CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 17-Sep-2007

Day Change Summary
	Previous	Current
	14-Sep-2007	17-Sep-2007	Change	Change %	Previous Week
Open	0.8686	0.8670	-0.0016	-0.2%	0.8867
High	0.8744	0.8720	-0.0024	-0.3%	0.8890
Low	0.8665	0.8670	0.0005	0.1%	0.8627
Close	0.8684	0.8676	-0.0008	-0.1%	0.8684
Range	0.0079	0.0050	-0.0029	-36.7%	0.0263
ATR	0.0106	0.0102	-0.0004	-3.8%	0.0000
Volume	31,667	1,518	-30,149	-95.2%	490,459

Daily Pivots for day following 17-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8839	0.8807	0.8704
R3	0.8789	0.8757	0.8690
R2	0.8739	0.8739	0.8685
R1	0.8707	0.8707	0.8681	0.8723
PP	0.8689	0.8689	0.8689	0.8697
S1	0.8657	0.8657	0.8671	0.8673
S2	0.8639	0.8639	0.8667
S3	0.8589	0.8607	0.8662
S4	0.8539	0.8557	0.8649

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	0.8827	0.8627	0.0200	2.3%	0.0079	0.9%	25%	False	False	67,408
10	0.8890	0.8601	0.0289	3.3%	0.0095	1.1%	26%	False	False	113,939
20	0.8890	0.8563	0.0327	3.8%	0.0101	1.2%	35%	False	False	122,158
40	0.8995	0.8240	0.0755	8.7%	0.0107	1.2%	58%	False	False	153,046
60	0.8995	0.8140	0.0855	9.9%	0.0091	1.0%	63%	False	False	141,593
80	0.8995	0.8140	0.0855	9.9%	0.0078	0.9%	63%	False	False	115,507
100	0.8995	0.8140	0.0855	9.9%	0.0070	0.8%	63%	False	False	92,444
120	0.8995	0.8140	0.0855	9.9%	0.0066	0.8%	63%	False	False	77,073

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8933
2.618	0.8851
1.618	0.8801
1.000	0.8770
0.618	0.8751
HIGH	0.8720
0.618	0.8701
0.500	0.8695
0.382	0.8689
LOW	0.8670
0.618	0.8639
1.000	0.8620
1.618	0.8589
2.618	0.8539
4.250	0.8458

Fisher Pivots for day following 17-Sep-2007
Pivot	1 day	3 day
R1	0.8695	0.8696
PP	0.8689	0.8689
S1	0.8682	0.8683

Download as Excel Spreadsheet

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

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