CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 17-Dec-2007

Day Change Summary
	Previous	Current
	14-Dec-2007	17-Dec-2007	Change	Change %	Previous Week
Open	0.8906	0.8816	-0.0090	-1.0%	0.8970
High	0.8909	0.8861	-0.0048	-0.5%	0.9057
Low	0.8805	0.8809	0.0004	0.0%	0.8805
Close	0.8819	0.8834	0.0015	0.2%	0.8819
Range	0.0104	0.0052	-0.0052	-50.0%	0.0252
ATR	0.0105	0.0101	-0.0004	-3.6%	0.0000
Volume	13,903	6,887	-7,016	-50.5%	273,307

Daily Pivots for day following 17-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8991	0.8964	0.8863
R3	0.8939	0.8912	0.8848
R2	0.8887	0.8887	0.8844
R1	0.8860	0.8860	0.8839	0.8874
PP	0.8835	0.8835	0.8835	0.8841
S1	0.8808	0.8808	0.8829	0.8822
S2	0.8783	0.8783	0.8824
S3	0.8731	0.8756	0.8820
S4	0.8679	0.8704	0.8805

Weekly Pivots for week ending 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9650	0.9486	0.8958
R3	0.9398	0.9234	0.8888
R2	0.9146	0.9146	0.8865
R1	0.8982	0.8982	0.8842	0.8938
PP	0.8894	0.8894	0.8894	0.8872
S1	0.8730	0.8730	0.8796	0.8686
S2	0.8642	0.8642	0.8773
S3	0.8390	0.8478	0.8750
S4	0.8138	0.8226	0.8680

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9057	0.8805	0.0252	2.9%	0.0104	1.2%	12%	False	False	45,203
10	0.9142	0.8805	0.0337	3.8%	0.0088	1.0%	9%	False	False	64,034
20	0.9350	0.8805	0.0545	6.2%	0.0106	1.2%	5%	False	False	93,323
40	0.9350	0.8669	0.0681	7.7%	0.0103	1.2%	24%	False	False	110,115
60	0.9350	0.8529	0.0821	9.3%	0.0093	1.0%	37%	False	False	105,780
80	0.9350	0.8529	0.0821	9.3%	0.0093	1.0%	37%	False	False	92,861
100	0.9350	0.8485	0.0865	9.8%	0.0095	1.1%	40%	False	False	74,445
120	0.9350	0.8252	0.1098	12.4%	0.0088	1.0%	53%	False	False	62,051

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9082
2.618	0.8997
1.618	0.8945
1.000	0.8913
0.618	0.8893
HIGH	0.8861
0.618	0.8841
0.500	0.8835
0.382	0.8829
LOW	0.8809
0.618	0.8777
1.000	0.8757
1.618	0.8725
2.618	0.8673
4.250	0.8588

Fisher Pivots for day following 17-Dec-2007
Pivot	1 day	3 day
R1	0.8835	0.8892
PP	0.8835	0.8872
S1	0.8834	0.8853

Download as Excel Spreadsheet

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

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