CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	0.9197	0.9250	0.0053	0.6%	0.9138
High	0.9276	0.9345	0.0069	0.7%	0.9276
Low	0.9191	0.9214	0.0023	0.3%	0.9069
Close	0.9250	0.9260	0.0010	0.1%	0.9250
Range	0.0085	0.0131	0.0046	54.1%	0.0207
ATR	0.0080	0.0083	0.0004	4.6%	0.0000
Volume	1,221	896	-325	-26.6%	3,105

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9666	0.9594	0.9332
R3	0.9535	0.9463	0.9296
R2	0.9404	0.9404	0.9284
R1	0.9332	0.9332	0.9272	0.9368
PP	0.9273	0.9273	0.9273	0.9291
S1	0.9201	0.9201	0.9248	0.9237
S2	0.9142	0.9142	0.9236
S3	0.9011	0.9070	0.9224
S4	0.8880	0.8939	0.9188

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9819	0.9742	0.9364
R3	0.9612	0.9535	0.9307
R2	0.9405	0.9405	0.9288
R1	0.9328	0.9328	0.9269	0.9367
PP	0.9198	0.9198	0.9198	0.9218
S1	0.9121	0.9121	0.9231	0.9160
S2	0.8991	0.8991	0.9212
S3	0.8784	0.8914	0.9193
S4	0.8577	0.8707	0.9136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9345	0.9158	0.0187	2.0%	0.0090	1.0%	55%	True	False	710
10	0.9345	0.9069	0.0276	3.0%	0.0099	1.1%	69%	True	False	546
20	0.9353	0.9069	0.0284	3.1%	0.0082	0.9%	67%	False	False	330
40	0.9715	0.9069	0.0646	7.0%	0.0069	0.7%	30%	False	False	241
60	0.9715	0.9069	0.0646	7.0%	0.0058	0.6%	30%	False	False	524
80	0.9803	0.9069	0.0734	7.9%	0.0047	0.5%	26%	False	False	404
100	0.9952	0.9069	0.0883	9.5%	0.0037	0.4%	22%	False	False	324
120	1.0401	0.9069	0.1332	14.4%	0.0032	0.3%	14%	False	False	274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9902
2.618	0.9688
1.618	0.9557
1.000	0.9476
0.618	0.9426
HIGH	0.9345
0.618	0.9295
0.500	0.9280
0.382	0.9264
LOW	0.9214
0.618	0.9133
1.000	0.9083
1.618	0.9002
2.618	0.8871
4.250	0.8657

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	0.9280	0.9260
PP	0.9273	0.9260
S1	0.9267	0.9260

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

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