CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 22-Oct-2007

Day Change Summary
	Previous	Current
	19-Oct-2007	22-Oct-2007	Change	Change %	Previous Week
Open	0.8707	0.8816	0.0109	1.3%	0.8570
High	0.8792	0.8887	0.0095	1.1%	0.8792
Low	0.8699	0.8777	0.0078	0.9%	0.8541
Close	0.8768	0.8818	0.0050	0.6%	0.8768
Range	0.0093	0.0110	0.0017	18.3%	0.0251
ATR	0.0079	0.0082	0.0003	3.6%	0.0000
Volume	133,460	135,069	1,609	1.2%	630,229

Daily Pivots for day following 22-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9157	0.9098	0.8879
R3	0.9047	0.8988	0.8848
R2	0.8937	0.8937	0.8838
R1	0.8878	0.8878	0.8828	0.8908
PP	0.8827	0.8827	0.8827	0.8842
S1	0.8768	0.8768	0.8808	0.8798
S2	0.8717	0.8717	0.8798
S3	0.8607	0.8658	0.8788
S4	0.8497	0.8548	0.8758

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9453	0.9362	0.8906
R3	0.9202	0.9111	0.8837
R2	0.8951	0.8951	0.8814
R1	0.8860	0.8860	0.8791	0.8906
PP	0.8700	0.8700	0.8700	0.8723
S1	0.8609	0.8609	0.8745	0.8655
S2	0.8449	0.8449	0.8722
S3	0.8198	0.8358	0.8699
S4	0.7947	0.8107	0.8630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8887	0.8576	0.0311	3.5%	0.0092	1.0%	78%	True	False	132,680
10	0.8887	0.8529	0.0358	4.1%	0.0075	0.8%	81%	True	False	107,753
20	0.8887	0.8529	0.0358	4.1%	0.0074	0.8%	81%	True	False	100,964
40	0.8996	0.8529	0.0467	5.3%	0.0084	1.0%	62%	False	False	78,966
60	0.9089	0.8485	0.0604	6.8%	0.0091	1.0%	55%	False	False	52,909
80	0.9089	0.8252	0.0837	9.5%	0.0081	0.9%	68%	False	False	39,708

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	0.0014
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9355
2.618	0.9175
1.618	0.9065
1.000	0.8997
0.618	0.8955
HIGH	0.8887
0.618	0.8845
0.500	0.8832
0.382	0.8819
LOW	0.8777
0.618	0.8709
1.000	0.8667
1.618	0.8599
2.618	0.8489
4.250	0.8310

Fisher Pivots for day following 22-Oct-2007
Pivot	1 day	3 day
R1	0.8832	0.8799
PP	0.8827	0.8779
S1	0.8823	0.8760

Download as Excel Spreadsheet

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

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