CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 16-Aug-2007

Day Change Summary
	Previous	Current
	15-Aug-2007	16-Aug-2007	Change	Change %	Previous Week
Open	0.8648	0.8730	0.0082	0.9%	0.8640
High	0.8710	0.9066	0.0356	4.1%	0.8687
Low	0.8637	0.8706	0.0069	0.8%	0.8485
Close	0.8684	0.8974	0.0290	3.3%	0.8588
Range	0.0073	0.0360	0.0287	393.2%	0.0202
ATR	0.0072	0.0094	0.0022	30.8%	0.0000
Volume	347	454	107	30.8%	1,767

Daily Pivots for day following 16-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9995	0.9845	0.9172
R3	0.9635	0.9485	0.9073
R2	0.9275	0.9275	0.9040
R1	0.9125	0.9125	0.9007	0.9200
PP	0.8915	0.8915	0.8915	0.8953
S1	0.8765	0.8765	0.8941	0.8840
S2	0.8555	0.8555	0.8908
S3	0.8195	0.8405	0.8875
S4	0.7835	0.8045	0.8776

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9193	0.9092	0.8699
R3	0.8991	0.8890	0.8644
R2	0.8789	0.8789	0.8625
R1	0.8688	0.8688	0.8607	0.8638
PP	0.8587	0.8587	0.8587	0.8561
S1	0.8486	0.8486	0.8569	0.8436
S2	0.8385	0.8385	0.8551
S3	0.8183	0.8284	0.8532
S4	0.7981	0.8082	0.8477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9066	0.8569	0.0497	5.5%	0.0133	1.5%	81%	True	False	419
10	0.9066	0.8485	0.0581	6.5%	0.0112	1.2%	84%	True	False	367
20	0.9066	0.8322	0.0744	8.3%	0.0092	1.0%	88%	True	False	289
40	0.9066	0.8235	0.0831	9.3%	0.0064	0.7%	89%	True	False	291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	1.0596
2.618	1.0008
1.618	0.9648
1.000	0.9426
0.618	0.9288
HIGH	0.9066
0.618	0.8928
0.500	0.8886
0.382	0.8844
LOW	0.8706
0.618	0.8484
1.000	0.8346
1.618	0.8124
2.618	0.7764
4.250	0.7176

Fisher Pivots for day following 16-Aug-2007
Pivot	1 day	3 day
R1	0.8945	0.8923
PP	0.8915	0.8872
S1	0.8886	0.8821

Download as Excel Spreadsheet

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

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