CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 16-Aug-2007

Day Change Summary
	Previous	Current
	15-Aug-2007	16-Aug-2007	Change	Change %	Previous Week
Open	0.8780	0.8946	0.0166	1.9%	0.8673
High	0.8780	0.9098	0.0318	3.6%	0.8677
Low	0.8780	0.8943	0.0163	1.9%	0.8580
Close	0.8773	0.9063	0.0290	3.3%	0.8677
Range	0.0000	0.0155	0.0155		0.0097
ATR	0.0027	0.0048	0.0021	79.2%	0.0000
Volume	1	1	0	0.0%	11

Daily Pivots for day following 16-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9500	0.9436	0.9148
R3	0.9345	0.9281	0.9106
R2	0.9190	0.9190	0.9091
R1	0.9126	0.9126	0.9077	0.9158
PP	0.9035	0.9035	0.9035	0.9051
S1	0.8971	0.8971	0.9049	0.9003
S2	0.8880	0.8880	0.9035
S3	0.8725	0.8816	0.9020
S4	0.8570	0.8661	0.8978

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8936	0.8903	0.8730
R3	0.8839	0.8806	0.8704
R2	0.8742	0.8742	0.8695
R1	0.8709	0.8709	0.8686	0.8726
PP	0.8645	0.8645	0.8645	0.8653
S1	0.8612	0.8612	0.8668	0.8629
S2	0.8548	0.8548	0.8659
S3	0.8451	0.8515	0.8650
S4	0.8354	0.8418	0.8624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9098	0.8663	0.0435	4.8%	0.0031	0.3%	92%	True	False	2
10	0.9098	0.8580	0.0518	5.7%	0.0016	0.2%	93%	True	False	1
20	0.9098	0.8484	0.0614	6.8%	0.0008	0.1%	94%	True	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9757
2.618	0.9504
1.618	0.9349
1.000	0.9253
0.618	0.9194
HIGH	0.9098
0.618	0.9039
0.500	0.9021
0.382	0.9002
LOW	0.8943
0.618	0.8847
1.000	0.8788
1.618	0.8692
2.618	0.8537
4.250	0.8284

Fisher Pivots for day following 16-Aug-2007
Pivot	1 day	3 day
R1	0.9049	0.9002
PP	0.9035	0.8941
S1	0.9021	0.8881

Download as Excel Spreadsheet

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

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