CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 23-Oct-2007

Day Change Summary
	Previous	Current
	22-Oct-2007	23-Oct-2007	Change	Change %	Previous Week
Open	0.8816	0.8788	-0.0028	-0.3%	0.8570
High	0.8887	0.8815	-0.0072	-0.8%	0.8792
Low	0.8777	0.8748	-0.0029	-0.3%	0.8541
Close	0.8818	0.8773	-0.0045	-0.5%	0.8768
Range	0.0110	0.0067	-0.0043	-39.1%	0.0251
ATR	0.0082	0.0081	-0.0001	-1.0%	0.0000
Volume	135,069	116,199	-18,870	-14.0%	630,229

Daily Pivots for day following 23-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8980	0.8943	0.8810
R3	0.8913	0.8876	0.8791
R2	0.8846	0.8846	0.8785
R1	0.8809	0.8809	0.8779	0.8794
PP	0.8779	0.8779	0.8779	0.8771
S1	0.8742	0.8742	0.8767	0.8727
S2	0.8712	0.8712	0.8761
S3	0.8645	0.8675	0.8755
S4	0.8578	0.8608	0.8736

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	0.8593	0.0294	3.4%	0.0090	1.0%	61%	False	False	130,614
10	0.8887	0.8529	0.0358	4.1%	0.0076	0.9%	68%	False	False	114,206
20	0.8887	0.8529	0.0358	4.1%	0.0074	0.8%	68%	False	False	100,401
40	0.8996	0.8529	0.0467	5.3%	0.0083	0.9%	52%	False	False	81,854
60	0.9089	0.8485	0.0604	6.9%	0.0091	1.0%	48%	False	False	54,840
80	0.9089	0.8252	0.0837	9.5%	0.0081	0.9%	62%	False	False	41,160

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9100
2.618	0.8990
1.618	0.8923
1.000	0.8882
0.618	0.8856
HIGH	0.8815
0.618	0.8789
0.500	0.8782
0.382	0.8774
LOW	0.8748
0.618	0.8707
1.000	0.8681
1.618	0.8640
2.618	0.8573
4.250	0.8463

Fisher Pivots for day following 23-Oct-2007
Pivot	1 day	3 day
R1	0.8782	0.8793
PP	0.8779	0.8786
S1	0.8776	0.8780

Download as Excel Spreadsheet

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

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