CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 19-Sep-2007

Day Change Summary
	Previous	Current
	18-Sep-2007	19-Sep-2007	Change	Change %	Previous Week
Open	0.8895	0.8810	-0.0085	-1.0%	0.9060
High	0.8895	0.8812	-0.0083	-0.9%	0.9060
Low	0.8780	0.8773	-0.0007	-0.1%	0.8864
Close	0.8821	0.8788	-0.0033	-0.4%	0.8874
Range	0.0115	0.0039	-0.0076	-66.1%	0.0196
ATR	0.0050	0.0050	0.0000	-0.3%	0.0000
Volume	0	32	32		8

Daily Pivots for day following 19-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8908	0.8887	0.8809
R3	0.8869	0.8848	0.8799
R2	0.8830	0.8830	0.8795
R1	0.8809	0.8809	0.8792	0.8800
PP	0.8791	0.8791	0.8791	0.8787
S1	0.8770	0.8770	0.8784	0.8761
S2	0.8752	0.8752	0.8781
S3	0.8713	0.8731	0.8777
S4	0.8674	0.8692	0.8767

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	0.8895	0.8773	0.0122	1.4%	0.0032	0.4%	12%	False	True	8
10	0.9060	0.8773	0.0287	3.3%	0.0020	0.2%	5%	False	True	14
20	0.9060	0.8756	0.0304	3.5%	0.0016	0.2%	11%	False	False	26
40	0.9098	0.8580	0.0518	5.9%	0.0014	0.2%	40%	False	False	19

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8978
2.618	0.8914
1.618	0.8875
1.000	0.8851
0.618	0.8836
HIGH	0.8812
0.618	0.8797
0.500	0.8793
0.382	0.8788
LOW	0.8773
0.618	0.8749
1.000	0.8734
1.618	0.8710
2.618	0.8671
4.250	0.8607

Fisher Pivots for day following 19-Sep-2007
Pivot	1 day	3 day
R1	0.8793	0.8834
PP	0.8791	0.8819
S1	0.8790	0.8803

Download as Excel Spreadsheet

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

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