CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	0.9304	0.9195	-0.0109	-1.2%	0.9330
High	0.9304	0.9218	-0.0086	-0.9%	0.9390
Low	0.9184	0.9194	0.0010	0.1%	0.9312
Close	0.9198	0.9208	0.0010	0.1%	0.9359
Range	0.0120	0.0024	-0.0096	-80.0%	0.0078
ATR	0.0066	0.0063	-0.0003	-4.5%	0.0000
Volume	16	87	71	443.8%	935

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9279	0.9267	0.9221
R3	0.9255	0.9243	0.9215
R2	0.9231	0.9231	0.9212
R1	0.9219	0.9219	0.9210	0.9225
PP	0.9207	0.9207	0.9207	0.9210
S1	0.9195	0.9195	0.9206	0.9201
S2	0.9183	0.9183	0.9204
S3	0.9159	0.9171	0.9201
S4	0.9135	0.9147	0.9195

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	0.9184	0.0204	2.2%	0.0059	0.6%	12%	False	False	107
10	0.9420	0.9184	0.0236	2.6%	0.0055	0.6%	10%	False	False	134
20	0.9715	0.9184	0.0531	5.8%	0.0061	0.7%	5%	False	False	150
40	0.9715	0.9184	0.0531	5.8%	0.0051	0.6%	5%	False	False	121
60	0.9803	0.9184	0.0619	6.7%	0.0038	0.4%	4%	False	False	429
80	0.9849	0.9184	0.0665	7.2%	0.0029	0.3%	4%	False	False	324
100	1.0252	0.9184	0.1068	11.6%	0.0024	0.3%	2%	False	False	264

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9320
2.618	0.9281
1.618	0.9257
1.000	0.9242
0.618	0.9233
HIGH	0.9218
0.618	0.9209
0.500	0.9206
0.382	0.9203
LOW	0.9194
0.618	0.9179
1.000	0.9170
1.618	0.9155
2.618	0.9131
4.250	0.9092

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	0.9207	0.9269
PP	0.9207	0.9248
S1	0.9206	0.9228

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

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