CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 29-Oct-2007

Day Change Summary
	Previous	Current
	26-Oct-2007	29-Oct-2007	Change	Change %	Previous Week
Open	0.8811	0.8809	-0.0002	0.0%	0.8816
High	0.8829	0.8821	-0.0008	-0.1%	0.8887
Low	0.8778	0.8750	-0.0028	-0.3%	0.8748
Close	0.8804	0.8774	-0.0030	-0.3%	0.8804
Range	0.0051	0.0071	0.0020	39.2%	0.0139
ATR	0.0079	0.0078	-0.0001	-0.7%	0.0000
Volume	83,664	74,210	-9,454	-11.3%	585,969

Daily Pivots for day following 29-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8995	0.8955	0.8813
R3	0.8924	0.8884	0.8794
R2	0.8853	0.8853	0.8787
R1	0.8813	0.8813	0.8781	0.8798
PP	0.8782	0.8782	0.8782	0.8774
S1	0.8742	0.8742	0.8767	0.8727
S2	0.8711	0.8711	0.8761
S3	0.8640	0.8671	0.8754
S4	0.8569	0.8600	0.8735

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9230	0.9156	0.8880
R3	0.9091	0.9017	0.8842
R2	0.8952	0.8952	0.8829
R1	0.8878	0.8878	0.8817	0.8846
PP	0.8813	0.8813	0.8813	0.8797
S1	0.8739	0.8739	0.8791	0.8707
S2	0.8674	0.8674	0.8779
S3	0.8535	0.8600	0.8766
S4	0.8396	0.8461	0.8728

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8844	0.8748	0.0096	1.1%	0.0069	0.8%	27%	False	False	105,022
10	0.8887	0.8576	0.0311	3.5%	0.0081	0.9%	64%	False	False	118,851
20	0.8887	0.8529	0.0358	4.1%	0.0071	0.8%	68%	False	False	98,622
40	0.8996	0.8529	0.0467	5.3%	0.0081	0.9%	52%	False	False	91,911
60	0.9089	0.8485	0.0604	6.9%	0.0090	1.0%	48%	False	False	61,644
80	0.9089	0.8275	0.0814	9.3%	0.0084	1.0%	61%	False	False	46,269
100	0.9089	0.8235	0.0854	9.7%	0.0072	0.8%	63%	False	False	37,104

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9123
2.618	0.9007
1.618	0.8936
1.000	0.8892
0.618	0.8865
HIGH	0.8821
0.618	0.8794
0.500	0.8786
0.382	0.8777
LOW	0.8750
0.618	0.8706
1.000	0.8679
1.618	0.8635
2.618	0.8564
4.250	0.8448

Fisher Pivots for day following 29-Oct-2007
Pivot	1 day	3 day
R1	0.8786	0.8797
PP	0.8782	0.8789
S1	0.8778	0.8782

Download as Excel Spreadsheet

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

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