CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 05-Dec-2007

Day Change Summary
	Previous	Current
	04-Dec-2007	05-Dec-2007	Change	Change %	Previous Week
Open	0.9161	0.9210	0.0049	0.5%	0.9350
High	0.9235	0.9216	-0.0019	-0.2%	0.9444
Low	0.9160	0.9116	-0.0044	-0.5%	0.9096
Close	0.9205	0.9149	-0.0056	-0.6%	0.9106
Range	0.0075	0.0100	0.0025	33.3%	0.0348
ATR	0.0098	0.0098	0.0000	0.1%	0.0000
Volume	3,047	3,568	521	17.1%	9,109

Daily Pivots for day following 05-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9460	0.9405	0.9204
R3	0.9360	0.9305	0.9177
R2	0.9260	0.9260	0.9167
R1	0.9205	0.9205	0.9158	0.9183
PP	0.9160	0.9160	0.9160	0.9149
S1	0.9105	0.9105	0.9140	0.9083
S2	0.9060	0.9060	0.9131
S3	0.8960	0.9005	0.9122
S4	0.8860	0.8905	0.9094

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0259	1.0031	0.9297
R3	0.9911	0.9683	0.9202
R2	0.9563	0.9563	0.9170
R1	0.9335	0.9335	0.9138	0.9275
PP	0.9215	0.9215	0.9215	0.9186
S1	0.8987	0.8987	0.9074	0.8927
S2	0.8867	0.8867	0.9042
S3	0.8519	0.8639	0.9010
S4	0.8171	0.8291	0.8915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9245	0.9096	0.0149	1.6%	0.0089	1.0%	36%	False	False	2,721
10	0.9444	0.9096	0.0348	3.8%	0.0109	1.2%	15%	False	False	1,928
20	0.9444	0.8953	0.0491	5.4%	0.0108	1.2%	40%	False	False	1,393
40	0.9444	0.8631	0.0813	8.9%	0.0084	0.9%	64%	False	False	808
60	0.9444	0.8631	0.0813	8.9%	0.0071	0.8%	64%	False	False	687
80	0.9444	0.8631	0.0813	8.9%	0.0058	0.6%	64%	False	False	523
100	0.9444	0.8435	0.1009	11.0%	0.0047	0.5%	71%	False	False	420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9641
2.618	0.9478
1.618	0.9378
1.000	0.9316
0.618	0.9278
HIGH	0.9216
0.618	0.9178
0.500	0.9166
0.382	0.9154
LOW	0.9116
0.618	0.9054
1.000	0.9016
1.618	0.8954
2.618	0.8854
4.250	0.8691

Fisher Pivots for day following 05-Dec-2007
Pivot	1 day	3 day
R1	0.9166	0.9173
PP	0.9160	0.9165
S1	0.9155	0.9157

Download as Excel Spreadsheet

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

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