CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 10-Oct-2007

Day Change Summary
	Previous	Current
	09-Oct-2007	10-Oct-2007	Change	Change %	Previous Week
Open	0.8588	0.8610	0.0022	0.3%	0.8800
High	0.8633	0.8620	-0.0013	-0.2%	0.8800
Low	0.8585	0.8578	-0.0007	-0.1%	0.8597
Close	0.8604	0.8599	-0.0005	-0.1%	0.8623
Range	0.0048	0.0042	-0.0006	-12.5%	0.0203
ATR	0.0081	0.0079	-0.0003	-3.5%	0.0000
Volume	51,671	75,086	23,415	45.3%	493,607

Daily Pivots for day following 10-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8725	0.8704	0.8622
R3	0.8683	0.8662	0.8611
R2	0.8641	0.8641	0.8607
R1	0.8620	0.8620	0.8603	0.8610
PP	0.8599	0.8599	0.8599	0.8594
S1	0.8578	0.8578	0.8595	0.8568
S2	0.8557	0.8557	0.8591
S3	0.8515	0.8536	0.8587
S4	0.8473	0.8494	0.8576

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	0.8675	0.8578	0.0097	1.1%	0.0054	0.6%	22%	False	True	60,654
10	0.8805	0.8578	0.0227	2.6%	0.0067	0.8%	9%	False	True	82,341
20	0.8870	0.8578	0.0292	3.4%	0.0079	0.9%	7%	False	True	101,479
40	0.9089	0.8578	0.0511	5.9%	0.0097	1.1%	4%	False	True	55,498
60	0.9089	0.8322	0.0767	8.9%	0.0089	1.0%	36%	False	False	37,088
80	0.9089	0.8235	0.0854	9.9%	0.0076	0.9%	43%	False	False	27,889

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8799
2.618	0.8730
1.618	0.8688
1.000	0.8662
0.618	0.8646
HIGH	0.8620
0.618	0.8604
0.500	0.8599
0.382	0.8594
LOW	0.8578
0.618	0.8552
1.000	0.8536
1.618	0.8510
2.618	0.8468
4.250	0.8400

Fisher Pivots for day following 10-Oct-2007
Pivot	1 day	3 day
R1	0.8599	0.8623
PP	0.8599	0.8615
S1	0.8599	0.8607

Download as Excel Spreadsheet

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

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