CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 28-Aug-2007

Day Change Summary
	Previous	Current
	27-Aug-2007	28-Aug-2007	Change	Change %	Previous Week
Open	0.8620	0.8665	0.0045	0.5%	0.8776
High	0.8657	0.8779	0.0122	1.4%	0.8830
Low	0.8588	0.8661	0.0073	0.9%	0.8563
Close	0.8636	0.8753	0.0117	1.4%	0.8630
Range	0.0069	0.0118	0.0049	71.0%	0.0267
ATR	0.0111	0.0114	0.0002	2.0%	0.0000
Volume	66,418	137,227	70,809	106.6%	689,707

Daily Pivots for day following 28-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9085	0.9037	0.8818
R3	0.8967	0.8919	0.8785
R2	0.8849	0.8849	0.8775
R1	0.8801	0.8801	0.8764	0.8825
PP	0.8731	0.8731	0.8731	0.8743
S1	0.8683	0.8683	0.8742	0.8707
S2	0.8613	0.8613	0.8731
S3	0.8495	0.8565	0.8721
S4	0.8377	0.8447	0.8688

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9475	0.9320	0.8777
R3	0.9208	0.9053	0.8703
R2	0.8941	0.8941	0.8679
R1	0.8786	0.8786	0.8654	0.8730
PP	0.8674	0.8674	0.8674	0.8647
S1	0.8519	0.8519	0.8606	0.8463
S2	0.8407	0.8407	0.8581
S3	0.8140	0.8252	0.8557
S4	0.7873	0.7985	0.8483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8803	0.8563	0.0240	2.7%	0.0101	1.2%	79%	False	False	122,489
10	0.8995	0.8537	0.0458	5.2%	0.0145	1.7%	47%	False	False	179,273
20	0.8995	0.8386	0.0609	7.0%	0.0119	1.4%	60%	False	False	170,991
40	0.8995	0.8158	0.0837	9.6%	0.0095	1.1%	71%	False	False	155,530
60	0.8995	0.8140	0.0855	9.8%	0.0079	0.9%	72%	False	False	127,995
80	0.8995	0.8140	0.0855	9.8%	0.0068	0.8%	72%	False	False	96,172
100	0.8995	0.8140	0.0855	9.8%	0.0063	0.7%	72%	False	False	76,969
120	0.8995	0.8140	0.0855	9.8%	0.0061	0.7%	72%	False	False	64,166

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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9281
2.618	0.9088
1.618	0.8970
1.000	0.8897
0.618	0.8852
HIGH	0.8779
0.618	0.8734
0.500	0.8720
0.382	0.8706
LOW	0.8661
0.618	0.8588
1.000	0.8543
1.618	0.8470
2.618	0.8352
4.250	0.8160

Fisher Pivots for day following 28-Aug-2007
Pivot	1 day	3 day
R1	0.8742	0.8730
PP	0.8731	0.8707
S1	0.8720	0.8684

Download as Excel Spreadsheet

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

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