CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 27-Jul-2007

Day Change Summary
	Previous	Current
	26-Jul-2007	27-Jul-2007	Change	Change %	Previous Week
Open	0.8636	0.8657	0.0021	0.2%	0.8484
High	0.8636	0.8657	0.0021	0.2%	0.8657
Low	0.8636	0.8657	0.0021	0.2%	0.8484
Close	0.8669	0.8657	-0.0012	-0.1%	0.8657
Range
ATR
Volume	0	1	1		28

Daily Pivots for day following 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8657	0.8657	0.8657
R3	0.8657	0.8657	0.8657
R2	0.8657	0.8657	0.8657
R1	0.8657	0.8657	0.8657	0.8657
PP	0.8657	0.8657	0.8657	0.8657
S1	0.8657	0.8657	0.8657	0.8657
S2	0.8657	0.8657	0.8657
S3	0.8657	0.8657	0.8657
S4	0.8657	0.8657	0.8657

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9118	0.9061	0.8752
R3	0.8945	0.8888	0.8705
R2	0.8772	0.8772	0.8689
R1	0.8715	0.8715	0.8673	0.8744
PP	0.8599	0.8599	0.8599	0.8614
S1	0.8542	0.8542	0.8641	0.8571
S2	0.8426	0.8426	0.8625
S3	0.8253	0.8369	0.8609
S4	0.8080	0.8196	0.8562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8657	0.8484	0.0173	2.0%	0.0000	0.0%	100%	True	False	5
10	0.8657	0.8417	0.0240	2.8%	0.0002	0.0%	100%	True	False	3

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.8657
2.618	0.8657
1.618	0.8657
1.000	0.8657
0.618	0.8657
HIGH	0.8657
0.618	0.8657
0.500	0.8657
0.382	0.8657
LOW	0.8657
0.618	0.8657
1.000	0.8657
1.618	0.8657
2.618	0.8657
4.250	0.8657

Fisher Pivots for day following 27-Jul-2007
Pivot	1 day	3 day
R1	0.8657	0.8637
PP	0.8657	0.8618
S1	0.8657	0.8598

Download as Excel Spreadsheet

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

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