CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 13-Jul-2007

Day Change Summary
	Previous	Current
	12-Jul-2007	13-Jul-2007	Change	Change %	Previous Week
Open	0.8236	0.8238	0.0002	0.0%	0.8179
High	0.8275	0.8270	-0.0005	-0.1%	0.8337
Low	0.8223	0.8222	-0.0001	0.0%	0.8158
Close	0.8236	0.8262	0.0026	0.3%	0.8262
Range	0.0052	0.0048	-0.0004	-7.7%	0.0179
ATR	0.0055	0.0055	-0.0001	-0.9%	0.0000
Volume	118,235	134,836	16,601	14.0%	727,257

Daily Pivots for day following 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8395	0.8377	0.8288
R3	0.8347	0.8329	0.8275
R2	0.8299	0.8299	0.8271
R1	0.8281	0.8281	0.8266	0.8290
PP	0.8251	0.8251	0.8251	0.8256
S1	0.8233	0.8233	0.8258	0.8242
S2	0.8203	0.8203	0.8253
S3	0.8155	0.8185	0.8249
S4	0.8107	0.8137	0.8236

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8789	0.8705	0.8360
R3	0.8610	0.8526	0.8311
R2	0.8431	0.8431	0.8295
R1	0.8347	0.8347	0.8278	0.8389
PP	0.8252	0.8252	0.8252	0.8274
S1	0.8168	0.8168	0.8246	0.8210
S2	0.8073	0.8073	0.8229
S3	0.7894	0.7989	0.8213
S4	0.7715	0.7810	0.8164

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%	58%	False	False	145,451
10	0.8337	0.8158	0.0179	2.2%	0.0062	0.8%	58%	False	False	121,967
20	0.8337	0.8140	0.0197	2.4%	0.0052	0.6%	62%	False	False	103,555
40	0.8410	0.8140	0.0270	3.3%	0.0046	0.6%	45%	False	False	62,109
60	0.8665	0.8140	0.0525	6.4%	0.0044	0.5%	23%	False	False	41,449
80	0.8779	0.8140	0.0639	7.7%	0.0046	0.6%	19%	False	False	31,136
100	0.8885	0.8140	0.0745	9.0%	0.0043	0.5%	16%	False	False	24,917
120	0.8885	0.8140	0.0745	9.0%	0.0037	0.4%	16%	False	False	20,828

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8474
2.618	0.8396
1.618	0.8348
1.000	0.8318
0.618	0.8300
HIGH	0.8270
0.618	0.8252
0.500	0.8246
0.382	0.8240
LOW	0.8222
0.618	0.8192
1.000	0.8174
1.618	0.8144
2.618	0.8096
4.250	0.8018

Fisher Pivots for day following 13-Jul-2007
Pivot	1 day	3 day
R1	0.8257	0.8280
PP	0.8251	0.8274
S1	0.8246	0.8268

Download as Excel Spreadsheet

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

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