CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 16-Nov-2007

Day Change Summary
	Previous	Current
	15-Nov-2007	16-Nov-2007	Change	Change %	Previous Week
Open	0.9117	0.9196	0.0079	0.9%	0.9181
High	0.9193	0.9219	0.0026	0.3%	0.9283
Low	0.9089	0.9106	0.0017	0.2%	0.9079
Close	0.9176	0.9148	-0.0028	-0.3%	0.9148
Range	0.0104	0.0113	0.0009	8.7%	0.0204
ATR	0.0083	0.0085	0.0002	2.6%	0.0000
Volume	892	1,579	687	77.0%	4,253

Daily Pivots for day following 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9497	0.9435	0.9210
R3	0.9384	0.9322	0.9179
R2	0.9271	0.9271	0.9169
R1	0.9209	0.9209	0.9158	0.9184
PP	0.9158	0.9158	0.9158	0.9145
S1	0.9096	0.9096	0.9138	0.9071
S2	0.9045	0.9045	0.9127
S3	0.8932	0.8983	0.9117
S4	0.8819	0.8870	0.9086

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9669	0.9260
R3	0.9578	0.9465	0.9204
R2	0.9374	0.9374	0.9185
R1	0.9261	0.9261	0.9167	0.9216
PP	0.9170	0.9170	0.9170	0.9147
S1	0.9057	0.9057	0.9129	0.9012
S2	0.8966	0.8966	0.9111
S3	0.8762	0.8853	0.9092
S4	0.8558	0.8649	0.9036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9283	0.9079	0.0204	2.2%	0.0101	1.1%	34%	False	False	850
10	0.9283	0.8842	0.0441	4.8%	0.0100	1.1%	69%	False	False	764
20	0.9283	0.8768	0.0515	5.6%	0.0080	0.9%	74%	False	False	458
40	0.9283	0.8631	0.0652	7.1%	0.0063	0.7%	79%	False	False	458
60	0.9283	0.8631	0.0652	7.1%	0.0048	0.5%	79%	False	False	317
80	0.9283	0.8580	0.0703	7.7%	0.0041	0.4%	81%	False	False	244

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9699
2.618	0.9515
1.618	0.9402
1.000	0.9332
0.618	0.9289
HIGH	0.9219
0.618	0.9176
0.500	0.9163
0.382	0.9149
LOW	0.9106
0.618	0.9036
1.000	0.8993
1.618	0.8923
2.618	0.8810
4.250	0.8626

Fisher Pivots for day following 16-Nov-2007
Pivot	1 day	3 day
R1	0.9163	0.9149
PP	0.9158	0.9149
S1	0.9153	0.9148

Download as Excel Spreadsheet

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

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