CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 27-Jul-2007

Day Change Summary
	Previous	Current
	26-Jul-2007	27-Jul-2007	Change	Change %	Previous Week
Open	0.8356	0.8512	0.0156	1.9%	0.8266
High	0.8493	0.8516	0.0023	0.3%	0.8516
Low	0.8337	0.8436	0.0099	1.2%	0.8240
Close	0.8486	0.8474	-0.0012	-0.1%	0.8474
Range	0.0156	0.0080	-0.0076	-48.7%	0.0276
ATR	0.0068	0.0069	0.0001	1.3%	0.0000
Volume	221,349	210,385	-10,964	-5.0%	857,241

Daily Pivots for day following 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8715	0.8675	0.8518
R3	0.8635	0.8595	0.8496
R2	0.8555	0.8555	0.8489
R1	0.8515	0.8515	0.8481	0.8495
PP	0.8475	0.8475	0.8475	0.8466
S1	0.8435	0.8435	0.8467	0.8415
S2	0.8395	0.8395	0.8459
S3	0.8315	0.8355	0.8452
S4	0.8235	0.8275	0.8430

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9238	0.9132	0.8626
R3	0.8962	0.8856	0.8550
R2	0.8686	0.8686	0.8525
R1	0.8580	0.8580	0.8499	0.8633
PP	0.8410	0.8410	0.8410	0.8437
S1	0.8304	0.8304	0.8449	0.8357
S2	0.8134	0.8134	0.8423
S3	0.7858	0.8028	0.8398
S4	0.7582	0.7752	0.8322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8516	0.8240	0.0276	3.3%	0.0094	1.1%	85%	True	False	171,448
10	0.8516	0.8226	0.0290	3.4%	0.0076	0.9%	86%	True	False	149,356
20	0.8516	0.8158	0.0358	4.2%	0.0069	0.8%	88%	True	False	135,662
40	0.8516	0.8140	0.0376	4.4%	0.0056	0.7%	89%	True	False	99,249
60	0.8516	0.8140	0.0376	4.4%	0.0049	0.6%	89%	True	False	66,323
80	0.8665	0.8140	0.0525	6.2%	0.0048	0.6%	64%	False	False	49,785
100	0.8840	0.8140	0.0700	8.3%	0.0049	0.6%	48%	False	False	39,852
120	0.8885	0.8140	0.0745	8.8%	0.0043	0.5%	45%	False	False	33,274

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	True
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8856
2.618	0.8725
1.618	0.8645
1.000	0.8596
0.618	0.8565
HIGH	0.8516
0.618	0.8485
0.500	0.8476
0.382	0.8467
LOW	0.8436
0.618	0.8387
1.000	0.8356
1.618	0.8307
2.618	0.8227
4.250	0.8096

Fisher Pivots for day following 27-Jul-2007
Pivot	1 day	3 day
R1	0.8476	0.8458
PP	0.8475	0.8442
S1	0.8475	0.8427

Download as Excel Spreadsheet

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

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