CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 30-Jul-2007

Day Change Summary
	Previous	Current
	27-Jul-2007	30-Jul-2007	Change	Change %	Previous Week
Open	0.8657	0.8694	0.0037	0.4%	0.8484
High	0.8657	0.8694	0.0037	0.4%	0.8657
Low	0.8657	0.8694	0.0037	0.4%	0.8484
Close	0.8657	0.8654	-0.0003	0.0%	0.8657
Range
ATR
Volume	1	0	-1	-100.0%	28

Daily Pivots for day following 30-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8681	0.8667	0.8654
R3	0.8681	0.8667	0.8654
R2	0.8681	0.8681	0.8654
R1	0.8667	0.8667	0.8654	0.8674
PP	0.8681	0.8681	0.8681	0.8684
S1	0.8667	0.8667	0.8654	0.8674
S2	0.8681	0.8681	0.8654
S3	0.8681	0.8667	0.8654
S4	0.8681	0.8667	0.8654

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	0.8694	0.8484	0.0210	2.4%	0.0000	0.0%	81%	True	False	4
10	0.8694	0.8417	0.0277	3.2%	0.0000	0.0%	86%	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	0.8694
2.618	0.8694
1.618	0.8694
1.000	0.8694
0.618	0.8694
HIGH	0.8694
0.618	0.8694
0.500	0.8694
0.382	0.8694
LOW	0.8694
0.618	0.8694
1.000	0.8694
1.618	0.8694
2.618	0.8694
4.250	0.8694

Fisher Pivots for day following 30-Jul-2007
Pivot	1 day	3 day
R1	0.8694	0.8665
PP	0.8681	0.8661
S1	0.8667	0.8658

Download as Excel Spreadsheet

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

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