CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 06-Aug-2007

Day Change Summary
	Previous	Current
	03-Aug-2007	06-Aug-2007	Change	Change %	Previous Week
Open	0.8439	0.8542	0.0103	1.2%	0.8488
High	0.8527	0.8580	0.0053	0.6%	0.8555
Low	0.8427	0.8441	0.0014	0.2%	0.8420
Close	0.8492	0.8490	-0.0002	0.0%	0.8492
Range	0.0100	0.0139	0.0039	39.0%	0.0135
ATR	0.0074	0.0079	0.0005	6.2%	0.0000
Volume	140,203	144,093	3,890	2.8%	760,767

Daily Pivots for day following 06-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8921	0.8844	0.8566
R3	0.8782	0.8705	0.8528
R2	0.8643	0.8643	0.8515
R1	0.8566	0.8566	0.8503	0.8535
PP	0.8504	0.8504	0.8504	0.8488
S1	0.8427	0.8427	0.8477	0.8396
S2	0.8365	0.8365	0.8465
S3	0.8226	0.8288	0.8452
S4	0.8087	0.8149	0.8414

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8894	0.8828	0.8566
R3	0.8759	0.8693	0.8529
R2	0.8624	0.8624	0.8517
R1	0.8558	0.8558	0.8504	0.8591
PP	0.8489	0.8489	0.8489	0.8506
S1	0.8423	0.8423	0.8480	0.8456
S2	0.8354	0.8354	0.8467
S3	0.8219	0.8288	0.8455
S4	0.8084	0.8153	0.8418

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8580	0.8420	0.0160	1.9%	0.0098	1.1%	44%	True	False	153,001
10	0.8580	0.8312	0.0268	3.2%	0.0094	1.1%	66%	True	False	164,198
20	0.8580	0.8170	0.0410	4.8%	0.0083	1.0%	78%	True	False	152,890
40	0.8580	0.8140	0.0440	5.2%	0.0063	0.7%	80%	True	False	119,822
60	0.8580	0.8140	0.0440	5.2%	0.0055	0.7%	80%	True	False	81,393
80	0.8665	0.8140	0.0525	6.2%	0.0052	0.6%	67%	False	False	61,080
100	0.8779	0.8140	0.0639	7.5%	0.0051	0.6%	55%	False	False	48,896
120	0.8885	0.8140	0.0745	8.8%	0.0047	0.6%	47%	False	False	40,751

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9171
2.618	0.8944
1.618	0.8805
1.000	0.8719
0.618	0.8666
HIGH	0.8580
0.618	0.8527
0.500	0.8511
0.382	0.8494
LOW	0.8441
0.618	0.8355
1.000	0.8302
1.618	0.8216
2.618	0.8077
4.250	0.7850

Fisher Pivots for day following 06-Aug-2007
Pivot	1 day	3 day
R1	0.8511	0.8502
PP	0.8504	0.8498
S1	0.8497	0.8494

Download as Excel Spreadsheet

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

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