CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 07-Jan-2008

Day Change Summary
	Previous	Current
	04-Jan-2008	07-Jan-2008	Change	Change %	Previous Week
Open	0.9201	0.9291	0.0090	1.0%	0.8965
High	0.9340	0.9293	-0.0047	-0.5%	0.9340
Low	0.9192	0.9179	-0.0013	-0.1%	0.8945
Close	0.9287	0.9238	-0.0049	-0.5%	0.9287
Range	0.0148	0.0114	-0.0034	-23.0%	0.0395
ATR	0.0103	0.0104	0.0001	0.8%	0.0000
Volume	135,620	113,200	-22,420	-16.5%	379,031

Daily Pivots for day following 07-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9579	0.9522	0.9301
R3	0.9465	0.9408	0.9269
R2	0.9351	0.9351	0.9259
R1	0.9294	0.9294	0.9248	0.9266
PP	0.9237	0.9237	0.9237	0.9222
S1	0.9180	0.9180	0.9228	0.9152
S2	0.9123	0.9123	0.9217
S3	0.9009	0.9066	0.9207
S4	0.8895	0.8952	0.9175

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0376	1.0226	0.9504
R3	0.9981	0.9831	0.9396
R2	0.9586	0.9586	0.9359
R1	0.9436	0.9436	0.9323	0.9511
PP	0.9191	0.9191	0.9191	0.9228
S1	0.9041	0.9041	0.9251	0.9116
S2	0.8796	0.8796	0.9215
S3	0.8401	0.8646	0.9178
S4	0.8006	0.8251	0.9070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9340	0.8945	0.0395	4.3%	0.0141	1.5%	74%	False	False	98,446
10	0.9340	0.8792	0.0548	5.9%	0.0111	1.2%	81%	False	False	77,429
20	0.9340	0.8792	0.0548	5.9%	0.0096	1.0%	81%	False	False	68,390
40	0.9444	0.8792	0.0652	7.1%	0.0102	1.1%	68%	False	False	34,996
60	0.9444	0.8631	0.0813	8.8%	0.0088	1.0%	75%	False	False	23,410
80	0.9444	0.8631	0.0813	8.8%	0.0078	0.8%	75%	False	False	17,671
100	0.9444	0.8631	0.0813	8.8%	0.0065	0.7%	75%	False	False	14,143
120	0.9444	0.8484	0.0960	10.4%	0.0055	0.6%	79%	False	False	11,787

Crabel Price Patterns
NR	True
NR4	True
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9778
2.618	0.9591
1.618	0.9477
1.000	0.9407
0.618	0.9363
HIGH	0.9293
0.618	0.9249
0.500	0.9236
0.382	0.9223
LOW	0.9179
0.618	0.9109
1.000	0.9065
1.618	0.8995
2.618	0.8881
4.250	0.8695

Fisher Pivots for day following 07-Jan-2008
Pivot	1 day	3 day
R1	0.9237	0.9258
PP	0.9237	0.9251
S1	0.9236	0.9245

Download as Excel Spreadsheet

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

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