CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 05-Dec-2007

Day Change Summary
	Previous	Current
	04-Dec-2007	05-Dec-2007	Change	Change %	Previous Week
Open	0.9065	0.9115	0.0050	0.6%	0.9265
High	0.9142	0.9123	-0.0019	-0.2%	0.9350
Low	0.9059	0.9023	-0.0036	-0.4%	0.9004
Close	0.9111	0.9056	-0.0055	-0.6%	0.9012
Range	0.0083	0.0100	0.0017	20.5%	0.0346
ATR	0.0112	0.0111	-0.0001	-0.7%	0.0000
Volume	96,270	111,814	15,544	16.1%	684,454

Daily Pivots for day following 05-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9367	0.9312	0.9111
R3	0.9267	0.9212	0.9084
R2	0.9167	0.9167	0.9074
R1	0.9112	0.9112	0.9065	0.9090
PP	0.9067	0.9067	0.9067	0.9056
S1	0.9012	0.9012	0.9047	0.8990
S2	0.8967	0.8967	0.9038
S3	0.8867	0.8912	0.9029
S4	0.8767	0.8812	0.9001

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	0.9153	0.9004	0.0149	1.6%	0.0093	1.0%	35%	False	False	109,355
10	0.9350	0.9004	0.0346	3.8%	0.0123	1.4%	15%	False	False	119,483
20	0.9350	0.8751	0.0599	6.6%	0.0127	1.4%	51%	False	False	129,417
40	0.9350	0.8529	0.0821	9.1%	0.0100	1.1%	64%	False	False	121,578
60	0.9350	0.8529	0.0821	9.1%	0.0093	1.0%	64%	False	False	114,982
80	0.9350	0.8529	0.0821	9.1%	0.0099	1.1%	64%	False	False	87,604
100	0.9350	0.8322	0.1028	11.4%	0.0094	1.0%	71%	False	False	70,134
120	0.9350	0.8235	0.1115	12.3%	0.0084	0.9%	74%	False	False	58,493

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9548
2.618	0.9385
1.618	0.9285
1.000	0.9223
0.618	0.9185
HIGH	0.9123
0.618	0.9085
0.500	0.9073
0.382	0.9061
LOW	0.9023
0.618	0.8961
1.000	0.8923
1.618	0.8861
2.618	0.8761
4.250	0.8598

Fisher Pivots for day following 05-Dec-2007
Pivot	1 day	3 day
R1	0.9073	0.9079
PP	0.9067	0.9071
S1	0.9062	0.9064

Download as Excel Spreadsheet

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

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