CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 18-Oct-2007

Day Change Summary
	Previous	Current
	17-Oct-2007	18-Oct-2007	Change	Change %	Previous Week
Open	0.8620	0.8632	0.0012	0.1%	0.8664
High	0.8670	0.8734	0.0064	0.7%	0.8667
Low	0.8593	0.8632	0.0039	0.5%	0.8529
Close	0.8642	0.8706	0.0064	0.7%	0.8569
Range	0.0077	0.0102	0.0025	32.5%	0.0138
ATR	0.0076	0.0078	0.0002	2.4%	0.0000
Volume	138,300	130,043	-8,257	-6.0%	312,234

Daily Pivots for day following 18-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8997	0.8953	0.8762
R3	0.8895	0.8851	0.8734
R2	0.8793	0.8793	0.8725
R1	0.8749	0.8749	0.8715	0.8771
PP	0.8691	0.8691	0.8691	0.8702
S1	0.8647	0.8647	0.8697	0.8669
S2	0.8589	0.8589	0.8687
S3	0.8487	0.8545	0.8678
S4	0.8385	0.8443	0.8650

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9002	0.8924	0.8645
R3	0.8864	0.8786	0.8607
R2	0.8726	0.8726	0.8594
R1	0.8648	0.8648	0.8582	0.8618
PP	0.8588	0.8588	0.8588	0.8574
S1	0.8510	0.8510	0.8556	0.8480
S2	0.8450	0.8450	0.8544
S3	0.8312	0.8372	0.8531
S4	0.8174	0.8234	0.8493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8734	0.8529	0.0205	2.4%	0.0079	0.9%	86%	True	False	117,528
10	0.8734	0.8529	0.0205	2.4%	0.0068	0.8%	86%	True	False	90,613
20	0.8857	0.8529	0.0328	3.8%	0.0072	0.8%	54%	False	False	95,391
40	0.8996	0.8529	0.0467	5.4%	0.0082	0.9%	38%	False	False	72,325
60	0.9089	0.8485	0.0604	6.9%	0.0090	1.0%	37%	False	False	48,451
80	0.9089	0.8252	0.0837	9.6%	0.0080	0.9%	54%	False	False	36,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9168
2.618	0.9001
1.618	0.8899
1.000	0.8836
0.618	0.8797
HIGH	0.8734
0.618	0.8695
0.500	0.8683
0.382	0.8671
LOW	0.8632
0.618	0.8569
1.000	0.8530
1.618	0.8467
2.618	0.8365
4.250	0.8199

Fisher Pivots for day following 18-Oct-2007
Pivot	1 day	3 day
R1	0.8698	0.8689
PP	0.8691	0.8672
S1	0.8683	0.8655

Download as Excel Spreadsheet

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

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