CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 31-Aug-2007

Day Change Summary
	Previous	Current
	30-Aug-2007	31-Aug-2007	Change	Change %	Previous Week
Open	0.8632	0.8645	0.0013	0.2%	0.8620
High	0.8699	0.8678	-0.0021	-0.2%	0.8805
Low	0.8628	0.8594	-0.0034	-0.4%	0.8588
Close	0.8659	0.8645	-0.0014	-0.2%	0.8645
Range	0.0071	0.0084	0.0013	18.3%	0.0217
ATR	0.0115	0.0113	-0.0002	-1.9%	0.0000
Volume	125,723	135,098	9,375	7.5%	614,075

Daily Pivots for day following 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8891	0.8852	0.8691
R3	0.8807	0.8768	0.8668
R2	0.8723	0.8723	0.8660
R1	0.8684	0.8684	0.8653	0.8687
PP	0.8639	0.8639	0.8639	0.8641
S1	0.8600	0.8600	0.8637	0.8603
S2	0.8555	0.8555	0.8630
S3	0.8471	0.8516	0.8622
S4	0.8387	0.8432	0.8599

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9330	0.9205	0.8764
R3	0.9113	0.8988	0.8705
R2	0.8896	0.8896	0.8685
R1	0.8771	0.8771	0.8665	0.8834
PP	0.8679	0.8679	0.8679	0.8711
S1	0.8554	0.8554	0.8625	0.8617
S2	0.8462	0.8462	0.8605
S3	0.8245	0.8337	0.8585
S4	0.8028	0.8120	0.8526

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%	0.0104	1.2%	26%	False	False	122,815
10	0.8830	0.8563	0.0267	3.1%	0.0107	1.2%	31%	False	False	130,378
20	0.8995	0.8386	0.0609	7.0%	0.0122	1.4%	43%	False	False	168,223
40	0.8995	0.8158	0.0837	9.7%	0.0099	1.1%	58%	False	False	158,651
60	0.8995	0.8140	0.0855	9.9%	0.0082	0.9%	59%	False	False	134,134
80	0.8995	0.8140	0.0855	9.9%	0.0071	0.8%	59%	False	False	101,302
100	0.8995	0.8140	0.0855	9.9%	0.0065	0.8%	59%	False	False	81,072
120	0.8995	0.8140	0.0855	9.9%	0.0063	0.7%	59%	False	False	67,583

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9035
2.618	0.8898
1.618	0.8814
1.000	0.8762
0.618	0.8730
HIGH	0.8678
0.618	0.8646
0.500	0.8636
0.382	0.8626
LOW	0.8594
0.618	0.8542
1.000	0.8510
1.618	0.8458
2.618	0.8374
4.250	0.8237

Fisher Pivots for day following 31-Aug-2007
Pivot	1 day	3 day
R1	0.8642	0.8700
PP	0.8639	0.8681
S1	0.8636	0.8663

Download as Excel Spreadsheet

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

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