Adobe Acrobat Reader and Foxit Reader both have a feature that allows them to remember what was the last page the user was reading.
Where do these PDF readers (both Adobe and Foxit) store such information?
In some cases, I think this kind of data can be stored as metadata for the PDF, which is basically just key-value pairs.
In other cases it might be stored by the particular application used to open/modify the PDF (the location would then vary from application to application).
Most likely the registry. For instance, Foxit Reader stores that information at the following location:
Ther's a subkey for each recently opened file, and a value called