CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 20-Jul-2007

Day Change Summary
	Previous	Current
	19-Jul-2007	20-Jul-2007	Change	Change %	Previous Week
Open	0.8265	0.8250	-0.0015	-0.2%	0.8266
High	0.8275	0.8335	0.0060	0.7%	0.8335
Low	0.8243	0.8226	-0.0017	-0.2%	0.8226
Close	0.8254	0.8307	0.0053	0.6%	0.8307
Range	0.0032	0.0109	0.0077	240.6%	0.0109
ATR	0.0052	0.0056	0.0004	7.8%	0.0000
Volume	80,359	189,259	108,900	135.5%	636,328

Daily Pivots for day following 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8616	0.8571	0.8367
R3	0.8507	0.8462	0.8337
R2	0.8398	0.8398	0.8327
R1	0.8353	0.8353	0.8317	0.8376
PP	0.8289	0.8289	0.8289	0.8301
S1	0.8244	0.8244	0.8297	0.8267
S2	0.8180	0.8180	0.8287
S3	0.8071	0.8135	0.8277
S4	0.7962	0.8026	0.8247

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8616	0.8571	0.8367
R3	0.8507	0.8462	0.8337
R2	0.8398	0.8398	0.8327
R1	0.8353	0.8353	0.8317	0.8376
PP	0.8289	0.8289	0.8289	0.8301
S1	0.8244	0.8244	0.8297	0.8267
S2	0.8180	0.8180	0.8287
S3	0.8071	0.8135	0.8277
S4	0.7962	0.8026	0.8247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8335	0.8226	0.0109	1.3%	0.0057	0.7%	74%	True	True	127,265
10	0.8337	0.8158	0.0179	2.2%	0.0064	0.8%	83%	False	False	136,358
20	0.8337	0.8140	0.0197	2.4%	0.0058	0.7%	85%	False	False	118,686
40	0.8394	0.8140	0.0254	3.1%	0.0049	0.6%	66%	False	False	77,967
60	0.8583	0.8140	0.0443	5.3%	0.0045	0.5%	38%	False	False	52,043
80	0.8755	0.8140	0.0615	7.4%	0.0046	0.5%	27%	False	False	39,086
100	0.8885	0.8140	0.0745	9.0%	0.0045	0.5%	22%	False	False	31,279
120	0.8885	0.8140	0.0745	9.0%	0.0039	0.5%	22%	False	False	26,130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8798
2.618	0.8620
1.618	0.8511
1.000	0.8444
0.618	0.8402
HIGH	0.8335
0.618	0.8293
0.500	0.8281
0.382	0.8268
LOW	0.8226
0.618	0.8159
1.000	0.8117
1.618	0.8050
2.618	0.7941
4.250	0.7763

Fisher Pivots for day following 20-Jul-2007
Pivot	1 day	3 day
R1	0.8298	0.8298
PP	0.8289	0.8289
S1	0.8281	0.8281

Download as Excel Spreadsheet

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

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