CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 09-Aug-2007

Day Change Summary
	Previous	Current
	08-Aug-2007	09-Aug-2007	Change	Change %	Previous Week
Open	0.8460	0.8401	-0.0059	-0.7%	0.8488
High	0.8465	0.8507	0.0042	0.5%	0.8555
Low	0.8386	0.8389	0.0003	0.0%	0.8420
Close	0.8397	0.8495	0.0098	1.2%	0.8492
Range	0.0079	0.0118	0.0039	49.4%	0.0135
ATR	0.0079	0.0082	0.0003	3.5%	0.0000
Volume	138,145	221,994	83,849	60.7%	760,767

Daily Pivots for day following 09-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8818	0.8774	0.8560
R3	0.8700	0.8656	0.8527
R2	0.8582	0.8582	0.8517
R1	0.8538	0.8538	0.8506	0.8560
PP	0.8464	0.8464	0.8464	0.8475
S1	0.8420	0.8420	0.8484	0.8442
S2	0.8346	0.8346	0.8473
S3	0.8228	0.8302	0.8463
S4	0.8110	0.8184	0.8430

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	0.8386	0.0194	2.3%	0.0102	1.2%	56%	False	False	154,543
10	0.8580	0.8386	0.0194	2.3%	0.0092	1.1%	56%	False	False	160,366
20	0.8580	0.8222	0.0358	4.2%	0.0082	1.0%	76%	False	False	151,084
40	0.8580	0.8140	0.0440	5.2%	0.0067	0.8%	81%	False	False	126,837
60	0.8580	0.8140	0.0440	5.2%	0.0058	0.7%	81%	False	False	89,528
80	0.8665	0.8140	0.0525	6.2%	0.0053	0.6%	68%	False	False	67,173
100	0.8779	0.8140	0.0639	7.5%	0.0053	0.6%	56%	False	False	53,779
120	0.8885	0.8140	0.0745	8.8%	0.0050	0.6%	48%	False	False	44,821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9009
2.618	0.8816
1.618	0.8698
1.000	0.8625
0.618	0.8580
HIGH	0.8507
0.618	0.8462
0.500	0.8448
0.382	0.8434
LOW	0.8389
0.618	0.8316
1.000	0.8271
1.618	0.8198
2.618	0.8080
4.250	0.7888

Fisher Pivots for day following 09-Aug-2007
Pivot	1 day	3 day
R1	0.8479	0.8481
PP	0.8464	0.8468
S1	0.8448	0.8454

Download as Excel Spreadsheet

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

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