CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 05-Aug-2008

Day Change Summary
	Previous	Current
	04-Aug-2008	05-Aug-2008	Change	Change %	Previous Week
Open	0.9380	0.9310	-0.0070	-0.7%	0.9330
High	0.9380	0.9353	-0.0027	-0.3%	0.9390
Low	0.9313	0.9296	-0.0017	-0.2%	0.9312
Close	0.9307	0.9316	0.0009	0.1%	0.9359
Range	0.0067	0.0057	-0.0010	-14.9%	0.0078
ATR	0.0061	0.0060	0.0000	-0.4%	0.0000
Volume	264	16	-248	-93.9%	935

Daily Pivots for day following 05-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9493	0.9461	0.9347
R3	0.9436	0.9404	0.9332
R2	0.9379	0.9379	0.9326
R1	0.9347	0.9347	0.9321	0.9363
PP	0.9322	0.9322	0.9322	0.9330
S1	0.9290	0.9290	0.9311	0.9306
S2	0.9265	0.9265	0.9306
S3	0.9208	0.9233	0.9300
S4	0.9151	0.9176	0.9285

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9588	0.9551	0.9402
R3	0.9510	0.9473	0.9380
R2	0.9432	0.9432	0.9373
R1	0.9395	0.9395	0.9366	0.9414
PP	0.9354	0.9354	0.9354	0.9363
S1	0.9317	0.9317	0.9352	0.9336
S2	0.9276	0.9276	0.9345
S3	0.9198	0.9239	0.9338
S4	0.9120	0.9161	0.9316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9388	0.9296	0.0092	1.0%	0.0049	0.5%	22%	False	True	184
10	0.9420	0.9296	0.0124	1.3%	0.0052	0.6%	16%	False	True	126
20	0.9715	0.9296	0.0419	4.5%	0.0057	0.6%	5%	False	True	153
40	0.9715	0.9296	0.0419	4.5%	0.0047	0.5%	5%	False	True	621
60	0.9803	0.9296	0.0507	5.4%	0.0036	0.4%	4%	False	True	429
80	0.9952	0.9296	0.0656	7.0%	0.0027	0.3%	3%	False	True	322
100	1.0401	0.9296	0.1105	11.9%	0.0022	0.2%	2%	False	True	263

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9595
2.618	0.9502
1.618	0.9445
1.000	0.9410
0.618	0.9388
HIGH	0.9353
0.618	0.9331
0.500	0.9325
0.382	0.9318
LOW	0.9296
0.618	0.9261
1.000	0.9239
1.618	0.9204
2.618	0.9147
4.250	0.9054

Fisher Pivots for day following 05-Aug-2008
Pivot	1 day	3 day
R1	0.9325	0.9342
PP	0.9322	0.9333
S1	0.9319	0.9325

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

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