CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 14-Sep-2007

Day Change Summary
	Previous	Current
	13-Sep-2007	14-Sep-2007	Change	Change %	Previous Week
Open	0.8755	0.8686	-0.0069	-0.8%	0.8867
High	0.8764	0.8744	-0.0020	-0.2%	0.8890
Low	0.8627	0.8665	0.0038	0.4%	0.8627
Close	0.8675	0.8684	0.0009	0.1%	0.8684
Range	0.0137	0.0079	-0.0058	-42.3%	0.0263
ATR	0.0108	0.0106	-0.0002	-1.9%	0.0000
Volume	71,621	31,667	-39,954	-55.8%	490,459

Daily Pivots for day following 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8935	0.8888	0.8727
R3	0.8856	0.8809	0.8706
R2	0.8777	0.8777	0.8698
R1	0.8730	0.8730	0.8691	0.8714
PP	0.8698	0.8698	0.8698	0.8690
S1	0.8651	0.8651	0.8677	0.8635
S2	0.8619	0.8619	0.8670
S3	0.8540	0.8572	0.8662
S4	0.8461	0.8493	0.8641

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9366	0.8829
R3	0.9260	0.9103	0.8756
R2	0.8997	0.8997	0.8732
R1	0.8840	0.8840	0.8708	0.8787
PP	0.8734	0.8734	0.8734	0.8707
S1	0.8577	0.8577	0.8660	0.8524
S2	0.8471	0.8471	0.8636
S3	0.8208	0.8314	0.8612
S4	0.7945	0.8051	0.8539

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8890	0.8627	0.0263	3.0%	0.0091	1.1%	22%	False	False	98,091
10	0.8890	0.8594	0.0296	3.4%	0.0099	1.1%	30%	False	False	127,297
20	0.8995	0.8563	0.0432	5.0%	0.0112	1.3%	28%	False	False	136,099
40	0.8995	0.8226	0.0769	8.9%	0.0109	1.3%	60%	False	False	157,740
60	0.8995	0.8140	0.0855	9.8%	0.0090	1.0%	64%	False	False	142,382
80	0.8995	0.8140	0.0855	9.8%	0.0078	0.9%	64%	False	False	115,491
100	0.8995	0.8140	0.0855	9.8%	0.0070	0.8%	64%	False	False	92,430
120	0.8995	0.8140	0.0855	9.8%	0.0067	0.8%	64%	False	False	77,061

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9080
2.618	0.8951
1.618	0.8872
1.000	0.8823
0.618	0.8793
HIGH	0.8744
0.618	0.8714
0.500	0.8705
0.382	0.8695
LOW	0.8665
0.618	0.8616
1.000	0.8586
1.618	0.8537
2.618	0.8458
4.250	0.8329

Fisher Pivots for day following 14-Sep-2007
Pivot	1 day	3 day
R1	0.8705	0.8711
PP	0.8698	0.8702
S1	0.8691	0.8693

Download as Excel Spreadsheet

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

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