CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 20-Aug-2008

Day Change Summary
	Previous	Current
	19-Aug-2008	20-Aug-2008	Change	Change %	Previous Week
Open	0.9145	0.9183	0.0038	0.4%	0.9128
High	0.9191	0.9183	-0.0008	-0.1%	0.9281
Low	0.9133	0.9135	0.0002	0.0%	0.9108
Close	0.9171	0.9170	-0.0001	0.0%	0.9113
Range	0.0058	0.0048	-0.0010	-17.2%	0.0173
ATR	0.0063	0.0062	-0.0001	-1.7%	0.0000
Volume	721	282	-439	-60.9%	808

Daily Pivots for day following 20-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9307	0.9286	0.9196
R3	0.9259	0.9238	0.9183
R2	0.9211	0.9211	0.9179
R1	0.9190	0.9190	0.9174	0.9177
PP	0.9163	0.9163	0.9163	0.9156
S1	0.9142	0.9142	0.9166	0.9129
S2	0.9115	0.9115	0.9161
S3	0.9067	0.9094	0.9157
S4	0.9019	0.9046	0.9144

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9686	0.9573	0.9208
R3	0.9513	0.9400	0.9161
R2	0.9340	0.9340	0.9145
R1	0.9227	0.9227	0.9129	0.9197
PP	0.9167	0.9167	0.9167	0.9153
S1	0.9054	0.9054	0.9097	0.9024
S2	0.8994	0.8994	0.9081
S3	0.8821	0.8881	0.9065
S4	0.8648	0.8708	0.9018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9211	0.9108	0.0103	1.1%	0.0053	0.6%	60%	False	False	293
10	0.9281	0.9108	0.0173	1.9%	0.0057	0.6%	36%	False	False	210
20	0.9420	0.9108	0.0312	3.4%	0.0058	0.6%	20%	False	False	168
40	0.9715	0.9108	0.0607	6.6%	0.0056	0.6%	10%	False	False	163
60	0.9715	0.9108	0.0607	6.6%	0.0046	0.5%	10%	False	False	463
80	0.9812	0.9108	0.0704	7.7%	0.0036	0.4%	9%	False	False	349
100	1.0025	0.9108	0.0917	10.0%	0.0029	0.3%	7%	False	False	279

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

Fibonacci Retracements and Extensions
4.250	0.9387
2.618	0.9309
1.618	0.9261
1.000	0.9231
0.618	0.9213
HIGH	0.9183
0.618	0.9165
0.500	0.9159
0.382	0.9153
LOW	0.9135
0.618	0.9105
1.000	0.9087
1.618	0.9057
2.618	0.9009
4.250	0.8931

Fisher Pivots for day following 20-Aug-2008
Pivot	1 day	3 day
R1	0.9166	0.9163
PP	0.9163	0.9157
S1	0.9159	0.9150

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

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