CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 28-Jun-2007

Day Change Summary
	Previous	Current
	27-Jun-2007	28-Jun-2007	Change	Change %	Previous Week
Open	0.8200	0.8226	0.0026	0.3%	0.8195
High	0.8269	0.8230	-0.0039	-0.5%	0.8216
Low	0.8200	0.8183	-0.0017	-0.2%	0.8140
Close	0.8254	0.8200	-0.0054	-0.7%	0.8162
Range	0.0069	0.0047	-0.0022	-31.9%	0.0076
ATR	0.0043	0.0045	0.0002	4.6%	0.0000
Volume	121,842	106,650	-15,192	-12.5%	314,409

Daily Pivots for day following 28-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8345	0.8320	0.8226
R3	0.8298	0.8273	0.8213
R2	0.8251	0.8251	0.8209
R1	0.8226	0.8226	0.8204	0.8215
PP	0.8204	0.8204	0.8204	0.8199
S1	0.8179	0.8179	0.8196	0.8168
S2	0.8157	0.8157	0.8191
S3	0.8110	0.8132	0.8187
S4	0.8063	0.8085	0.8174

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	0.8269	0.8140	0.0129	1.6%	0.0050	0.6%	47%	False	False	103,543
10	0.8269	0.8140	0.0129	1.6%	0.0042	0.5%	47%	False	False	85,144
20	0.8385	0.8140	0.0245	3.0%	0.0044	0.5%	24%	False	False	62,836
40	0.8502	0.8140	0.0362	4.4%	0.0039	0.5%	17%	False	False	31,654
60	0.8665	0.8140	0.0525	6.4%	0.0041	0.5%	11%	False	False	21,159
80	0.8840	0.8140	0.0700	8.5%	0.0044	0.5%	9%	False	False	15,899
100	0.8885	0.8140	0.0745	9.1%	0.0037	0.5%	8%	False	False	12,796
120	0.8885	0.8140	0.0745	9.1%	0.0032	0.4%	8%	False	False	10,664

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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8430
2.618	0.8353
1.618	0.8306
1.000	0.8277
0.618	0.8259
HIGH	0.8230
0.618	0.8212
0.500	0.8207
0.382	0.8201
LOW	0.8183
0.618	0.8154
1.000	0.8136
1.618	0.8107
2.618	0.8060
4.250	0.7983

Fisher Pivots for day following 28-Jun-2007
Pivot	1 day	3 day
R1	0.8207	0.8220
PP	0.8204	0.8213
S1	0.8202	0.8207

Download as Excel Spreadsheet

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

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