CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 10-Jul-2007

Day Change Summary
	Previous	Current
	09-Jul-2007	10-Jul-2007	Change	Change %	Previous Week
Open	0.8179	0.8178	-0.0001	0.0%	0.8200
High	0.8189	0.8288	0.0099	1.2%	0.8271
Low	0.8158	0.8170	0.0012	0.1%	0.8167
Close	0.8180	0.8268	0.0088	1.1%	0.8179
Range	0.0031	0.0118	0.0087	280.6%	0.0104
ATR	0.0046	0.0052	0.0005	11.0%	0.0000
Volume	67,874	196,440	128,566	189.4%	395,577

Daily Pivots for day following 10-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8596	0.8550	0.8333
R3	0.8478	0.8432	0.8300
R2	0.8360	0.8360	0.8290
R1	0.8314	0.8314	0.8279	0.8337
PP	0.8242	0.8242	0.8242	0.8254
S1	0.8196	0.8196	0.8257	0.8219
S2	0.8124	0.8124	0.8246
S3	0.8006	0.8078	0.8236
S4	0.7888	0.7960	0.8203

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	0.8288	0.8158	0.0130	1.6%	0.0059	0.7%	85%	True	False	109,980
10	0.8288	0.8158	0.0130	1.6%	0.0059	0.7%	85%	True	False	110,296
20	0.8332	0.8140	0.0192	2.3%	0.0049	0.6%	67%	False	False	94,191
40	0.8458	0.8140	0.0318	3.8%	0.0044	0.5%	40%	False	False	50,552
60	0.8665	0.8140	0.0525	6.3%	0.0043	0.5%	24%	False	False	33,749
80	0.8779	0.8140	0.0639	7.7%	0.0045	0.5%	20%	False	False	25,352
100	0.8885	0.8140	0.0745	9.0%	0.0042	0.5%	17%	False	False	20,287
120	0.8885	0.8140	0.0745	9.0%	0.0035	0.4%	17%	False	False	16,970

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	0.0009
Widest range in 152 trading days

Fibonacci Retracements and Extensions
4.250	0.8790
2.618	0.8597
1.618	0.8479
1.000	0.8406
0.618	0.8361
HIGH	0.8288
0.618	0.8243
0.500	0.8229
0.382	0.8215
LOW	0.8170
0.618	0.8097
1.000	0.8052
1.618	0.7979
2.618	0.7861
4.250	0.7669

Fisher Pivots for day following 10-Jul-2007
Pivot	1 day	3 day
R1	0.8255	0.8253
PP	0.8242	0.8238
S1	0.8229	0.8223

Download as Excel Spreadsheet

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

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