CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 31-Mar-2008

Day Change Summary
	Previous	Current
	28-Mar-2008	31-Mar-2008	Change	Change %	Previous Week
Open	1.0169	1.0141	-0.0028	-0.3%	1.0028
High	1.0169	1.0141	-0.0028	-0.3%	1.0171
Low	1.0169	1.0141	-0.0028	-0.3%	1.0028
Close	1.0169	1.0141	-0.0028	-0.3%	1.0169
Range
ATR
Volume

Daily Pivots for day following 31-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0141	1.0141	1.0141
R3	1.0141	1.0141	1.0141
R2	1.0141	1.0141	1.0141
R1	1.0141	1.0141	1.0141	1.0141
PP	1.0141	1.0141	1.0141	1.0141
S1	1.0141	1.0141	1.0141	1.0141
S2	1.0141	1.0141	1.0141
S3	1.0141	1.0141	1.0141
S4	1.0141	1.0141	1.0141

Weekly Pivots for week ending 28-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0552	1.0503	1.0248
R3	1.0409	1.0360	1.0208
R2	1.0266	1.0266	1.0195
R1	1.0217	1.0217	1.0182	1.0242
PP	1.0123	1.0123	1.0123	1.0135
S1	1.0074	1.0074	1.0156	1.0099
S2	0.9980	0.9980	1.0143
S3	0.9837	0.9931	1.0130
S4	0.9694	0.9788	1.0090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0171	1.0100	0.0071	0.7%	0.0000	0.0%	58%	False	False	100
10	1.0401	1.0028	0.0373	3.7%	0.0000	0.0%	30%	False	False	51

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0141
2.618	1.0141
1.618	1.0141
1.000	1.0141
0.618	1.0141
HIGH	1.0141
0.618	1.0141
0.500	1.0141
0.382	1.0141
LOW	1.0141
0.618	1.0141
1.000	1.0141
1.618	1.0141
2.618	1.0141
4.250	1.0141

Fisher Pivots for day following 31-Mar-2008
Pivot	1 day	3 day
R1	1.0141	1.0147
PP	1.0141	1.0145
S1	1.0141	1.0143

Download as Excel Spreadsheet

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

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