CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 11-Sep-2007

Day Change Summary
	Previous	Current
	10-Sep-2007	11-Sep-2007	Change	Change %	Previous Week
Open	0.8867	0.8811	-0.0056	-0.6%	0.8654
High	0.8890	0.8827	-0.0063	-0.7%	0.8850
Low	0.8779	0.8745	-0.0034	-0.4%	0.8601
Close	0.8815	0.8758	-0.0057	-0.6%	0.8835
Range	0.0111	0.0082	-0.0029	-26.1%	0.0249
ATR	0.0113	0.0111	-0.0002	-2.0%	0.0000
Volume	154,933	126,165	-28,768	-18.6%	647,416

Daily Pivots for day following 11-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9023	0.8972	0.8803
R3	0.8941	0.8890	0.8781
R2	0.8859	0.8859	0.8773
R1	0.8808	0.8808	0.8766	0.8793
PP	0.8777	0.8777	0.8777	0.8769
S1	0.8726	0.8726	0.8750	0.8711
S2	0.8695	0.8695	0.8743
S3	0.8613	0.8644	0.8735
S4	0.8531	0.8562	0.8713

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9509	0.9421	0.8972
R3	0.9260	0.9172	0.8903
R2	0.9011	0.9011	0.8881
R1	0.8923	0.8923	0.8858	0.8967
PP	0.8762	0.8762	0.8762	0.8784
S1	0.8674	0.8674	0.8812	0.8718
S2	0.8513	0.8513	0.8789
S3	0.8264	0.8425	0.8767
S4	0.8015	0.8176	0.8698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8890	0.8601	0.0289	3.3%	0.0111	1.3%	54%	False	False	157,914
10	0.8890	0.8594	0.0296	3.4%	0.0109	1.2%	55%	False	False	147,617
20	0.8995	0.8477	0.0518	5.9%	0.0125	1.4%	54%	False	False	164,452
40	0.8995	0.8226	0.0769	8.8%	0.0105	1.2%	69%	False	False	161,276
60	0.8995	0.8140	0.0855	9.8%	0.0088	1.0%	72%	False	False	141,956
80	0.8995	0.8140	0.0855	9.8%	0.0076	0.9%	72%	False	False	112,891
100	0.8995	0.8140	0.0855	9.8%	0.0068	0.8%	72%	False	False	90,340
120	0.8995	0.8140	0.0855	9.8%	0.0066	0.7%	72%	False	False	75,318

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9176
2.618	0.9042
1.618	0.8960
1.000	0.8909
0.618	0.8878
HIGH	0.8827
0.618	0.8796
0.500	0.8786
0.382	0.8776
LOW	0.8745
0.618	0.8694
1.000	0.8663
1.618	0.8612
2.618	0.8530
4.250	0.8397

Fisher Pivots for day following 11-Sep-2007
Pivot	1 day	3 day
R1	0.8786	0.8772
PP	0.8777	0.8767
S1	0.8767	0.8763

Download as Excel Spreadsheet

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

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