CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 03-Dec-2007

Day Change Summary
	Previous	Current
	30-Nov-2007	03-Dec-2007	Change	Change %	Previous Week
Open	0.9119	0.9020	-0.0099	-1.1%	0.9265
High	0.9135	0.9094	-0.0041	-0.4%	0.9350
Low	0.9004	0.9015	0.0011	0.1%	0.9004
Close	0.9012	0.9067	0.0055	0.6%	0.9012
Range	0.0131	0.0079	-0.0052	-39.7%	0.0346
ATR	0.0116	0.0114	-0.0002	-2.1%	0.0000
Volume	130,685	83,353	-47,332	-36.2%	684,454

Daily Pivots for day following 03-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9296	0.9260	0.9110
R3	0.9217	0.9181	0.9089
R2	0.9138	0.9138	0.9081
R1	0.9102	0.9102	0.9074	0.9120
PP	0.9059	0.9059	0.9059	0.9068
S1	0.9023	0.9023	0.9060	0.9041
S2	0.8980	0.8980	0.9053
S3	0.8901	0.8944	0.9045
S4	0.8822	0.8865	0.9024

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0160	0.9932	0.9202
R3	0.9814	0.9586	0.9107
R2	0.9468	0.9468	0.9075
R1	0.9240	0.9240	0.9044	0.9181
PP	0.9122	0.9122	0.9122	0.9093
S1	0.8894	0.8894	0.8980	0.8835
S2	0.8776	0.8776	0.8949
S3	0.8430	0.8548	0.8917
S4	0.8084	0.8202	0.8822

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9343	0.9004	0.0339	3.7%	0.0125	1.4%	19%	False	False	132,727
10	0.9350	0.9004	0.0346	3.8%	0.0125	1.4%	18%	False	False	122,612
20	0.9350	0.8751	0.0599	6.6%	0.0123	1.4%	53%	False	False	129,430
40	0.9350	0.8529	0.0821	9.1%	0.0099	1.1%	66%	False	False	117,668
60	0.9350	0.8529	0.0821	9.1%	0.0093	1.0%	66%	False	False	112,518
80	0.9350	0.8529	0.0821	9.1%	0.0098	1.1%	66%	False	False	85,013
100	0.9350	0.8322	0.1028	11.3%	0.0092	1.0%	72%	False	False	68,053
120	0.9350	0.8235	0.1115	12.3%	0.0082	0.9%	75%	False	False	56,759

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9430
2.618	0.9301
1.618	0.9222
1.000	0.9173
0.618	0.9143
HIGH	0.9094
0.618	0.9064
0.500	0.9055
0.382	0.9045
LOW	0.9015
0.618	0.8966
1.000	0.8936
1.618	0.8887
2.618	0.8808
4.250	0.8679

Fisher Pivots for day following 03-Dec-2007
Pivot	1 day	3 day
R1	0.9063	0.9079
PP	0.9059	0.9075
S1	0.9055	0.9071

Download as Excel Spreadsheet

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

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