CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 31-Oct-2007

Day Change Summary
	Previous	Current
	30-Oct-2007	31-Oct-2007	Change	Change %	Previous Week
Open	0.8769	0.8770	0.0001	0.0%	0.8816
High	0.8790	0.8778	-0.0012	-0.1%	0.8887
Low	0.8740	0.8700	-0.0040	-0.5%	0.8748
Close	0.8757	0.8716	-0.0041	-0.5%	0.8804
Range	0.0050	0.0078	0.0028	56.0%	0.0139
ATR	0.0076	0.0076	0.0000	0.2%	0.0000
Volume	62,946	99,708	36,762	58.4%	585,969

Daily Pivots for day following 31-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8965	0.8919	0.8759
R3	0.8887	0.8841	0.8737
R2	0.8809	0.8809	0.8730
R1	0.8763	0.8763	0.8723	0.8747
PP	0.8731	0.8731	0.8731	0.8724
S1	0.8685	0.8685	0.8709	0.8669
S2	0.8653	0.8653	0.8702
S3	0.8575	0.8607	0.8695
S4	0.8497	0.8529	0.8673

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	0.8700	0.0144	1.7%	0.0063	0.7%	11%	False	True	86,820
10	0.8887	0.8632	0.0255	2.9%	0.0078	0.9%	33%	False	False	108,633
20	0.8887	0.8529	0.0358	4.1%	0.0070	0.8%	52%	False	False	97,090
40	0.8996	0.8529	0.0467	5.4%	0.0080	0.9%	40%	False	False	95,792
60	0.9089	0.8489	0.0600	6.9%	0.0090	1.0%	38%	False	False	64,340
80	0.9089	0.8322	0.0767	8.8%	0.0083	1.0%	51%	False	False	48,300
100	0.9089	0.8235	0.0854	9.8%	0.0073	0.8%	56%	False	False	38,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9110
2.618	0.8982
1.618	0.8904
1.000	0.8856
0.618	0.8826
HIGH	0.8778
0.618	0.8748
0.500	0.8739
0.382	0.8730
LOW	0.8700
0.618	0.8652
1.000	0.8622
1.618	0.8574
2.618	0.8496
4.250	0.8369

Fisher Pivots for day following 31-Oct-2007
Pivot	1 day	3 day
R1	0.8739	0.8761
PP	0.8731	0.8746
S1	0.8724	0.8731

Download as Excel Spreadsheet

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

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