CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 30-Aug-2007

Day Change Summary
	Previous	Current
	29-Aug-2007	30-Aug-2007	Change	Change %	Previous Week
Open	0.8774	0.8632	-0.0142	-1.6%	0.8776
High	0.8805	0.8699	-0.0106	-1.2%	0.8830
Low	0.8626	0.8628	0.0002	0.0%	0.8563
Close	0.8683	0.8659	-0.0024	-0.3%	0.8630
Range	0.0179	0.0071	-0.0108	-60.3%	0.0267
ATR	0.0118	0.0115	-0.0003	-2.9%	0.0000
Volume	149,609	125,723	-23,886	-16.0%	689,707

Daily Pivots for day following 30-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8875	0.8838	0.8698
R3	0.8804	0.8767	0.8679
R2	0.8733	0.8733	0.8672
R1	0.8696	0.8696	0.8666	0.8715
PP	0.8662	0.8662	0.8662	0.8671
S1	0.8625	0.8625	0.8652	0.8644
S2	0.8591	0.8591	0.8646
S3	0.8520	0.8554	0.8639
S4	0.8449	0.8483	0.8620

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	0.8588	0.0217	2.5%	0.0102	1.2%	33%	False	False	119,255
10	0.8995	0.8563	0.0432	5.0%	0.0125	1.4%	22%	False	False	144,901
20	0.8995	0.8386	0.0609	7.0%	0.0123	1.4%	45%	False	False	168,479
40	0.8995	0.8158	0.0837	9.7%	0.0099	1.1%	60%	False	False	157,655
60	0.8995	0.8140	0.0855	9.9%	0.0081	0.9%	61%	False	False	132,344
80	0.8995	0.8140	0.0855	9.9%	0.0070	0.8%	61%	False	False	99,613
100	0.8995	0.8140	0.0855	9.9%	0.0065	0.7%	61%	False	False	79,722
120	0.8995	0.8140	0.0855	9.9%	0.0062	0.7%	61%	False	False	66,457

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9001
2.618	0.8885
1.618	0.8814
1.000	0.8770
0.618	0.8743
HIGH	0.8699
0.618	0.8672
0.500	0.8664
0.382	0.8655
LOW	0.8628
0.618	0.8584
1.000	0.8557
1.618	0.8513
2.618	0.8442
4.250	0.8326

Fisher Pivots for day following 30-Aug-2007
Pivot	1 day	3 day
R1	0.8664	0.8716
PP	0.8662	0.8697
S1	0.8661	0.8678

Download as Excel Spreadsheet

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

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