CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 24-Jul-2007

Day Change Summary
	Previous	Current
	23-Jul-2007	24-Jul-2007	Change	Change %	Previous Week
Open	0.8266	0.8317	0.0051	0.6%	0.8266
High	0.8338	0.8390	0.0052	0.6%	0.8335
Low	0.8240	0.8312	0.0072	0.9%	0.8226
Close	0.8302	0.8365	0.0063	0.8%	0.8307
Range	0.0098	0.0078	-0.0020	-20.4%	0.0109
ATR	0.0059	0.0061	0.0002	3.5%	0.0000
Volume	120,118	155,187	35,069	29.2%	636,328

Daily Pivots for day following 24-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8590	0.8555	0.8408
R3	0.8512	0.8477	0.8386
R2	0.8434	0.8434	0.8379
R1	0.8399	0.8399	0.8372	0.8417
PP	0.8356	0.8356	0.8356	0.8364
S1	0.8321	0.8321	0.8358	0.8339
S2	0.8278	0.8278	0.8351
S3	0.8200	0.8243	0.8344
S4	0.8122	0.8165	0.8322

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	0.8390	0.8226	0.0164	2.0%	0.0073	0.9%	85%	True	False	135,710
10	0.8390	0.8222	0.0168	2.0%	0.0067	0.8%	85%	True	False	137,457
20	0.8390	0.8158	0.0232	2.8%	0.0063	0.8%	89%	True	False	123,877
40	0.8390	0.8140	0.0250	3.0%	0.0052	0.6%	90%	True	False	84,827
60	0.8537	0.8140	0.0397	4.7%	0.0046	0.5%	57%	False	False	56,628
80	0.8687	0.8140	0.0547	6.5%	0.0046	0.5%	41%	False	False	42,524
100	0.8885	0.8140	0.0745	8.9%	0.0047	0.6%	30%	False	False	34,032
120	0.8885	0.8140	0.0745	8.9%	0.0040	0.5%	30%	False	False	28,424

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8722
2.618	0.8594
1.618	0.8516
1.000	0.8468
0.618	0.8438
HIGH	0.8390
0.618	0.8360
0.500	0.8351
0.382	0.8342
LOW	0.8312
0.618	0.8264
1.000	0.8234
1.618	0.8186
2.618	0.8108
4.250	0.7981

Fisher Pivots for day following 24-Jul-2007
Pivot	1 day	3 day
R1	0.8360	0.8346
PP	0.8356	0.8327
S1	0.8351	0.8308

Download as Excel Spreadsheet

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

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