CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 22-Aug-2007

Day Change Summary
	Previous	Current
	21-Aug-2007	22-Aug-2007	Change	Change %	Previous Week
Open	0.8740	0.8777	0.0037	0.4%	0.8489
High	0.8802	0.8803	0.0001	0.0%	0.8995
Low	0.8708	0.8690	-0.0018	-0.2%	0.8473
Close	0.8773	0.8722	-0.0051	-0.6%	0.8806
Range	0.0094	0.0113	0.0019	20.2%	0.0522
ATR	0.0115	0.0115	0.0000	-0.1%	0.0000
Volume	134,798	122,480	-12,318	-9.1%	1,184,385

Daily Pivots for day following 22-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9077	0.9013	0.8784
R3	0.8964	0.8900	0.8753
R2	0.8851	0.8851	0.8743
R1	0.8787	0.8787	0.8732	0.8763
PP	0.8738	0.8738	0.8738	0.8726
S1	0.8674	0.8674	0.8712	0.8650
S2	0.8625	0.8625	0.8701
S3	0.8512	0.8561	0.8691
S4	0.8399	0.8448	0.8660

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	0.8600	0.0395	4.5%	0.0195	2.2%	31%	False	False	219,195
10	0.8995	0.8389	0.0606	6.9%	0.0142	1.6%	55%	False	False	205,356
20	0.8995	0.8337	0.0658	7.5%	0.0119	1.4%	59%	False	False	182,829
40	0.8995	0.8158	0.0837	9.6%	0.0091	1.0%	67%	False	False	154,164
60	0.8995	0.8140	0.0855	9.8%	0.0074	0.9%	68%	False	False	119,989
80	0.8995	0.8140	0.0855	9.8%	0.0064	0.7%	68%	False	False	90,054
100	0.8995	0.8140	0.0855	9.8%	0.0061	0.7%	68%	False	False	72,083
120	0.8995	0.8140	0.0855	9.8%	0.0059	0.7%	68%	False	False	60,084

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9283
2.618	0.9099
1.618	0.8986
1.000	0.8916
0.618	0.8873
HIGH	0.8803
0.618	0.8760
0.500	0.8747
0.382	0.8733
LOW	0.8690
0.618	0.8620
1.000	0.8577
1.618	0.8507
2.618	0.8394
4.250	0.8210

Fisher Pivots for day following 22-Aug-2007
Pivot	1 day	3 day
R1	0.8747	0.8759
PP	0.8738	0.8747
S1	0.8730	0.8734

Download as Excel Spreadsheet

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

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