CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 06-Sep-2007

Day Change Summary
	Previous	Current
	05-Sep-2007	06-Sep-2007	Change	Change %	Previous Week
Open	0.8617	0.8700	0.0083	1.0%	0.8620
High	0.8712	0.8721	0.0009	0.1%	0.8805
Low	0.8601	0.8664	0.0063	0.7%	0.8588
Close	0.8702	0.8685	-0.0017	-0.2%	0.8645
Range	0.0111	0.0057	-0.0054	-48.6%	0.0217
ATR	0.0111	0.0107	-0.0004	-3.5%	0.0000
Volume	161,958	121,675	-40,283	-24.9%	614,075

Daily Pivots for day following 06-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8861	0.8830	0.8716
R3	0.8804	0.8773	0.8701
R2	0.8747	0.8747	0.8695
R1	0.8716	0.8716	0.8690	0.8703
PP	0.8690	0.8690	0.8690	0.8684
S1	0.8659	0.8659	0.8680	0.8646
S2	0.8633	0.8633	0.8675
S3	0.8576	0.8602	0.8669
S4	0.8519	0.8545	0.8654

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	0.8721	0.8594	0.0127	1.5%	0.0081	0.9%	72%	True	False	136,679
10	0.8805	0.8563	0.0242	2.8%	0.0098	1.1%	50%	False	False	132,297
20	0.8995	0.8389	0.0606	7.0%	0.0120	1.4%	49%	False	False	168,826
40	0.8995	0.8222	0.0773	8.9%	0.0099	1.1%	60%	False	False	157,361
60	0.8995	0.8140	0.0855	9.8%	0.0084	1.0%	64%	False	False	139,021
80	0.8995	0.8140	0.0855	9.8%	0.0072	0.8%	64%	False	False	106,578
100	0.8995	0.8140	0.0855	9.8%	0.0066	0.8%	64%	False	False	85,288
120	0.8995	0.8140	0.0855	9.8%	0.0063	0.7%	64%	False	False	71,104

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0019
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.8963
2.618	0.8870
1.618	0.8813
1.000	0.8778
0.618	0.8756
HIGH	0.8721
0.618	0.8699
0.500	0.8693
0.382	0.8686
LOW	0.8664
0.618	0.8629
1.000	0.8607
1.618	0.8572
2.618	0.8515
4.250	0.8422

Fisher Pivots for day following 06-Sep-2007
Pivot	1 day	3 day
R1	0.8693	0.8677
PP	0.8690	0.8669
S1	0.8688	0.8661

Download as Excel Spreadsheet

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

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