CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 09-Oct-2007

Day Change Summary
	Previous	Current
	08-Oct-2007	09-Oct-2007	Change	Change %	Previous Week
Open	0.8693	0.8679	-0.0014	-0.2%	0.8869
High	0.8700	0.8711	0.0011	0.1%	0.8869
Low	0.8665	0.8679	0.0014	0.2%	0.8699
Close	0.8711	0.8692	-0.0019	-0.2%	0.8711
Range	0.0035	0.0032	-0.0003	-8.6%	0.0170
ATR	0.0058	0.0056	-0.0002	-3.2%	0.0000
Volume	233	17	-216	-92.7%	351

Daily Pivots for day following 09-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8790	0.8773	0.8710
R3	0.8758	0.8741	0.8701
R2	0.8726	0.8726	0.8698
R1	0.8709	0.8709	0.8695	0.8718
PP	0.8694	0.8694	0.8694	0.8698
S1	0.8677	0.8677	0.8689	0.8686
S2	0.8662	0.8662	0.8686
S3	0.8630	0.8645	0.8683
S4	0.8598	0.8613	0.8674

Weekly Pivots for week ending 05-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9270	0.9160	0.8805
R3	0.9100	0.8990	0.8758
R2	0.8930	0.8930	0.8742
R1	0.8820	0.8820	0.8727	0.8790
PP	0.8760	0.8760	0.8760	0.8745
S1	0.8650	0.8650	0.8695	0.8620
S2	0.8590	0.8590	0.8680
S3	0.8420	0.8480	0.8664
S4	0.8250	0.8310	0.8618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8775	0.8665	0.0110	1.3%	0.0038	0.4%	25%	False	False	106
10	0.8880	0.8665	0.0215	2.5%	0.0043	0.5%	13%	False	False	839
20	0.8960	0.8665	0.0295	3.4%	0.0042	0.5%	9%	False	False	445
40	0.9098	0.8665	0.0433	5.0%	0.0031	0.4%	6%	False	False	238
60	0.9098	0.8435	0.0663	7.6%	0.0021	0.2%	39%	False	False	161

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	0.0004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8847
2.618	0.8795
1.618	0.8763
1.000	0.8743
0.618	0.8731
HIGH	0.8711
0.618	0.8699
0.500	0.8695
0.382	0.8691
LOW	0.8679
0.618	0.8659
1.000	0.8647
1.618	0.8627
2.618	0.8595
4.250	0.8543

Fisher Pivots for day following 09-Oct-2007
Pivot	1 day	3 day
R1	0.8695	0.8707
PP	0.8694	0.8702
S1	0.8693	0.8697

Download as Excel Spreadsheet

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

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