CME Japanese Yen Future December 2008

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Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary Previous Current 19-May-2008 20-May-2008 Change Change % Previous Week Open 0.9683 0.9701 0.0018 0.2% 0.9773 High 0.9683 0.9759 0.0076 0.8% 0.9773 Low 0.9683 0.9701 0.0018 0.2% 0.9605 Close 0.9683 0.9748 0.0065 0.7% 0.9703 Range 0.0000 0.0058 0.0058 0.0168 ATR 0.0059 0.0060 0.0001 2.1% 0.0000 Volume 6 0 -6 -100.0% 112
Daily Pivots for day following 20-May-2008 Classic Woodie Camarilla DeMark R4 0.9910 0.9887 0.9780 R3 0.9852 0.9829 0.9764 R2 0.9794 0.9794 0.9759 R1 0.9771 0.9771 0.9753 0.9783 PP 0.9736 0.9736 0.9736 0.9742 S1 0.9713 0.9713 0.9743 0.9725 S2 0.9678 0.9678 0.9737 S3 0.9620 0.9655 0.9732 S4 0.9562 0.9597 0.9716	Weekly Pivots for week ending 16-May-2008 Classic Woodie Camarilla DeMark R4 1.0198 1.0118 0.9795 R3 1.0030 0.9950 0.9749 R2 0.9862 0.9862 0.9734 R1 0.9782 0.9782 0.9718 0.9738 PP 0.9694 0.9694 0.9694 0.9672 S1 0.9614 0.9614 0.9688 0.9570 S2 0.9526 0.9526 0.9672 S3 0.9358 0.9446 0.9657 S4 0.9190 0.9278 0.9611
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9759 0.9605 0.0154 1.6% 0.0021 0.2% 93% True False 21 10 0.9812 0.9598 0.0214 2.2% 0.0011 0.1% 70% False False 13 20 0.9812 0.9582 0.0230 2.4% 0.0006 0.1% 72% False False 6 40 1.0171 0.9582 0.0589 6.0% 0.0004 0.0% 28% False False 16
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Widest range in 47 trading days	Fibonacci Retracements and Extensions 4.250 1.0006 2.618 0.9911 1.618 0.9853 1.000 0.9817 0.618 0.9795 HIGH 0.9759 0.618 0.9737 0.500 0.9730 0.382 0.9723 LOW 0.9701 0.618 0.9665 1.000 0.9643 1.618 0.9607 2.618 0.9549 4.250 0.9455
Fisher Pivots for day following 20-May-2008 Pivot 1 day 3 day R1 0.9742 0.9739 PP 0.9736 0.9730 S1 0.9730 0.9721

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