CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 03-Oct-2007

Day Change Summary
	Previous	Current
	02-Oct-2007	03-Oct-2007	Change	Change %	Previous Week
Open	0.8720	0.8722	0.0002	0.0%	0.8754
High	0.8752	0.8731	-0.0021	-0.2%	0.8857
Low	0.8698	0.8638	-0.0060	-0.7%	0.8708
Close	0.8711	0.8646	-0.0065	-0.7%	0.8797
Range	0.0054	0.0093	0.0039	72.2%	0.0149
ATR	0.0090	0.0090	0.0000	0.3%	0.0000
Volume	70,840	122,455	51,615	72.9%	506,157

Daily Pivots for day following 03-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8951	0.8891	0.8697
R3	0.8858	0.8798	0.8672
R2	0.8765	0.8765	0.8663
R1	0.8705	0.8705	0.8655	0.8689
PP	0.8672	0.8672	0.8672	0.8663
S1	0.8612	0.8612	0.8637	0.8596
S2	0.8579	0.8579	0.8629
S3	0.8486	0.8519	0.8620
S4	0.8393	0.8426	0.8595

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9234	0.9165	0.8879
R3	0.9085	0.9016	0.8838
R2	0.8936	0.8936	0.8824
R1	0.8867	0.8867	0.8811	0.8902
PP	0.8787	0.8787	0.8787	0.8805
S1	0.8718	0.8718	0.8783	0.8753
S2	0.8638	0.8638	0.8770
S3	0.8489	0.8569	0.8756
S4	0.8340	0.8420	0.8715

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8805	0.8638	0.0167	1.9%	0.0079	0.9%	5%	False	True	104,029
10	0.8862	0.8638	0.0224	2.6%	0.0089	1.0%	4%	False	True	106,589
20	0.8996	0.8638	0.0358	4.1%	0.0090	1.0%	2%	False	True	94,493
40	0.9089	0.8489	0.0600	6.9%	0.0100	1.2%	26%	False	False	47,965
60	0.9089	0.8322	0.0767	8.9%	0.0087	1.0%	42%	False	False	32,037
80	0.9089	0.8235	0.0854	9.9%	0.0074	0.9%	48%	False	False	24,100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9126
2.618	0.8974
1.618	0.8881
1.000	0.8824
0.618	0.8788
HIGH	0.8731
0.618	0.8695
0.500	0.8685
0.382	0.8674
LOW	0.8638
0.618	0.8581
1.000	0.8545
1.618	0.8488
2.618	0.8395
4.250	0.8243

Fisher Pivots for day following 03-Oct-2007
Pivot	1 day	3 day
R1	0.8685	0.8719
PP	0.8672	0.8695
S1	0.8659	0.8670

Download as Excel Spreadsheet

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

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