CME Japanese Yen Future December 2007

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

Day Change Summary
	Previous	Current
	05-Jul-2007	06-Jul-2007	Change	Change %	Previous Week
Open	0.8355	0.8291	-0.0064	-0.8%	0.8301
High	0.8355	0.8291	-0.0064	-0.8%	0.8360
Low	0.8310	0.8272	-0.0038	-0.5%	0.8272
Close	0.8307	0.8271	-0.0036	-0.4%	0.8271
Range	0.0045	0.0019	-0.0026	-57.8%	0.0088
ATR	0.0038	0.0038	0.0000	-0.5%	0.0000
Volume	52	4	-48	-92.3%	178

Daily Pivots for day following 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8335	0.8322	0.8281
R3	0.8316	0.8303	0.8276
R2	0.8297	0.8297	0.8274
R1	0.8284	0.8284	0.8273	0.8281
PP	0.8278	0.8278	0.8278	0.8277
S1	0.8265	0.8265	0.8269	0.8262
S2	0.8259	0.8259	0.8268
S3	0.8240	0.8246	0.8266
S4	0.8221	0.8227	0.8261

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8565	0.8506	0.8319
R3	0.8477	0.8418	0.8295
R2	0.8389	0.8389	0.8287
R1	0.8330	0.8330	0.8279	0.8316
PP	0.8301	0.8301	0.8301	0.8294
S1	0.8242	0.8242	0.8263	0.8228
S2	0.8213	0.8213	0.8255
S3	0.8125	0.8154	0.8247
S4	0.8037	0.8066	0.8223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8360	0.8268	0.0092	1.1%	0.0035	0.4%	3%	False	False	40
10	0.8360	0.8235	0.0125	1.5%	0.0034	0.4%	29%	False	False	536
20	0.8459	0.8235	0.0224	2.7%	0.0029	0.3%	16%	False	False	444

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	0.0004
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8372
2.618	0.8341
1.618	0.8322
1.000	0.8310
0.618	0.8303
HIGH	0.8291
0.618	0.8284
0.500	0.8282
0.382	0.8279
LOW	0.8272
0.618	0.8260
1.000	0.8253
1.618	0.8241
2.618	0.8222
4.250	0.8191

Fisher Pivots for day following 06-Jul-2007
Pivot	1 day	3 day
R1	0.8282	0.8315
PP	0.8278	0.8300
S1	0.8275	0.8286

Download as Excel Spreadsheet

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

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