.0540	6.6%	0.0041	0.5%	11%	False	False	17,361
80	0.8840	0.8140	0.0700	8.5%	0.0043	0.5%	8%	False	False	13,043
100	0.8885	0.8140	0.0745	9.1%	0.0036	0.4%	8%	False	False	10,511
120	0.8885	0.8140	0.0745	9.1%	0.0031	0.4%	8%	False	False	8,760

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8481
2.618	0.8384
1.618	0.8325
1.000	0.8289
0.618	0.8266
HIGH	0.8230
0.618	0.8207
0.500	0.8201
0.382	0.8194
LOW	0.8171
0.618	0.8135
1.000	0.8112
1.618	0.8076
2.618	0.8017
4.250	0.7920

Fisher Pivots for day following 26-Jun-2007
Pivot	1 day	3 day
R1	0.8201	0.8194
PP	0.8200	0.8190
S1	0.8200	0.8185

Download as Excel Spreadsheet

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

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