CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 10-Jan-2008

Day Change Summary
	Previous	Current
	09-Jan-2008	10-Jan-2008	Change	Change %	Previous Week
Open	0.9242	0.9152	-0.0090	-1.0%	0.8965
High	0.9251	0.9223	-0.0028	-0.3%	0.9340
Low	0.9142	0.9139	-0.0003	0.0%	0.8945
Close	0.9195	0.9185	-0.0010	-0.1%	0.9287
Range	0.0109	0.0084	-0.0025	-22.9%	0.0395
ATR	0.0103	0.0102	-0.0001	-1.3%	0.0000
Volume	122,317	141,897	19,580	16.0%	379,031

Daily Pivots for day following 10-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9434	0.9394	0.9231
R3	0.9350	0.9310	0.9208
R2	0.9266	0.9266	0.9200
R1	0.9226	0.9226	0.9193	0.9246
PP	0.9182	0.9182	0.9182	0.9193
S1	0.9142	0.9142	0.9177	0.9162
S2	0.9098	0.9098	0.9170
S3	0.9014	0.9058	0.9162
S4	0.8930	0.8974	0.9139

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	0.9139	0.0201	2.2%	0.0108	1.2%	23%	False	True	129,802
10	0.9340	0.8792	0.0548	6.0%	0.0121	1.3%	72%	False	False	104,078
20	0.9340	0.8792	0.0548	6.0%	0.0098	1.1%	72%	False	False	86,086
40	0.9444	0.8792	0.0652	7.1%	0.0098	1.1%	60%	False	False	44,948
60	0.9444	0.8685	0.0759	8.3%	0.0091	1.0%	66%	False	False	30,076
80	0.9444	0.8631	0.0813	8.9%	0.0080	0.9%	68%	False	False	22,674
100	0.9444	0.8631	0.0813	8.9%	0.0067	0.7%	68%	False	False	18,144
120	0.9444	0.8539	0.0905	9.9%	0.0058	0.6%	71%	False	False	15,122

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9580
2.618	0.9443
1.618	0.9359
1.000	0.9307
0.618	0.9275
HIGH	0.9223
0.618	0.9191
0.500	0.9181
0.382	0.9171
LOW	0.9139
0.618	0.9087
1.000	0.9055
1.618	0.9003
2.618	0.8919
4.250	0.8782

Fisher Pivots for day following 10-Jan-2008
Pivot	1 day	3 day
R1	0.9184	0.9195
PP	0.9182	0.9192
S1	0.9181	0.9188

Download as Excel Spreadsheet

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

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