CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 13-Dec-2007

Day Change Summary
	Previous	Current
	12-Dec-2007	13-Dec-2007	Change	Change %	Previous Week
Open	0.9130	0.9005	-0.0125	-1.4%	0.9113
High	0.9135	0.9067	-0.0068	-0.7%	0.9235
Low	0.8980	0.8983	0.0003	0.0%	0.9039
Close	0.9008	0.9006	-0.0002	0.0%	0.9053
Range	0.0155	0.0084	-0.0071	-45.8%	0.0196
ATR	0.0098	0.0097	-0.0001	-1.0%	0.0000
Volume	72,103	105,918	33,815	46.9%	21,509

Daily Pivots for day following 13-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9271	0.9222	0.9052
R3	0.9187	0.9138	0.9029
R2	0.9103	0.9103	0.9021
R1	0.9054	0.9054	0.9014	0.9079
PP	0.9019	0.9019	0.9019	0.9031
S1	0.8970	0.8970	0.8998	0.8995
S2	0.8935	0.8935	0.8991
S3	0.8851	0.8886	0.8983
S4	0.8767	0.8802	0.8960

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9697	0.9571	0.9161
R3	0.9501	0.9375	0.9107
R2	0.9305	0.9305	0.9089
R1	0.9179	0.9179	0.9071	0.9144
PP	0.9109	0.9109	0.9109	0.9092
S1	0.8983	0.8983	0.9035	0.8948
S2	0.8913	0.8913	0.9017
S3	0.8717	0.8787	0.8999
S4	0.8521	0.8591	0.8945

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9150	0.8980	0.0170	1.9%	0.0094	1.0%	15%	False	False	44,857
10	0.9235	0.8980	0.0255	2.8%	0.0092	1.0%	10%	False	False	23,882
20	0.9444	0.8980	0.0464	5.2%	0.0102	1.1%	6%	False	False	12,648
40	0.9444	0.8768	0.0676	7.5%	0.0090	1.0%	35%	False	False	6,515
60	0.9444	0.8631	0.0813	9.0%	0.0075	0.8%	46%	False	False	4,502
80	0.9444	0.8631	0.0813	9.0%	0.0060	0.7%	46%	False	False	3,383
100	0.9444	0.8580	0.0864	9.6%	0.0052	0.6%	49%	False	False	2,709

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9424
2.618	0.9287
1.618	0.9203
1.000	0.9151
0.618	0.9119
HIGH	0.9067
0.618	0.9035
0.500	0.9025
0.382	0.9015
LOW	0.8983
0.618	0.8931
1.000	0.8899
1.618	0.8847
2.618	0.8763
4.250	0.8626

Fisher Pivots for day following 13-Dec-2007
Pivot	1 day	3 day
R1	0.9025	0.9065
PP	0.9019	0.9045
S1	0.9012	0.9026

Download as Excel Spreadsheet

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

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