CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 29-Aug-2007

Day Change Summary
	Previous	Current
	28-Aug-2007	29-Aug-2007	Change	Change %	Previous Week
Open	0.8665	0.8774	0.0109	1.3%	0.8776
High	0.8779	0.8805	0.0026	0.3%	0.8830
Low	0.8661	0.8626	-0.0035	-0.4%	0.8563
Close	0.8753	0.8683	-0.0070	-0.8%	0.8630
Range	0.0118	0.0179	0.0061	51.7%	0.0267
ATR	0.0114	0.0118	0.0005	4.1%	0.0000
Volume	137,227	149,609	12,382	9.0%	689,707

Daily Pivots for day following 29-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9242	0.9141	0.8781
R3	0.9063	0.8962	0.8732
R2	0.8884	0.8884	0.8716
R1	0.8783	0.8783	0.8699	0.8744
PP	0.8705	0.8705	0.8705	0.8685
S1	0.8604	0.8604	0.8667	0.8565
S2	0.8526	0.8526	0.8650
S3	0.8347	0.8425	0.8634
S4	0.8168	0.8246	0.8585

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	0.8805	0.8563	0.0242	2.8%	0.0114	1.3%	50%	True	False	127,915
10	0.8995	0.8563	0.0432	5.0%	0.0154	1.8%	28%	False	False	173,555
20	0.8995	0.8386	0.0609	7.0%	0.0123	1.4%	49%	False	False	167,780
40	0.8995	0.8158	0.0837	9.6%	0.0098	1.1%	63%	False	False	157,574
60	0.8995	0.8140	0.0855	9.8%	0.0081	0.9%	64%	False	False	130,377
80	0.8995	0.8140	0.0855	9.8%	0.0070	0.8%	64%	False	False	98,042
100	0.8995	0.8140	0.0855	9.8%	0.0064	0.7%	64%	False	False	78,465
120	0.8995	0.8140	0.0855	9.8%	0.0062	0.7%	64%	False	False	65,410

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9566
2.618	0.9274
1.618	0.9095
1.000	0.8984
0.618	0.8916
HIGH	0.8805
0.618	0.8737
0.500	0.8716
0.382	0.8694
LOW	0.8626
0.618	0.8515
1.000	0.8447
1.618	0.8336
2.618	0.8157
4.250	0.7865

Fisher Pivots for day following 29-Aug-2007
Pivot	1 day	3 day
R1	0.8716	0.8697
PP	0.8705	0.8692
S1	0.8694	0.8688

Download as Excel Spreadsheet

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

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