CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 13-Dec-2007

Day Change Summary
	Previous	Current
	12-Dec-2007	13-Dec-2007	Change	Change %	Previous Week
Open	0.9033	0.8913	-0.0120	-1.3%	0.9020
High	0.9040	0.8978	-0.0062	-0.7%	0.9142
Low	0.8895	0.8894	-0.0001	0.0%	0.8943
Close	0.8919	0.8915	-0.0004	0.0%	0.8961
Range	0.0145	0.0084	-0.0061	-42.1%	0.0199
ATR	0.0106	0.0104	-0.0002	-1.5%	0.0000
Volume	94,398	38,109	-56,289	-59.6%	443,501

Daily Pivots for day following 13-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9181	0.9132	0.8961
R3	0.9097	0.9048	0.8938
R2	0.9013	0.9013	0.8930
R1	0.8964	0.8964	0.8923	0.8989
PP	0.8929	0.8929	0.8929	0.8941
S1	0.8880	0.8880	0.8907	0.8905
S2	0.8845	0.8845	0.8900
S3	0.8761	0.8796	0.8892
S4	0.8677	0.8712	0.8869

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	0.9057	0.8894	0.0163	1.8%	0.0094	1.0%	13%	False	True	64,099
10	0.9142	0.8894	0.0248	2.8%	0.0093	1.0%	8%	False	True	83,359
20	0.9350	0.8894	0.0456	5.1%	0.0111	1.2%	5%	False	True	106,271
40	0.9350	0.8632	0.0718	8.1%	0.0104	1.2%	39%	False	False	116,183
60	0.9350	0.8529	0.0821	9.2%	0.0094	1.1%	47%	False	False	109,478
80	0.9350	0.8529	0.0821	9.2%	0.0093	1.0%	47%	False	False	92,655
100	0.9350	0.8433	0.0917	10.3%	0.0096	1.1%	53%	False	False	74,245
120	0.9350	0.8252	0.1098	12.3%	0.0087	1.0%	60%	False	False	61,921

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9335
2.618	0.9198
1.618	0.9114
1.000	0.9062
0.618	0.9030
HIGH	0.8978
0.618	0.8946
0.500	0.8936
0.382	0.8926
LOW	0.8894
0.618	0.8842
1.000	0.8810
1.618	0.8758
2.618	0.8674
4.250	0.8537

Fisher Pivots for day following 13-Dec-2007
Pivot	1 day	3 day
R1	0.8936	0.8976
PP	0.8929	0.8955
S1	0.8922	0.8935

Download as Excel Spreadsheet

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

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