CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 11-Dec-2007

Day Change Summary
	Previous	Current
	10-Dec-2007	11-Dec-2007	Change	Change %	Previous Week
Open	0.8970	0.8958	-0.0012	-0.1%	0.9020
High	0.8988	0.9057	0.0069	0.8%	0.9142
Low	0.8944	0.8923	-0.0021	-0.2%	0.8943
Close	0.8962	0.9027	0.0065	0.7%	0.8961
Range	0.0044	0.0134	0.0090	204.5%	0.0199
ATR	0.0101	0.0103	0.0002	2.4%	0.0000
Volume	54,176	72,721	18,545	34.2%	443,501

Daily Pivots for day following 11-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9404	0.9350	0.9101
R3	0.9270	0.9216	0.9064
R2	0.9136	0.9136	0.9052
R1	0.9082	0.9082	0.9039	0.9109
PP	0.9002	0.9002	0.9002	0.9016
S1	0.8948	0.8948	0.9015	0.8975
S2	0.8868	0.8868	0.9002
S3	0.8734	0.8814	0.8990
S4	0.8600	0.8680	0.8953

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9612	0.9486	0.9070
R3	0.9413	0.9287	0.9016
R2	0.9214	0.9214	0.8997
R1	0.9088	0.9088	0.8979	0.9052
PP	0.9015	0.9015	0.9015	0.8997
S1	0.8889	0.8889	0.8943	0.8853
S2	0.8816	0.8816	0.8925
S3	0.8617	0.8690	0.8906
S4	0.8418	0.8491	0.8852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9123	0.8923	0.0200	2.2%	0.0081	0.9%	52%	False	True	78,155
10	0.9257	0.8923	0.0334	3.7%	0.0095	1.1%	31%	False	True	99,170
20	0.9350	0.8923	0.0427	4.7%	0.0110	1.2%	24%	False	True	113,834
40	0.9350	0.8576	0.0774	8.6%	0.0102	1.1%	58%	False	False	119,491
60	0.9350	0.8529	0.0821	9.1%	0.0093	1.0%	61%	False	False	111,508
80	0.9350	0.8529	0.0821	9.1%	0.0092	1.0%	61%	False	False	91,017
100	0.9350	0.8420	0.0930	10.3%	0.0095	1.0%	65%	False	False	72,922
120	0.9350	0.8245	0.1105	12.2%	0.0086	1.0%	71%	False	False	60,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9627
2.618	0.9408
1.618	0.9274
1.000	0.9191
0.618	0.9140
HIGH	0.9057
0.618	0.9006
0.500	0.8990
0.382	0.8974
LOW	0.8923
0.618	0.8840
1.000	0.8789
1.618	0.8706
2.618	0.8572
4.250	0.8354

Fisher Pivots for day following 11-Dec-2007
Pivot	1 day	3 day
R1	0.9015	0.9015
PP	0.9002	0.9002
S1	0.8990	0.8990

Download as Excel Spreadsheet

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

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