CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 23-Jul-2007

Day Change Summary
	Previous	Current
	20-Jul-2007	23-Jul-2007	Change	Change %	Previous Week
Open	0.8250	0.8266	0.0016	0.2%	0.8266
High	0.8335	0.8338	0.0003	0.0%	0.8335
Low	0.8226	0.8240	0.0014	0.2%	0.8226
Close	0.8307	0.8302	-0.0005	-0.1%	0.8307
Range	0.0109	0.0098	-0.0011	-10.1%	0.0109
ATR	0.0056	0.0059	0.0003	5.3%	0.0000
Volume	189,259	120,118	-69,141	-36.5%	636,328

Daily Pivots for day following 23-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8587	0.8543	0.8356
R3	0.8489	0.8445	0.8329
R2	0.8391	0.8391	0.8320
R1	0.8347	0.8347	0.8311	0.8369
PP	0.8293	0.8293	0.8293	0.8305
S1	0.8249	0.8249	0.8293	0.8271
S2	0.8195	0.8195	0.8284
S3	0.8097	0.8151	0.8275
S4	0.7999	0.8053	0.8248

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	0.8338	0.8226	0.0112	1.3%	0.0068	0.8%	68%	True	False	132,037
10	0.8338	0.8170	0.0168	2.0%	0.0071	0.9%	79%	True	False	141,582
20	0.8338	0.8155	0.0183	2.2%	0.0061	0.7%	80%	True	False	120,605
40	0.8394	0.8140	0.0254	3.1%	0.0051	0.6%	64%	False	False	80,960
60	0.8563	0.8140	0.0423	5.1%	0.0046	0.5%	38%	False	False	54,043
80	0.8704	0.8140	0.0564	6.8%	0.0046	0.5%	29%	False	False	40,585
100	0.8885	0.8140	0.0745	9.0%	0.0046	0.6%	22%	False	False	32,481
120	0.8885	0.8140	0.0745	9.0%	0.0040	0.5%	22%	False	False	27,131

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8755
2.618	0.8595
1.618	0.8497
1.000	0.8436
0.618	0.8399
HIGH	0.8338
0.618	0.8301
0.500	0.8289
0.382	0.8277
LOW	0.8240
0.618	0.8179
1.000	0.8142
1.618	0.8081
2.618	0.7983
4.250	0.7824

Fisher Pivots for day following 23-Jul-2007
Pivot	1 day	3 day
R1	0.8298	0.8295
PP	0.8293	0.8289
S1	0.8289	0.8282

Download as Excel Spreadsheet

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

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