CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 16-Aug-2007

Day Change Summary
	Previous	Current
	15-Aug-2007	16-Aug-2007	Change	Change %	Previous Week
Open	0.8540	0.8631	0.0091	1.1%	0.8542
High	0.8620	0.8965	0.0345	4.0%	0.8580
Low	0.8537	0.8600	0.0063	0.7%	0.8386
Close	0.8589	0.8875	0.0286	3.3%	0.8494
Range	0.0083	0.0365	0.0282	339.8%	0.0194
ATR	0.0082	0.0103	0.0021	25.4%	0.0000
Volume	206,792	412,256	205,464	99.4%	876,311

Daily Pivots for day following 16-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9908	0.9757	0.9076
R3	0.9543	0.9392	0.8975
R2	0.9178	0.9178	0.8942
R1	0.9027	0.9027	0.8908	0.9103
PP	0.8813	0.8813	0.8813	0.8851
S1	0.8662	0.8662	0.8842	0.8738
S2	0.8448	0.8448	0.8808
S3	0.8083	0.8297	0.8775
S4	0.7718	0.7932	0.8674

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	0.8965	0.8462	0.0503	5.7%	0.0138	1.6%	82%	True	False	229,569
10	0.8965	0.8386	0.0579	6.5%	0.0120	1.4%	84%	True	False	192,056
20	0.8965	0.8226	0.0739	8.3%	0.0106	1.2%	88%	True	False	179,381
40	0.8965	0.8140	0.0825	9.3%	0.0080	0.9%	89%	True	False	145,524
60	0.8965	0.8140	0.0825	9.3%	0.0067	0.8%	89%	True	False	108,621
80	0.8965	0.8140	0.0825	9.3%	0.0059	0.7%	89%	True	False	81,512
100	0.8965	0.8140	0.0825	9.3%	0.0058	0.6%	89%	True	False	65,253
120	0.8965	0.8140	0.0825	9.3%	0.0055	0.6%	89%	True	False	54,386

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	0.0019
Widest range in 179 trading days

Fibonacci Retracements and Extensions
4.250	1.0516
2.618	0.9921
1.618	0.9556
1.000	0.9330
0.618	0.9191
HIGH	0.8965
0.618	0.8826
0.500	0.8783
0.382	0.8739
LOW	0.8600
0.618	0.8374
1.000	0.8235
1.618	0.8009
2.618	0.7644
4.250	0.7049

Fisher Pivots for day following 16-Aug-2007
Pivot	1 day	3 day
R1	0.8844	0.8824
PP	0.8813	0.8772
S1	0.8783	0.8721

Download as Excel Spreadsheet

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

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