CME Japanese Yen Future December 2008

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

Day Change Summary
	Previous	Current
	04-Sep-2008	05-Sep-2008	Change	Change %	Previous Week
Open	0.9290	0.9432	0.0142	1.5%	0.9250
High	0.9400	0.9528	0.0128	1.4%	0.9528
Low	0.9266	0.9338	0.0072	0.8%	0.9214
Close	0.9398	0.9386	-0.0012	-0.1%	0.9386
Range	0.0134	0.0190	0.0056	41.8%	0.0314
ATR	0.0087	0.0094	0.0007	8.5%	0.0000
Volume	3,098	7,175	4,077	131.6%	13,986

Daily Pivots for day following 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9987	0.9877	0.9491
R3	0.9797	0.9687	0.9438
R2	0.9607	0.9607	0.9421
R1	0.9497	0.9497	0.9403	0.9457
PP	0.9417	0.9417	0.9417	0.9398
S1	0.9307	0.9307	0.9369	0.9267
S2	0.9227	0.9227	0.9351
S3	0.9037	0.9117	0.9334
S4	0.8847	0.8927	0.9282

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0318	1.0166	0.9559
R3	1.0004	0.9852	0.9472
R2	0.9690	0.9690	0.9444
R1	0.9538	0.9538	0.9415	0.9614
PP	0.9376	0.9376	0.9376	0.9414
S1	0.9224	0.9224	0.9357	0.9300
S2	0.9062	0.9062	0.9328
S3	0.8748	0.8910	0.9300
S4	0.8434	0.8596	0.9213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9528	0.9191	0.0337	3.6%	0.0125	1.3%	58%	True	False	3,041
10	0.9528	0.9069	0.0459	4.9%	0.0116	1.2%	69%	True	False	1,740
20	0.9528	0.9069	0.0459	4.9%	0.0092	1.0%	69%	True	False	978
40	0.9715	0.9069	0.0646	6.9%	0.0076	0.8%	49%	False	False	564
60	0.9715	0.9069	0.0646	6.9%	0.0065	0.7%	49%	False	False	406
80	0.9803	0.9069	0.0734	7.8%	0.0052	0.6%	43%	False	False	567
100	0.9849	0.9069	0.0780	8.3%	0.0041	0.4%	41%	False	False	454
120	1.0252	0.9069	0.1183	12.6%	0.0035	0.4%	27%	False	False	383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	1.0336
2.618	1.0025
1.618	0.9835
1.000	0.9718
0.618	0.9645
HIGH	0.9528
0.618	0.9455
0.500	0.9433
0.382	0.9411
LOW	0.9338
0.618	0.9221
1.000	0.9148
1.618	0.9031
2.618	0.8841
4.250	0.8531

Fisher Pivots for day following 05-Sep-2008
Pivot	1 day	3 day
R1	0.9433	0.9383
PP	0.9417	0.9380
S1	0.9402	0.9377

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

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