CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 18-Dec-2007

Day Change Summary
	Previous	Current
	17-Dec-2007	18-Dec-2007	Change	Change %	Previous Week
Open	0.8918	0.8949	0.0031	0.3%	0.9062
High	0.8957	0.8963	0.0006	0.1%	0.9150
Low	0.8900	0.8900	0.0000	0.0%	0.8892
Close	0.8943	0.8917	-0.0026	-0.3%	0.8911
Range	0.0057	0.0063	0.0006	10.5%	0.0258
ATR	0.0095	0.0093	-0.0002	-2.4%	0.0000
Volume	66,050	70,055	4,005	6.1%	295,388

Daily Pivots for day following 18-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9116	0.9079	0.8952
R3	0.9053	0.9016	0.8934
R2	0.8990	0.8990	0.8929
R1	0.8953	0.8953	0.8923	0.8940
PP	0.8927	0.8927	0.8927	0.8920
S1	0.8890	0.8890	0.8911	0.8877
S2	0.8864	0.8864	0.8905
S3	0.8801	0.8827	0.8900
S4	0.8738	0.8764	0.8882

Weekly Pivots for week ending 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9758	0.9593	0.9053
R3	0.9500	0.9335	0.8982
R2	0.9242	0.9242	0.8958
R1	0.9077	0.9077	0.8935	0.9031
PP	0.8984	0.8984	0.8984	0.8961
S1	0.8819	0.8819	0.8887	0.8773
S2	0.8726	0.8726	0.8864
S3	0.8468	0.8561	0.8840
S4	0.8210	0.8303	0.8769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9135	0.8892	0.0243	2.7%	0.0094	1.1%	10%	False	False	78,710
10	0.9216	0.8892	0.0324	3.6%	0.0087	1.0%	8%	False	False	44,804
20	0.9444	0.8892	0.0552	6.2%	0.0099	1.1%	5%	False	False	23,229
40	0.9444	0.8768	0.0676	7.6%	0.0091	1.0%	22%	False	False	11,894
60	0.9444	0.8631	0.0813	9.1%	0.0077	0.9%	35%	False	False	8,087
80	0.9444	0.8631	0.0813	9.1%	0.0063	0.7%	35%	False	False	6,074
100	0.9444	0.8580	0.0864	9.7%	0.0054	0.6%	39%	False	False	4,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9231
2.618	0.9128
1.618	0.9065
1.000	0.9026
0.618	0.9002
HIGH	0.8963
0.618	0.8939
0.500	0.8932
0.382	0.8924
LOW	0.8900
0.618	0.8861
1.000	0.8837
1.618	0.8798
2.618	0.8735
4.250	0.8632

Fisher Pivots for day following 18-Dec-2007
Pivot	1 day	3 day
R1	0.8932	0.8947
PP	0.8927	0.8937
S1	0.8922	0.8927

Download as Excel Spreadsheet

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

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