CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 07-Nov-2007

Day Change Summary
	Previous	Current
	06-Nov-2007	07-Nov-2007	Change	Change %	Previous Week
Open	0.8782	0.8760	-0.0022	-0.3%	0.8809
High	0.8793	0.8925	0.0132	1.5%	0.8821
Low	0.8753	0.8751	-0.0002	0.0%	0.8669
Close	0.8767	0.8897	0.0130	1.5%	0.8763
Range	0.0040	0.0174	0.0134	335.0%	0.0152
ATR	0.0075	0.0082	0.0007	9.4%	0.0000
Volume	90,190	202,145	111,955	124.1%	589,684

Daily Pivots for day following 07-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9380	0.9312	0.8993
R3	0.9206	0.9138	0.8945
R2	0.9032	0.9032	0.8929
R1	0.8964	0.8964	0.8913	0.8998
PP	0.8858	0.8858	0.8858	0.8875
S1	0.8790	0.8790	0.8881	0.8824
S2	0.8684	0.8684	0.8865
S3	0.8510	0.8616	0.8849
S4	0.8336	0.8442	0.8801

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	0.8925	0.8669	0.0256	2.9%	0.0094	1.1%	89%	True	False	152,663
10	0.8925	0.8669	0.0256	2.9%	0.0079	0.9%	89%	True	False	119,741
20	0.8925	0.8529	0.0396	4.5%	0.0080	0.9%	93%	True	False	120,092
40	0.8925	0.8529	0.0396	4.5%	0.0080	0.9%	93%	True	False	110,786
60	0.9089	0.8529	0.0560	6.3%	0.0091	1.0%	66%	False	False	77,030
80	0.9089	0.8322	0.0767	8.6%	0.0087	1.0%	75%	False	False	57,839
100	0.9089	0.8235	0.0854	9.6%	0.0077	0.9%	78%	False	False	46,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	0.9665
2.618	0.9381
1.618	0.9207
1.000	0.9099
0.618	0.9033
HIGH	0.8925
0.618	0.8859
0.500	0.8838
0.382	0.8817
LOW	0.8751
0.618	0.8643
1.000	0.8577
1.618	0.8469
2.618	0.8295
4.250	0.8012

Fisher Pivots for day following 07-Nov-2007
Pivot	1 day	3 day
R1	0.8877	0.8877
PP	0.8858	0.8858
S1	0.8838	0.8838

Download as Excel Spreadsheet

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

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