CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 20-Aug-2007

Day Change Summary
	Previous	Current
	17-Aug-2007	20-Aug-2007	Change	Change %	Previous Week
Open	0.8792	0.8776	-0.0016	-0.2%	0.8489
High	0.8995	0.8830	-0.0165	-1.8%	0.8995
Low	0.8735	0.8688	-0.0047	-0.5%	0.8473
Close	0.8806	0.8739	-0.0067	-0.8%	0.8806
Range	0.0260	0.0142	-0.0118	-45.4%	0.0522
ATR	0.0115	0.0117	0.0002	1.7%	0.0000
Volume	280,334	146,108	-134,226	-47.9%	1,184,385

Daily Pivots for day following 20-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9178	0.9101	0.8817
R3	0.9036	0.8959	0.8778
R2	0.8894	0.8894	0.8765
R1	0.8817	0.8817	0.8752	0.8785
PP	0.8752	0.8752	0.8752	0.8736
S1	0.8675	0.8675	0.8726	0.8643
S2	0.8610	0.8610	0.8713
S3	0.8468	0.8533	0.8700
S4	0.8326	0.8391	0.8661

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0324	1.0087	0.9093
R3	0.9802	0.9565	0.8950
R2	0.9280	0.9280	0.8902
R1	0.9043	0.9043	0.8854	0.9162
PP	0.8758	0.8758	0.8758	0.8817
S1	0.8521	0.8521	0.8758	0.8640
S2	0.8236	0.8236	0.8710
S3	0.7714	0.7999	0.8662
S4	0.7192	0.7477	0.8519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8995	0.8477	0.0518	5.9%	0.0184	2.1%	51%	False	False	240,572
10	0.8995	0.8386	0.0609	7.0%	0.0136	1.6%	58%	False	False	206,271
20	0.8995	0.8312	0.0683	7.8%	0.0115	1.3%	63%	False	False	185,234
40	0.8995	0.8155	0.0840	9.6%	0.0088	1.0%	70%	False	False	152,919
60	0.8995	0.8140	0.0855	9.8%	0.0073	0.8%	70%	False	False	115,718
80	0.8995	0.8140	0.0855	9.8%	0.0063	0.7%	70%	False	False	86,841
100	0.8995	0.8140	0.0855	9.8%	0.0060	0.7%	70%	False	False	69,515
120	0.8995	0.8140	0.0855	9.8%	0.0058	0.7%	70%	False	False	57,940

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9434
2.618	0.9202
1.618	0.9060
1.000	0.8972
0.618	0.8918
HIGH	0.8830
0.618	0.8776
0.500	0.8759
0.382	0.8742
LOW	0.8688
0.618	0.8600
1.000	0.8546
1.618	0.8458
2.618	0.8316
4.250	0.8085

Fisher Pivots for day following 20-Aug-2007
Pivot	1 day	3 day
R1	0.8759	0.8798
PP	0.8752	0.8778
S1	0.8746	0.8759

Download as Excel Spreadsheet

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

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