CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 23-Aug-2007

Day Change Summary
	Previous	Current
	22-Aug-2007	23-Aug-2007	Change	Change %	Previous Week
Open	0.8884	0.8784	-0.0100	-1.1%	0.8596
High	0.8884	0.8784	-0.0100	-1.1%	0.9089
Low	0.8786	0.8657	-0.0129	-1.5%	0.8572
Close	0.8817	0.8748	-0.0069	-0.8%	0.8903
Range	0.0098	0.0127	0.0029	29.6%	0.0517
ATR	0.0104	0.0108	0.0004	3.8%	0.0000
Volume	499	2,185	1,686	337.9%	4,431

Daily Pivots for day following 23-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9111	0.9056	0.8818
R3	0.8984	0.8929	0.8783
R2	0.8857	0.8857	0.8771
R1	0.8802	0.8802	0.8760	0.8766
PP	0.8730	0.8730	0.8730	0.8712
S1	0.8675	0.8675	0.8736	0.8639
S2	0.8603	0.8603	0.8725
S3	0.8476	0.8548	0.8713
S4	0.8349	0.8421	0.8678

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	0.8657	0.0432	4.9%	0.0136	1.6%	21%	False	True	1,746
10	0.9089	0.8569	0.0520	5.9%	0.0134	1.5%	34%	False	False	1,082
20	0.9089	0.8485	0.0604	6.9%	0.0106	1.2%	44%	False	False	705
40	0.9089	0.8252	0.0837	9.6%	0.0077	0.9%	59%	False	False	379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9324
2.618	0.9116
1.618	0.8989
1.000	0.8911
0.618	0.8862
HIGH	0.8784
0.618	0.8735
0.500	0.8721
0.382	0.8706
LOW	0.8657
0.618	0.8579
1.000	0.8530
1.618	0.8452
2.618	0.8325
4.250	0.8117

Fisher Pivots for day following 23-Aug-2007
Pivot	1 day	3 day
R1	0.8739	0.8771
PP	0.8730	0.8763
S1	0.8721	0.8756

Download as Excel Spreadsheet

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

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