CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 21-Dec-2007

Day Change Summary
	Previous	Current
	20-Dec-2007	21-Dec-2007	Change	Change %	Previous Week
Open	0.8906	0.8917	0.0011	0.1%	0.8918
High	0.8948	0.8935	-0.0013	-0.1%	0.8963
Low	0.8901	0.8830	-0.0071	-0.8%	0.8830
Close	0.8927	0.8849	-0.0078	-0.9%	0.8849
Range	0.0047	0.0105	0.0058	123.4%	0.0133
ATR	0.0088	0.0089	0.0001	1.4%	0.0000
Volume	76,157	92,931	16,774	22.0%	382,728

Daily Pivots for day following 21-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9186	0.9123	0.8907
R3	0.9081	0.9018	0.8878
R2	0.8976	0.8976	0.8868
R1	0.8913	0.8913	0.8859	0.8892
PP	0.8871	0.8871	0.8871	0.8861
S1	0.8808	0.8808	0.8839	0.8787
S2	0.8766	0.8766	0.8830
S3	0.8661	0.8703	0.8820
S4	0.8556	0.8598	0.8791

Weekly Pivots for week ending 21-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9280	0.9197	0.8922
R3	0.9147	0.9064	0.8886
R2	0.9014	0.9014	0.8873
R1	0.8931	0.8931	0.8861	0.8906
PP	0.8881	0.8881	0.8881	0.8868
S1	0.8798	0.8798	0.8837	0.8773
S2	0.8748	0.8748	0.8825
S3	0.8615	0.8665	0.8812
S4	0.8482	0.8532	0.8776

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8963	0.8830	0.0133	1.5%	0.0067	0.8%	14%	False	True	76,545
10	0.9150	0.8830	0.0320	3.6%	0.0086	1.0%	6%	False	True	67,811
20	0.9444	0.8830	0.0614	6.9%	0.0094	1.1%	3%	False	True	35,436
40	0.9444	0.8768	0.0676	7.6%	0.0092	1.0%	12%	False	False	18,049
60	0.9444	0.8631	0.0813	9.2%	0.0078	0.9%	27%	False	False	12,067
80	0.9444	0.8631	0.0813	9.2%	0.0066	0.7%	27%	False	False	9,156
100	0.9444	0.8580	0.0864	9.8%	0.0056	0.6%	31%	False	False	7,329

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	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9381
2.618	0.9210
1.618	0.9105
1.000	0.9040
0.618	0.9000
HIGH	0.8935
0.618	0.8895
0.500	0.8883
0.382	0.8870
LOW	0.8830
0.618	0.8765
1.000	0.8725
1.618	0.8660
2.618	0.8555
4.250	0.8384

Fisher Pivots for day following 21-Dec-2007
Pivot	1 day	3 day
R1	0.8883	0.8895
PP	0.8871	0.8880
S1	0.8860	0.8864

Download as Excel Spreadsheet

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

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