CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 26-Feb-2008

Day Change Summary
	Previous	Current
	25-Feb-2008	26-Feb-2008	Change	Change %	Previous Week
Open	0.9384	0.9314	-0.0070	-0.7%	0.9336
High	0.9391	0.9394	0.0003	0.0%	0.9441
Low	0.9308	0.9314	0.0006	0.1%	0.9298
Close	0.9318	0.9388	0.0070	0.8%	0.9418
Range	0.0083	0.0080	-0.0003	-3.6%	0.0143
ATR	0.0088	0.0087	-0.0001	-0.6%	0.0000
Volume	1,036	280	-756	-73.0%	2,655

Daily Pivots for day following 26-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9605	0.9577	0.9432
R3	0.9525	0.9497	0.9410
R2	0.9445	0.9445	0.9403
R1	0.9417	0.9417	0.9395	0.9431
PP	0.9365	0.9365	0.9365	0.9373
S1	0.9337	0.9337	0.9381	0.9351
S2	0.9285	0.9285	0.9373
S3	0.9205	0.9257	0.9366
S4	0.9125	0.9177	0.9344

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9815	0.9759	0.9497
R3	0.9672	0.9616	0.9457
R2	0.9529	0.9529	0.9444
R1	0.9473	0.9473	0.9431	0.9501
PP	0.9386	0.9386	0.9386	0.9400
S1	0.9330	0.9330	0.9405	0.9358
S2	0.9243	0.9243	0.9392
S3	0.9100	0.9187	0.9379
S4	0.8957	0.9044	0.9339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9430	0.9298	0.0132	1.4%	0.0077	0.8%	68%	False	False	683
10	0.9441	0.9287	0.0154	1.6%	0.0090	1.0%	66%	False	False	420
20	0.9526	0.9287	0.0239	2.5%	0.0083	0.9%	42%	False	False	274
40	0.9597	0.9017	0.0580	6.2%	0.0084	0.9%	64%	False	False	333

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	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9734
2.618	0.9603
1.618	0.9523
1.000	0.9474
0.618	0.9443
HIGH	0.9394
0.618	0.9363
0.500	0.9354
0.382	0.9345
LOW	0.9314
0.618	0.9265
1.000	0.9234
1.618	0.9185
2.618	0.9105
4.250	0.8974

Fisher Pivots for day following 26-Feb-2008
Pivot	1 day	3 day
R1	0.9377	0.9382
PP	0.9365	0.9375
S1	0.9354	0.9369

Download as Excel Spreadsheet

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

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