CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	0.9250	0.9265	0.0015	0.2%	0.9138
High	0.9345	0.9308	-0.0037	-0.4%	0.9276
Low	0.9214	0.9225	0.0011	0.1%	0.9069
Close	0.9260	0.9296	0.0036	0.4%	0.9250
Range	0.0131	0.0083	-0.0048	-36.6%	0.0207
ATR	0.0083	0.0083	0.0000	0.0%	0.0000
Volume	896	2,817	1,921	214.4%	3,105

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9525	0.9494	0.9342
R3	0.9442	0.9411	0.9319
R2	0.9359	0.9359	0.9311
R1	0.9328	0.9328	0.9304	0.9344
PP	0.9276	0.9276	0.9276	0.9284
S1	0.9245	0.9245	0.9288	0.9261
S2	0.9193	0.9193	0.9281
S3	0.9110	0.9162	0.9273
S4	0.9027	0.9079	0.9250

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	0.9159	0.0186	2.0%	0.0094	1.0%	74%	False	False	1,128
10	0.9345	0.9069	0.0276	3.0%	0.0102	1.1%	82%	False	False	756
20	0.9345	0.9069	0.0276	3.0%	0.0083	0.9%	82%	False	False	470
40	0.9715	0.9069	0.0646	6.9%	0.0070	0.8%	35%	False	False	311
60	0.9715	0.9069	0.0646	6.9%	0.0059	0.6%	35%	False	False	571
80	0.9803	0.9069	0.0734	7.9%	0.0048	0.5%	31%	False	False	439
100	0.9952	0.9069	0.0883	9.5%	0.0038	0.4%	26%	False	False	352
120	1.0401	0.9069	0.1332	14.3%	0.0032	0.3%	17%	False	False	297

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9661
2.618	0.9525
1.618	0.9442
1.000	0.9391
0.618	0.9359
HIGH	0.9308
0.618	0.9276
0.500	0.9267
0.382	0.9257
LOW	0.9225
0.618	0.9174
1.000	0.9142
1.618	0.9091
2.618	0.9008
4.250	0.8872

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	0.9286	0.9287
PP	0.9276	0.9277
S1	0.9267	0.9268

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

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