CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 12-Jul-2007

Day Change Summary
	Previous	Current
	11-Jul-2007	12-Jul-2007	Change	Change %	Previous Week
Open	0.8311	0.8236	-0.0075	-0.9%	0.8200
High	0.8337	0.8275	-0.0062	-0.7%	0.8271
Low	0.8233	0.8223	-0.0010	-0.1%	0.8167
Close	0.8267	0.8236	-0.0031	-0.4%	0.8179
Range	0.0104	0.0052	-0.0052	-50.0%	0.0104
ATR	0.0055	0.0055	0.0000	-0.4%	0.0000
Volume	209,872	118,235	-91,637	-43.7%	395,577

Daily Pivots for day following 12-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8401	0.8370	0.8265
R3	0.8349	0.8318	0.8250
R2	0.8297	0.8297	0.8246
R1	0.8266	0.8266	0.8241	0.8262
PP	0.8245	0.8245	0.8245	0.8243
S1	0.8214	0.8214	0.8231	0.8210
S2	0.8193	0.8193	0.8226
S3	0.8141	0.8162	0.8222
S4	0.8089	0.8110	0.8207

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	0.8337	0.8158	0.0179	2.2%	0.0071	0.9%	44%	False	False	137,531
10	0.8337	0.8158	0.0179	2.2%	0.0062	0.8%	44%	False	False	119,148
20	0.8337	0.8140	0.0197	2.4%	0.0052	0.6%	49%	False	False	102,591
40	0.8447	0.8140	0.0307	3.7%	0.0046	0.6%	31%	False	False	58,750
60	0.8665	0.8140	0.0525	6.4%	0.0043	0.5%	18%	False	False	39,203
80	0.8779	0.8140	0.0639	7.8%	0.0045	0.6%	15%	False	False	29,453
100	0.8885	0.8140	0.0745	9.0%	0.0043	0.5%	13%	False	False	23,568
120	0.8885	0.8140	0.0745	9.0%	0.0037	0.4%	13%	False	False	19,704

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8496
2.618	0.8411
1.618	0.8359
1.000	0.8327
0.618	0.8307
HIGH	0.8275
0.618	0.8255
0.500	0.8249
0.382	0.8243
LOW	0.8223
0.618	0.8191
1.000	0.8171
1.618	0.8139
2.618	0.8087
4.250	0.8002

Fisher Pivots for day following 12-Jul-2007
Pivot	1 day	3 day
R1	0.8249	0.8254
PP	0.8245	0.8248
S1	0.8240	0.8242

Download as Excel Spreadsheet

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

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