CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 10-Dec-2007

Day Change Summary
	Previous	Current
	07-Dec-2007	10-Dec-2007	Change	Change %	Previous Week
Open	0.8997	0.8970	-0.0027	-0.3%	0.9020
High	0.9004	0.8988	-0.0016	-0.2%	0.9142
Low	0.8943	0.8944	0.0001	0.0%	0.8943
Close	0.8961	0.8962	0.0001	0.0%	0.8961
Range	0.0061	0.0044	-0.0017	-27.9%	0.0199
ATR	0.0105	0.0101	-0.0004	-4.1%	0.0000
Volume	61,093	54,176	-6,917	-11.3%	443,501

Daily Pivots for day following 10-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9097	0.9073	0.8986
R3	0.9053	0.9029	0.8974
R2	0.9009	0.9009	0.8970
R1	0.8985	0.8985	0.8966	0.8975
PP	0.8965	0.8965	0.8965	0.8960
S1	0.8941	0.8941	0.8958	0.8931
S2	0.8921	0.8921	0.8954
S3	0.8877	0.8897	0.8950
S4	0.8833	0.8853	0.8938

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9612	0.9486	0.9070
R3	0.9413	0.9287	0.9016
R2	0.9214	0.9214	0.8997
R1	0.9088	0.9088	0.8979	0.9052
PP	0.9015	0.9015	0.9015	0.8997
S1	0.8889	0.8889	0.8943	0.8853
S2	0.8816	0.8816	0.8925
S3	0.8617	0.8690	0.8906
S4	0.8418	0.8491	0.8852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9142	0.8943	0.0199	2.2%	0.0071	0.8%	10%	False	False	82,864
10	0.9343	0.8943	0.0400	4.5%	0.0098	1.1%	5%	False	False	107,795
20	0.9350	0.8895	0.0455	5.1%	0.0113	1.3%	15%	False	False	110,197
40	0.9350	0.8541	0.0809	9.0%	0.0100	1.1%	52%	False	False	120,220
60	0.9350	0.8529	0.0821	9.2%	0.0092	1.0%	53%	False	False	111,941
80	0.9350	0.8529	0.0821	9.2%	0.0092	1.0%	53%	False	False	90,137
100	0.9350	0.8378	0.0972	10.8%	0.0094	1.0%	60%	False	False	72,195
120	0.9350	0.8235	0.1115	12.4%	0.0085	0.9%	65%	False	False	60,211

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9175
2.618	0.9103
1.618	0.9059
1.000	0.9032
0.618	0.9015
HIGH	0.8988
0.618	0.8971
0.500	0.8966
0.382	0.8961
LOW	0.8944
0.618	0.8917
1.000	0.8900
1.618	0.8873
2.618	0.8829
4.250	0.8757

Fisher Pivots for day following 10-Dec-2007
Pivot	1 day	3 day
R1	0.8966	0.8996
PP	0.8965	0.8984
S1	0.8963	0.8973

Download as Excel Spreadsheet

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

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