CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 05-Jul-2007

Day Change Summary
	Previous	Current
	03-Jul-2007	05-Jul-2007	Change	Change %	Previous Week
Open	0.8249	0.8245	-0.0004	0.0%	0.8160
High	0.8270	0.8261	-0.0009	-0.1%	0.8269
Low	0.8230	0.8203	-0.0027	-0.3%	0.8155
Close	0.8256	0.8215	-0.0041	-0.5%	0.8201
Range	0.0040	0.0058	0.0018	45.0%	0.0114
ATR	0.0047	0.0048	0.0001	1.7%	0.0000
Volume	67,874	122,474	54,600	80.4%	532,823

Daily Pivots for day following 05-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8400	0.8366	0.8247
R3	0.8342	0.8308	0.8231
R2	0.8284	0.8284	0.8226
R1	0.8250	0.8250	0.8220	0.8238
PP	0.8226	0.8226	0.8226	0.8221
S1	0.8192	0.8192	0.8210	0.8180
S2	0.8168	0.8168	0.8204
S3	0.8110	0.8134	0.8199
S4	0.8052	0.8076	0.8183

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	0.8271	0.8173	0.0098	1.2%	0.0053	0.7%	43%	False	False	100,765
10	0.8271	0.8140	0.0131	1.6%	0.0049	0.6%	57%	False	False	96,379
20	0.8385	0.8140	0.0245	3.0%	0.0047	0.6%	31%	False	False	81,722
40	0.8498	0.8140	0.0358	4.4%	0.0042	0.5%	21%	False	False	41,571
60	0.8665	0.8140	0.0525	6.4%	0.0042	0.5%	14%	False	False	27,767
80	0.8788	0.8140	0.0648	7.9%	0.0044	0.5%	12%	False	False	20,859
100	0.8885	0.8140	0.0745	9.1%	0.0040	0.5%	10%	False	False	16,768
120	0.8885	0.8140	0.0745	9.1%	0.0034	0.4%	10%	False	False	13,974

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8508
2.618	0.8413
1.618	0.8355
1.000	0.8319
0.618	0.8297
HIGH	0.8261
0.618	0.8239
0.500	0.8232
0.382	0.8225
LOW	0.8203
0.618	0.8167
1.000	0.8145
1.618	0.8109
2.618	0.8051
4.250	0.7957

Fisher Pivots for day following 05-Jul-2007
Pivot	1 day	3 day
R1	0.8232	0.8231
PP	0.8226	0.8225
S1	0.8221	0.8220

Download as Excel Spreadsheet

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

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