CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 08-Nov-2007

Day Change Summary
	Previous	Current
	07-Nov-2007	08-Nov-2007	Change	Change %	Previous Week
Open	0.8760	0.8936	0.0176	2.0%	0.8809
High	0.8925	0.8946	0.0021	0.2%	0.8821
Low	0.8751	0.8856	0.0105	1.2%	0.8669
Close	0.8897	0.8935	0.0038	0.4%	0.8763
Range	0.0174	0.0090	-0.0084	-48.3%	0.0152
ATR	0.0082	0.0083	0.0001	0.7%	0.0000
Volume	202,145	181,491	-20,654	-10.2%	589,684

Daily Pivots for day following 08-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9182	0.9149	0.8985
R3	0.9092	0.9059	0.8960
R2	0.9002	0.9002	0.8952
R1	0.8969	0.8969	0.8943	0.8941
PP	0.8912	0.8912	0.8912	0.8898
S1	0.8879	0.8879	0.8927	0.8851
S2	0.8822	0.8822	0.8919
S3	0.8732	0.8789	0.8910
S4	0.8642	0.8699	0.8886

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	0.8946	0.8701	0.0245	2.7%	0.0090	1.0%	96%	True	False	151,546
10	0.8946	0.8669	0.0277	3.1%	0.0081	0.9%	96%	True	False	126,533
20	0.8946	0.8529	0.0417	4.7%	0.0082	0.9%	97%	True	False	124,437
40	0.8946	0.8529	0.0417	4.7%	0.0079	0.9%	97%	True	False	111,694
60	0.9089	0.8529	0.0560	6.3%	0.0087	1.0%	73%	False	False	80,047
80	0.9089	0.8322	0.0767	8.6%	0.0088	1.0%	80%	False	False	60,107
100	0.9089	0.8235	0.0854	9.6%	0.0077	0.9%	82%	False	False	48,144

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9329
2.618	0.9182
1.618	0.9092
1.000	0.9036
0.618	0.9002
HIGH	0.8946
0.618	0.8912
0.500	0.8901
0.382	0.8890
LOW	0.8856
0.618	0.8800
1.000	0.8766
1.618	0.8710
2.618	0.8620
4.250	0.8474

Fisher Pivots for day following 08-Nov-2007
Pivot	1 day	3 day
R1	0.8924	0.8906
PP	0.8912	0.8877
S1	0.8901	0.8849

Download as Excel Spreadsheet

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

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