CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 29-Jun-2007

Day Change Summary
	Previous	Current
	28-Jun-2007	29-Jun-2007	Change	Change %	Previous Week
Open	0.8226	0.8198	-0.0028	-0.3%	0.8160
High	0.8230	0.8214	-0.0016	-0.2%	0.8269
Low	0.8183	0.8173	-0.0010	-0.1%	0.8155
Close	0.8200	0.8201	0.0001	0.0%	0.8201
Range	0.0047	0.0041	-0.0006	-12.8%	0.0114
ATR	0.0045	0.0045	0.0000	-0.6%	0.0000
Volume	106,650	96,840	-9,810	-9.2%	532,823

Daily Pivots for day following 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8319	0.8301	0.8224
R3	0.8278	0.8260	0.8212
R2	0.8237	0.8237	0.8209
R1	0.8219	0.8219	0.8205	0.8228
PP	0.8196	0.8196	0.8196	0.8201
S1	0.8178	0.8178	0.8197	0.8187
S2	0.8155	0.8155	0.8193
S3	0.8114	0.8137	0.8190
S4	0.8073	0.8096	0.8178

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8550	0.8490	0.8264
R3	0.8436	0.8376	0.8232
R2	0.8322	0.8322	0.8222
R1	0.8262	0.8262	0.8211	0.8292
PP	0.8208	0.8208	0.8208	0.8224
S1	0.8148	0.8148	0.8191	0.8178
S2	0.8094	0.8094	0.8180
S3	0.7980	0.8034	0.8170
S4	0.7866	0.7920	0.8138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8269	0.8155	0.0114	1.4%	0.0052	0.6%	40%	False	False	106,564
10	0.8269	0.8140	0.0129	1.6%	0.0041	0.5%	47%	False	False	84,723
20	0.8385	0.8140	0.0245	3.0%	0.0044	0.5%	25%	False	False	67,544
40	0.8502	0.8140	0.0362	4.4%	0.0039	0.5%	17%	False	False	34,070
60	0.8665	0.8140	0.0525	6.4%	0.0041	0.5%	12%	False	False	22,765
80	0.8800	0.8140	0.0660	8.0%	0.0044	0.5%	9%	False	False	17,109
100	0.8885	0.8140	0.0745	9.1%	0.0038	0.5%	8%	False	False	13,765
120	0.8885	0.8140	0.0745	9.1%	0.0032	0.4%	8%	False	False	11,471

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8388
2.618	0.8321
1.618	0.8280
1.000	0.8255
0.618	0.8239
HIGH	0.8214
0.618	0.8198
0.500	0.8194
0.382	0.8189
LOW	0.8173
0.618	0.8148
1.000	0.8132
1.618	0.8107
2.618	0.8066
4.250	0.7999

Fisher Pivots for day following 29-Jun-2007
Pivot	1 day	3 day
R1	0.8199	0.8221
PP	0.8196	0.8214
S1	0.8194	0.8208

Download as Excel Spreadsheet

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

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