CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 02-Nov-2007

Day Change Summary
	Previous	Current
	01-Nov-2007	02-Nov-2007	Change	Change %	Previous Week
Open	0.8721	0.8772	0.0051	0.6%	0.8809
High	0.8779	0.8787	0.0008	0.1%	0.8821
Low	0.8669	0.8701	0.0032	0.4%	0.8669
Close	0.8746	0.8763	0.0017	0.2%	0.8763
Range	0.0110	0.0086	-0.0024	-21.8%	0.0152
ATR	0.0079	0.0079	0.0001	0.7%	0.0000
Volume	187,073	165,747	-21,326	-11.4%	589,684

Daily Pivots for day following 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9008	0.8972	0.8810
R3	0.8922	0.8886	0.8787
R2	0.8836	0.8836	0.8779
R1	0.8800	0.8800	0.8771	0.8775
PP	0.8750	0.8750	0.8750	0.8738
S1	0.8714	0.8714	0.8755	0.8689
S2	0.8664	0.8664	0.8747
S3	0.8578	0.8628	0.8739
S4	0.8492	0.8542	0.8716

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9207	0.9137	0.8847
R3	0.9055	0.8985	0.8805
R2	0.8903	0.8903	0.8791
R1	0.8833	0.8833	0.8777	0.8792
PP	0.8751	0.8751	0.8751	0.8731
S1	0.8681	0.8681	0.8749	0.8640
S2	0.8599	0.8599	0.8735
S3	0.8447	0.8529	0.8721
S4	0.8295	0.8377	0.8679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8821	0.8669	0.0152	1.7%	0.0079	0.9%	62%	False	False	117,936
10	0.8887	0.8669	0.0218	2.5%	0.0078	0.9%	43%	False	False	117,565
20	0.8887	0.8529	0.0358	4.1%	0.0074	0.8%	65%	False	False	105,905
40	0.8996	0.8529	0.0467	5.3%	0.0079	0.9%	50%	False	False	104,062
60	0.9089	0.8529	0.0560	6.4%	0.0090	1.0%	42%	False	False	70,207
80	0.9089	0.8322	0.0767	8.8%	0.0085	1.0%	57%	False	False	52,709
100	0.9089	0.8235	0.0854	9.7%	0.0074	0.8%	62%	False	False	42,225

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9153
2.618	0.9012
1.618	0.8926
1.000	0.8873
0.618	0.8840
HIGH	0.8787
0.618	0.8754
0.500	0.8744
0.382	0.8734
LOW	0.8701
0.618	0.8648
1.000	0.8615
1.618	0.8562
2.618	0.8476
4.250	0.8336

Fisher Pivots for day following 02-Nov-2007
Pivot	1 day	3 day
R1	0.8757	0.8751
PP	0.8750	0.8740
S1	0.8744	0.8728

Download as Excel Spreadsheet

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

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