CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 09-Jan-2008

Day Change Summary
	Previous	Current
	08-Jan-2008	09-Jan-2008	Change	Change %	Previous Week
Open	0.9220	0.9242	0.0022	0.2%	0.8965
High	0.9251	0.9251	0.0000	0.0%	0.9340
Low	0.9168	0.9142	-0.0026	-0.3%	0.8945
Close	0.9206	0.9195	-0.0011	-0.1%	0.9287
Range	0.0083	0.0109	0.0026	31.3%	0.0395
ATR	0.0102	0.0103	0.0000	0.5%	0.0000
Volume	135,980	122,317	-13,663	-10.0%	379,031

Daily Pivots for day following 09-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9468	0.9255
R3	0.9414	0.9359	0.9225
R2	0.9305	0.9305	0.9215
R1	0.9250	0.9250	0.9205	0.9223
PP	0.9196	0.9196	0.9196	0.9183
S1	0.9141	0.9141	0.9185	0.9114
S2	0.9087	0.9087	0.9175
S3	0.8978	0.9032	0.9165
S4	0.8869	0.8923	0.9135

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	0.9142	0.0198	2.2%	0.0117	1.3%	27%	False	True	120,781
10	0.9340	0.8792	0.0548	6.0%	0.0115	1.3%	74%	False	False	92,578
20	0.9340	0.8792	0.0548	6.0%	0.0101	1.1%	74%	False	False	80,274
40	0.9444	0.8792	0.0652	7.1%	0.0099	1.1%	62%	False	False	41,415
60	0.9444	0.8685	0.0759	8.3%	0.0090	1.0%	67%	False	False	27,711
80	0.9444	0.8631	0.0813	8.8%	0.0080	0.9%	69%	False	False	20,900
100	0.9444	0.8631	0.0813	8.8%	0.0066	0.7%	69%	False	False	16,725
120	0.9444	0.8484	0.0960	10.4%	0.0057	0.6%	74%	False	False	13,939

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

Fibonacci Retracements and Extensions
4.250	0.9714
2.618	0.9536
1.618	0.9427
1.000	0.9360
0.618	0.9318
HIGH	0.9251
0.618	0.9209
0.500	0.9197
0.382	0.9184
LOW	0.9142
0.618	0.9075
1.000	0.9033
1.618	0.8966
2.618	0.8857
4.250	0.8679

Fisher Pivots for day following 09-Jan-2008
Pivot	1 day	3 day
R1	0.9197	0.9218
PP	0.9196	0.9210
S1	0.9196	0.9203

Download as Excel Spreadsheet

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

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