CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 03-Jan-2008

Day Change Summary
	Previous	Current
	02-Jan-2008	03-Jan-2008	Change	Change %	Previous Week
Open	0.9030	0.9184	0.0154	1.7%	0.8849
High	0.9227	0.9308	0.0081	0.9%	0.8981
Low	0.9022	0.9175	0.0153	1.7%	0.8792
Close	0.9207	0.9215	0.0008	0.1%	0.8936
Range	0.0205	0.0133	-0.0072	-35.1%	0.0189
ATR	0.0097	0.0100	0.0003	2.6%	0.0000
Volume	107,375	96,790	-10,585	-9.9%	189,134

Daily Pivots for day following 03-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9632	0.9556	0.9288
R3	0.9499	0.9423	0.9252
R2	0.9366	0.9366	0.9239
R1	0.9290	0.9290	0.9227	0.9328
PP	0.9233	0.9233	0.9233	0.9252
S1	0.9157	0.9157	0.9203	0.9195
S2	0.9100	0.9100	0.9191
S3	0.8967	0.9024	0.9178
S4	0.8834	0.8891	0.9142

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9470	0.9392	0.9040
R3	0.9281	0.9203	0.8988
R2	0.9092	0.9092	0.8971
R1	0.9014	0.9014	0.8953	0.9053
PP	0.8903	0.8903	0.8903	0.8923
S1	0.8825	0.8825	0.8919	0.8864
S2	0.8714	0.8714	0.8901
S3	0.8525	0.8636	0.8884
S4	0.8336	0.8447	0.8832

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9308	0.8792	0.0516	5.6%	0.0134	1.4%	82%	True	False	78,354
10	0.9308	0.8792	0.0516	5.6%	0.0095	1.0%	82%	True	False	67,916
20	0.9308	0.8792	0.0516	5.6%	0.0091	1.0%	82%	True	False	56,360
40	0.9444	0.8792	0.0652	7.1%	0.0101	1.1%	65%	False	False	28,790
60	0.9444	0.8631	0.0813	8.8%	0.0085	0.9%	72%	False	False	19,266
80	0.9444	0.8631	0.0813	8.8%	0.0075	0.8%	72%	False	False	14,561
100	0.9444	0.8631	0.0813	8.8%	0.0064	0.7%	72%	False	False	11,655
120	0.9444	0.8435	0.1009	10.9%	0.0053	0.6%	77%	False	False	9,713

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9873
2.618	0.9656
1.618	0.9523
1.000	0.9441
0.618	0.9390
HIGH	0.9308
0.618	0.9257
0.500	0.9242
0.382	0.9226
LOW	0.9175
0.618	0.9093
1.000	0.9042
1.618	0.8960
2.618	0.8827
4.250	0.8610

Fisher Pivots for day following 03-Jan-2008
Pivot	1 day	3 day
R1	0.9242	0.9186
PP	0.9233	0.9156
S1	0.9224	0.9127

Download as Excel Spreadsheet

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

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