CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 06-Aug-2007

Day Change Summary
	Previous	Current
	03-Aug-2007	06-Aug-2007	Change	Change %	Previous Week
Open	0.8675	0.8673	-0.0002	0.0%	0.8694
High	0.8675	0.8673	-0.0002	0.0%	0.8694
Low	0.8675	0.8673	-0.0002	0.0%	0.8623
Close	0.8675	0.8673	-0.0002	0.0%	0.8675
Range
ATR	0.0028	0.0026	-0.0002	-6.6%	0.0000
Volume	1	0	-1	-100.0%	101

Daily Pivots for day following 06-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8673	0.8673	0.8673
R3	0.8673	0.8673	0.8673
R2	0.8673	0.8673	0.8673
R1	0.8673	0.8673	0.8673	0.8673
PP	0.8673	0.8673	0.8673	0.8673
S1	0.8673	0.8673	0.8673	0.8673
S2	0.8673	0.8673	0.8673
S3	0.8673	0.8673	0.8673
S4	0.8673	0.8673	0.8673

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8877	0.8847	0.8714
R3	0.8806	0.8776	0.8695
R2	0.8735	0.8735	0.8688
R1	0.8705	0.8705	0.8682	0.8685
PP	0.8664	0.8664	0.8664	0.8654
S1	0.8634	0.8634	0.8668	0.8614
S2	0.8593	0.8593	0.8662
S3	0.8522	0.8563	0.8655
S4	0.8451	0.8492	0.8636

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8675	0.8623	0.0052	0.6%	0.0001	0.0%	96%	False	False	20
10	0.8694	0.8484	0.0210	2.4%	0.0000	0.0%	90%	False	False	12

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	0.8673
2.618	0.8673
1.618	0.8673
1.000	0.8673
0.618	0.8673
HIGH	0.8673
0.618	0.8673
0.500	0.8673
0.382	0.8673
LOW	0.8673
0.618	0.8673
1.000	0.8673
1.618	0.8673
2.618	0.8673
4.250	0.8673

Fisher Pivots for day following 06-Aug-2007
Pivot	1 day	3 day
R1	0.8673	0.8665
PP	0.8673	0.8657
S1	0.8673	0.8649

Download as Excel Spreadsheet

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

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