CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 06-Jul-2007

Day Change Summary
	Previous	Current
	05-Jul-2007	06-Jul-2007	Change	Change %	Previous Week
Open	0.8245	0.8208	-0.0037	-0.4%	0.8200
High	0.8261	0.8215	-0.0046	-0.6%	0.8271
Low	0.8203	0.8167	-0.0036	-0.4%	0.8167
Close	0.8215	0.8179	-0.0036	-0.4%	0.8179
Range	0.0058	0.0048	-0.0010	-17.2%	0.0104
ATR	0.0048	0.0048	0.0000	0.1%	0.0000
Volume	122,474	95,238	-27,236	-22.2%	395,577

Daily Pivots for day following 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8331	0.8303	0.8205
R3	0.8283	0.8255	0.8192
R2	0.8235	0.8235	0.8188
R1	0.8207	0.8207	0.8183	0.8197
PP	0.8187	0.8187	0.8187	0.8182
S1	0.8159	0.8159	0.8175	0.8149
S2	0.8139	0.8139	0.8170
S3	0.8091	0.8111	0.8166
S4	0.8043	0.8063	0.8153

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8518	0.8452	0.8236
R3	0.8414	0.8348	0.8208
R2	0.8310	0.8310	0.8198
R1	0.8244	0.8244	0.8189	0.8225
PP	0.8206	0.8206	0.8206	0.8196
S1	0.8140	0.8140	0.8169	0.8121
S2	0.8102	0.8102	0.8160
S3	0.7998	0.8036	0.8150
S4	0.7894	0.7932	0.8122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8271	0.8167	0.0104	1.3%	0.0054	0.7%	12%	False	True	98,483
10	0.8271	0.8140	0.0131	1.6%	0.0052	0.6%	30%	False	False	101,013
20	0.8385	0.8140	0.0245	3.0%	0.0046	0.6%	16%	False	False	85,100
40	0.8498	0.8140	0.0358	4.4%	0.0042	0.5%	11%	False	False	43,952
60	0.8665	0.8140	0.0525	6.4%	0.0042	0.5%	7%	False	False	29,352
80	0.8779	0.8140	0.0639	7.8%	0.0044	0.5%	6%	False	False	22,049
100	0.8885	0.8140	0.0745	9.1%	0.0040	0.5%	5%	False	False	17,720
120	0.8885	0.8140	0.0745	9.1%	0.0034	0.4%	5%	False	False	14,767

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8419
2.618	0.8341
1.618	0.8293
1.000	0.8263
0.618	0.8245
HIGH	0.8215
0.618	0.8197
0.500	0.8191
0.382	0.8185
LOW	0.8167
0.618	0.8137
1.000	0.8119
1.618	0.8089
2.618	0.8041
4.250	0.7963

Fisher Pivots for day following 06-Jul-2007
Pivot	1 day	3 day
R1	0.8191	0.8219
PP	0.8187	0.8205
S1	0.8183	0.8192

Download as Excel Spreadsheet

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

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