CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 14-Sep-2007

Day Change Summary
	Previous	Current
	13-Sep-2007	14-Sep-2007	Change	Change %	Previous Week
Open	0.8866	0.8869	0.0003	0.0%	0.9060
High	0.8866	0.8869	0.0003	0.0%	0.9060
Low	0.8866	0.8864	-0.0002	0.0%	0.8864
Close	0.8866	0.8874	0.0008	0.1%	0.8874
Range	0.0000	0.0005	0.0005		0.0196
ATR	0.0052	0.0049	-0.0003	-6.5%	0.0000
Volume	3	0	-3	-100.0%	8

Daily Pivots for day following 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8884	0.8884	0.8877
R3	0.8879	0.8879	0.8875
R2	0.8874	0.8874	0.8875
R1	0.8874	0.8874	0.8874	0.8874
PP	0.8869	0.8869	0.8869	0.8869
S1	0.8869	0.8869	0.8874	0.8869
S2	0.8864	0.8864	0.8873
S3	0.8859	0.8864	0.8873
S4	0.8854	0.8859	0.8871

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9521	0.9393	0.8982
R3	0.9325	0.9197	0.8928
R2	0.9129	0.9129	0.8910
R1	0.9001	0.9001	0.8892	0.8967
PP	0.8933	0.8933	0.8933	0.8916
S1	0.8805	0.8805	0.8856	0.8771
S2	0.8737	0.8737	0.8838
S3	0.8541	0.8609	0.8820
S4	0.8345	0.8413	0.8766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9060	0.8864	0.0196	2.2%	0.0010	0.1%	5%	False	True	1
10	0.9060	0.8834	0.0226	2.5%	0.0005	0.1%	18%	False	False	16
20	0.9060	0.8756	0.0304	3.4%	0.0009	0.1%	39%	False	False	27
40	0.9098	0.8484	0.0614	6.9%	0.0010	0.1%	64%	False	False	18

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

Fibonacci Retracements and Extensions
4.250	0.8890
2.618	0.8882
1.618	0.8877
1.000	0.8874
0.618	0.8872
HIGH	0.8869
0.618	0.8867
0.500	0.8867
0.382	0.8866
LOW	0.8864
0.618	0.8861
1.000	0.8859
1.618	0.8856
2.618	0.8851
4.250	0.8843

Fisher Pivots for day following 14-Sep-2007
Pivot	1 day	3 day
R1	0.8872	0.8912
PP	0.8869	0.8899
S1	0.8867	0.8887

Download as Excel Spreadsheet

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

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