CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 17-Jan-2008

Day Change Summary
	Previous	Current
	16-Jan-2008	17-Jan-2008	Change	Change %	Previous Week
Open	0.9406	0.9351	-0.0055	-0.6%	0.9291
High	0.9493	0.9436	-0.0057	-0.6%	0.9293
Low	0.9314	0.9318	0.0004	0.0%	0.9139
Close	0.9342	0.9392	0.0050	0.5%	0.9237
Range	0.0179	0.0118	-0.0061	-34.1%	0.0154
ATR	0.0112	0.0113	0.0000	0.4%	0.0000
Volume	187,688	187,688	0	0.0%	644,542

Daily Pivots for day following 17-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9736	0.9682	0.9457
R3	0.9618	0.9564	0.9424
R2	0.9500	0.9500	0.9414
R1	0.9446	0.9446	0.9403	0.9473
PP	0.9382	0.9382	0.9382	0.9396
S1	0.9328	0.9328	0.9381	0.9355
S2	0.9264	0.9264	0.9370
S3	0.9146	0.9210	0.9360
S4	0.9028	0.9092	0.9327

Weekly Pivots for week ending 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9685	0.9615	0.9322
R3	0.9531	0.9461	0.9279
R2	0.9377	0.9377	0.9265
R1	0.9307	0.9307	0.9251	0.9265
PP	0.9223	0.9223	0.9223	0.9202
S1	0.9153	0.9153	0.9223	0.9111
S2	0.9069	0.9069	0.9209
S3	0.8915	0.8999	0.9195
S4	0.8761	0.8845	0.9152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9493	0.9169	0.0324	3.4%	0.0136	1.4%	69%	False	False	130,875
10	0.9493	0.9139	0.0354	3.8%	0.0122	1.3%	71%	False	False	130,339
20	0.9493	0.8792	0.0701	7.5%	0.0109	1.2%	86%	False	False	99,128
40	0.9493	0.8792	0.0701	7.5%	0.0104	1.1%	86%	False	False	61,178
60	0.9493	0.8768	0.0725	7.7%	0.0097	1.0%	86%	False	False	40,972
80	0.9493	0.8631	0.0862	9.2%	0.0085	0.9%	88%	False	False	30,847
100	0.9493	0.8631	0.0862	9.2%	0.0072	0.8%	88%	False	False	24,685
120	0.9493	0.8580	0.0913	9.7%	0.0063	0.7%	89%	False	False	20,575

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9938
2.618	0.9745
1.618	0.9627
1.000	0.9554
0.618	0.9509
HIGH	0.9436
0.618	0.9391
0.500	0.9377
0.382	0.9363
LOW	0.9318
0.618	0.9245
1.000	0.9200
1.618	0.9127
2.618	0.9009
4.250	0.8817

Fisher Pivots for day following 17-Jan-2008
Pivot	1 day	3 day
R1	0.9387	0.9391
PP	0.9382	0.9389
S1	0.9377	0.9388

Download as Excel Spreadsheet

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

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