CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 09-Oct-2007

Day Change Summary
	Previous	Current
	08-Oct-2007	09-Oct-2007	Change	Change %	Previous Week
Open	0.8664	0.8588	-0.0076	-0.9%	0.8800
High	0.8667	0.8633	-0.0034	-0.4%	0.8800
Low	0.8597	0.8585	-0.0012	-0.1%	0.8597
Close	0.8623	0.8604	-0.0019	-0.2%	0.8623
Range	0.0070	0.0048	-0.0022	-31.4%	0.0203
ATR	0.0084	0.0081	-0.0003	-3.1%	0.0000
Volume	0	51,671	51,671		493,607

Daily Pivots for day following 09-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8751	0.8726	0.8630
R3	0.8703	0.8678	0.8617
R2	0.8655	0.8655	0.8613
R1	0.8630	0.8630	0.8608	0.8643
PP	0.8607	0.8607	0.8607	0.8614
S1	0.8582	0.8582	0.8600	0.8595
S2	0.8559	0.8559	0.8595
S3	0.8511	0.8534	0.8591
S4	0.8463	0.8486	0.8578

Weekly Pivots for week ending 05-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9282	0.9156	0.8735
R3	0.9079	0.8953	0.8679
R2	0.8876	0.8876	0.8660
R1	0.8750	0.8750	0.8642	0.8712
PP	0.8673	0.8673	0.8673	0.8654
S1	0.8547	0.8547	0.8604	0.8509
S2	0.8470	0.8470	0.8586
S3	0.8267	0.8344	0.8567
S4	0.8064	0.8141	0.8511

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8731	0.8585	0.0146	1.7%	0.0064	0.7%	13%	False	True	70,128
10	0.8816	0.8585	0.0231	2.7%	0.0072	0.8%	8%	False	True	86,597
20	0.8901	0.8585	0.0316	3.7%	0.0079	0.9%	6%	False	True	101,790
40	0.9089	0.8585	0.0504	5.9%	0.0097	1.1%	4%	False	True	53,630
60	0.9089	0.8322	0.0767	8.9%	0.0089	1.0%	37%	False	False	35,838
80	0.9089	0.8235	0.0854	9.9%	0.0076	0.9%	43%	False	False	26,951

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8837
2.618	0.8759
1.618	0.8711
1.000	0.8681
0.618	0.8663
HIGH	0.8633
0.618	0.8615
0.500	0.8609
0.382	0.8603
LOW	0.8585
0.618	0.8555
1.000	0.8537
1.618	0.8507
2.618	0.8459
4.250	0.8381

Fisher Pivots for day following 09-Oct-2007
Pivot	1 day	3 day
R1	0.8609	0.8626
PP	0.8607	0.8619
S1	0.8606	0.8611

Download as Excel Spreadsheet

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

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