CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 24-Oct-2007

Day Change Summary
	Previous	Current
	23-Oct-2007	24-Oct-2007	Change	Change %	Previous Week
Open	0.8788	0.8775	-0.0013	-0.1%	0.8570
High	0.8815	0.8842	0.0027	0.3%	0.8792
Low	0.8748	0.8751	0.0003	0.0%	0.8541
Close	0.8773	0.8816	0.0043	0.5%	0.8768
Range	0.0067	0.0091	0.0024	35.8%	0.0251
ATR	0.0081	0.0082	0.0001	0.9%	0.0000
Volume	116,199	137,465	21,266	18.3%	630,229

Daily Pivots for day following 24-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9076	0.9037	0.8866
R3	0.8985	0.8946	0.8841
R2	0.8894	0.8894	0.8833
R1	0.8855	0.8855	0.8824	0.8875
PP	0.8803	0.8803	0.8803	0.8813
S1	0.8764	0.8764	0.8808	0.8784
S2	0.8712	0.8712	0.8799
S3	0.8621	0.8673	0.8791
S4	0.8530	0.8582	0.8766

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	0.8632	0.0255	2.9%	0.0093	1.1%	72%	False	False	130,447
10	0.8887	0.8529	0.0358	4.1%	0.0081	0.9%	80%	False	False	120,443
20	0.8887	0.8529	0.0358	4.1%	0.0074	0.8%	80%	False	False	101,392
40	0.8996	0.8529	0.0467	5.3%	0.0081	0.9%	61%	False	False	85,253
60	0.9089	0.8485	0.0604	6.9%	0.0091	1.0%	55%	False	False	57,129
80	0.9089	0.8252	0.0837	9.5%	0.0082	0.9%	67%	False	False	42,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9229
2.618	0.9080
1.618	0.8989
1.000	0.8933
0.618	0.8898
HIGH	0.8842
0.618	0.8807
0.500	0.8797
0.382	0.8786
LOW	0.8751
0.618	0.8695
1.000	0.8660
1.618	0.8604
2.618	0.8513
4.250	0.8364

Fisher Pivots for day following 24-Oct-2007
Pivot	1 day	3 day
R1	0.8810	0.8818
PP	0.8803	0.8817
S1	0.8797	0.8817

Download as Excel Spreadsheet

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

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