CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 10-Aug-2007

Day Change Summary
	Previous	Current
	09-Aug-2007	10-Aug-2007	Change	Change %	Previous Week
Open	0.8401	0.8505	0.0104	1.2%	0.8542
High	0.8507	0.8574	0.0067	0.8%	0.8580
Low	0.8389	0.8462	0.0073	0.9%	0.8386
Close	0.8495	0.8494	-0.0001	0.0%	0.8494
Range	0.0118	0.0112	-0.0006	-5.1%	0.0194
ATR	0.0082	0.0084	0.0002	2.6%	0.0000
Volume	221,994	243,798	21,804	9.8%	876,311

Daily Pivots for day following 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8846	0.8782	0.8556
R3	0.8734	0.8670	0.8525
R2	0.8622	0.8622	0.8515
R1	0.8558	0.8558	0.8504	0.8534
PP	0.8510	0.8510	0.8510	0.8498
S1	0.8446	0.8446	0.8484	0.8422
S2	0.8398	0.8398	0.8473
S3	0.8286	0.8334	0.8463
S4	0.8174	0.8222	0.8432

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9069	0.8975	0.8601
R3	0.8875	0.8781	0.8547
R2	0.8681	0.8681	0.8530
R1	0.8587	0.8587	0.8512	0.8537
PP	0.8487	0.8487	0.8487	0.8462
S1	0.8393	0.8393	0.8476	0.8343
S2	0.8293	0.8293	0.8458
S3	0.8099	0.8199	0.8441
S4	0.7905	0.8005	0.8387

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%	0.0104	1.2%	56%	False	False	175,262
10	0.8580	0.8386	0.0194	2.3%	0.0095	1.1%	56%	False	False	163,707
20	0.8580	0.8226	0.0354	4.2%	0.0085	1.0%	76%	False	False	156,532
40	0.8580	0.8140	0.0440	5.2%	0.0069	0.8%	80%	False	False	130,044
60	0.8580	0.8140	0.0440	5.2%	0.0059	0.7%	80%	False	False	93,583
80	0.8665	0.8140	0.0525	6.2%	0.0054	0.6%	67%	False	False	70,220
100	0.8779	0.8140	0.0639	7.5%	0.0054	0.6%	55%	False	False	56,215
120	0.8885	0.8140	0.0745	8.8%	0.0050	0.6%	48%	False	False	46,853

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9050
2.618	0.8867
1.618	0.8755
1.000	0.8686
0.618	0.8643
HIGH	0.8574
0.618	0.8531
0.500	0.8518
0.382	0.8505
LOW	0.8462
0.618	0.8393
1.000	0.8350
1.618	0.8281
2.618	0.8169
4.250	0.7986

Fisher Pivots for day following 10-Aug-2007
Pivot	1 day	3 day
R1	0.8518	0.8489
PP	0.8510	0.8485
S1	0.8502	0.8480

Download as Excel Spreadsheet

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

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