CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 20-Aug-2007

Day Change Summary
	Previous	Current
	17-Aug-2007	20-Aug-2007	Change	Change %	Previous Week
Open	0.8855	0.8872	0.0017	0.2%	0.8596
High	0.9089	0.8903	-0.0186	-2.0%	0.9089
Low	0.8830	0.8785	-0.0045	-0.5%	0.8572
Close	0.8903	0.8834	-0.0069	-0.8%	0.8903
Range	0.0259	0.0118	-0.0141	-54.4%	0.0517
ATR	0.0106	0.0107	0.0001	0.8%	0.0000
Volume	2,817	2,335	-482	-17.1%	4,431

Daily Pivots for day following 20-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9195	0.9132	0.8899
R3	0.9077	0.9014	0.8866
R2	0.8959	0.8959	0.8856
R1	0.8896	0.8896	0.8845	0.8869
PP	0.8841	0.8841	0.8841	0.8827
S1	0.8778	0.8778	0.8823	0.8751
S2	0.8723	0.8723	0.8812
S3	0.8605	0.8660	0.8802
S4	0.8487	0.8542	0.8769

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0406	1.0171	0.9187
R3	0.9889	0.9654	0.9045
R2	0.9372	0.9372	0.8998
R1	0.9137	0.9137	0.8950	0.9255
PP	0.8855	0.8855	0.8855	0.8913
S1	0.8620	0.8620	0.8856	0.8738
S2	0.8338	0.8338	0.8808
S3	0.7821	0.8103	0.8761
S4	0.7304	0.7586	0.8619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9089	0.8575	0.0514	5.8%	0.0175	2.0%	50%	False	False	1,229
10	0.9089	0.8485	0.0604	6.8%	0.0129	1.5%	58%	False	False	841
20	0.9089	0.8420	0.0669	7.6%	0.0104	1.2%	62%	False	False	543
40	0.9089	0.8245	0.0844	9.6%	0.0072	0.8%	70%	False	False	417

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	0.9405
2.618	0.9212
1.618	0.9094
1.000	0.9021
0.618	0.8976
HIGH	0.8903
0.618	0.8858
0.500	0.8844
0.382	0.8830
LOW	0.8785
0.618	0.8712
1.000	0.8667
1.618	0.8594
2.618	0.8476
4.250	0.8284

Fisher Pivots for day following 20-Aug-2007
Pivot	1 day	3 day
R1	0.8844	0.8898
PP	0.8841	0.8876
S1	0.8837	0.8855

Download as Excel Spreadsheet

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

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