CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 27-Dec-2007

Day Change Summary
	Previous	Current
	26-Dec-2007	27-Dec-2007	Change	Change %	Previous Week
Open	0.8834	0.8827	-0.0007	-0.1%	0.8918
High	0.8853	0.8877	0.0024	0.3%	0.8963
Low	0.8823	0.8792	-0.0031	-0.4%	0.8830
Close	0.8831	0.8866	0.0035	0.4%	0.8849
Range	0.0030	0.0085	0.0055	183.3%	0.0133
ATR	0.0082	0.0082	0.0000	0.3%	0.0000
Volume	26,893	68,257	41,364	153.8%	382,728

Daily Pivots for day following 27-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9100	0.9068	0.8913
R3	0.9015	0.8983	0.8889
R2	0.8930	0.8930	0.8882
R1	0.8898	0.8898	0.8874	0.8914
PP	0.8845	0.8845	0.8845	0.8853
S1	0.8813	0.8813	0.8858	0.8829
S2	0.8760	0.8760	0.8850
S3	0.8675	0.8728	0.8843
S4	0.8590	0.8643	0.8819

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	0.8948	0.8792	0.0156	1.8%	0.0062	0.7%	47%	False	True	55,623
10	0.9067	0.8792	0.0275	3.1%	0.0069	0.8%	27%	False	True	67,709
20	0.9245	0.8792	0.0453	5.1%	0.0079	0.9%	16%	False	True	40,686
40	0.9444	0.8768	0.0676	7.6%	0.0093	1.0%	14%	False	False	20,765
60	0.9444	0.8631	0.0813	9.2%	0.0078	0.9%	29%	False	False	13,882
80	0.9444	0.8631	0.0813	9.2%	0.0068	0.8%	29%	False	False	10,518
100	0.9444	0.8610	0.0834	9.4%	0.0058	0.7%	31%	False	False	8,420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9238
2.618	0.9100
1.618	0.9015
1.000	0.8962
0.618	0.8930
HIGH	0.8877
0.618	0.8845
0.500	0.8835
0.382	0.8824
LOW	0.8792
0.618	0.8739
1.000	0.8707
1.618	0.8654
2.618	0.8569
4.250	0.8431

Fisher Pivots for day following 27-Dec-2007
Pivot	1 day	3 day
R1	0.8856	0.8856
PP	0.8845	0.8845
S1	0.8835	0.8835

Download as Excel Spreadsheet

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

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