CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 08-Jan-2008

Day Change Summary
	Previous	Current
	07-Jan-2008	08-Jan-2008	Change	Change %	Previous Week
Open	0.9291	0.9220	-0.0071	-0.8%	0.8965
High	0.9293	0.9251	-0.0042	-0.5%	0.9340
Low	0.9179	0.9168	-0.0011	-0.1%	0.8945
Close	0.9238	0.9206	-0.0032	-0.3%	0.9287
Range	0.0114	0.0083	-0.0031	-27.2%	0.0395
ATR	0.0104	0.0102	-0.0001	-1.4%	0.0000
Volume	113,200	135,980	22,780	20.1%	379,031

Daily Pivots for day following 08-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9457	0.9415	0.9252
R3	0.9374	0.9332	0.9229
R2	0.9291	0.9291	0.9221
R1	0.9249	0.9249	0.9214	0.9229
PP	0.9208	0.9208	0.9208	0.9198
S1	0.9166	0.9166	0.9198	0.9146
S2	0.9125	0.9125	0.9191
S3	0.9042	0.9083	0.9183
S4	0.8959	0.9000	0.9160

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	0.9022	0.0318	3.5%	0.0137	1.5%	58%	False	False	117,793
10	0.9340	0.8792	0.0548	6.0%	0.0109	1.2%	76%	False	False	81,734
20	0.9340	0.8792	0.0548	6.0%	0.0097	1.1%	76%	False	False	74,773
40	0.9444	0.8792	0.0652	7.1%	0.0099	1.1%	63%	False	False	38,378
60	0.9444	0.8631	0.0813	8.8%	0.0089	1.0%	71%	False	False	25,674
80	0.9444	0.8631	0.0813	8.8%	0.0079	0.9%	71%	False	False	19,371
100	0.9444	0.8631	0.0813	8.8%	0.0065	0.7%	71%	False	False	15,502
120	0.9444	0.8484	0.0960	10.4%	0.0056	0.6%	75%	False	False	12,920

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9604
2.618	0.9468
1.618	0.9385
1.000	0.9334
0.618	0.9302
HIGH	0.9251
0.618	0.9219
0.500	0.9210
0.382	0.9200
LOW	0.9168
0.618	0.9117
1.000	0.9085
1.618	0.9034
2.618	0.8951
4.250	0.8815

Fisher Pivots for day following 08-Jan-2008
Pivot	1 day	3 day
R1	0.9210	0.9254
PP	0.9208	0.9238
S1	0.9207	0.9222

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

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