CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 17-Jul-2007

Day Change Summary
	Previous	Current
	16-Jul-2007	17-Jul-2007	Change	Change %	Previous Week
Open	0.8266	0.8271	0.0005	0.1%	0.8179
High	0.8295	0.8283	-0.0012	-0.1%	0.8337
Low	0.8250	0.8232	-0.0018	-0.2%	0.8158
Close	0.8276	0.8236	-0.0040	-0.5%	0.8262
Range	0.0045	0.0051	0.0006	13.3%	0.0179
ATR	0.0054	0.0054	0.0000	-0.4%	0.0000
Volume	96,257	136,822	40,565	42.1%	727,257

Daily Pivots for day following 17-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8371	0.8264
R3	0.8352	0.8320	0.8250
R2	0.8301	0.8301	0.8245
R1	0.8269	0.8269	0.8241	0.8260
PP	0.8250	0.8250	0.8250	0.8246
S1	0.8218	0.8218	0.8231	0.8209
S2	0.8199	0.8199	0.8227
S3	0.8148	0.8167	0.8222
S4	0.8097	0.8116	0.8208

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	0.8222	0.0115	1.4%	0.0060	0.7%	12%	False	False	139,204
10	0.8337	0.8158	0.0179	2.2%	0.0060	0.7%	44%	False	False	124,592
20	0.8337	0.8140	0.0197	2.4%	0.0053	0.6%	49%	False	False	107,438
40	0.8394	0.8140	0.0254	3.1%	0.0047	0.6%	38%	False	False	67,921
60	0.8610	0.8140	0.0470	5.7%	0.0044	0.5%	20%	False	False	45,327
80	0.8779	0.8140	0.0639	7.8%	0.0046	0.6%	15%	False	False	34,048
100	0.8885	0.8140	0.0745	9.0%	0.0044	0.5%	13%	False	False	27,248
120	0.8885	0.8140	0.0745	9.0%	0.0037	0.5%	13%	False	False	22,770

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8500
2.618	0.8417
1.618	0.8366
1.000	0.8334
0.618	0.8315
HIGH	0.8283
0.618	0.8264
0.500	0.8258
0.382	0.8251
LOW	0.8232
0.618	0.8200
1.000	0.8181
1.618	0.8149
2.618	0.8098
4.250	0.8015

Fisher Pivots for day following 17-Jul-2007
Pivot	1 day	3 day
R1	0.8258	0.8259
PP	0.8250	0.8251
S1	0.8243	0.8244

Download as Excel Spreadsheet

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

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