CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 18-Jan-2008

Day Change Summary
	Previous	Current
	17-Jan-2008	18-Jan-2008	Change	Change %	Previous Week
Open	0.9351	0.9430	0.0079	0.8%	0.9253
High	0.9436	0.9449	0.0013	0.1%	0.9493
Low	0.9318	0.9340	0.0022	0.2%	0.9231
Close	0.9392	0.9394	0.0002	0.0%	0.9394
Range	0.0118	0.0109	-0.0009	-7.6%	0.0262
ATR	0.0113	0.0112	0.0000	-0.2%	0.0000
Volume	187,688	177,704	-9,984	-5.3%	700,935

Daily Pivots for day following 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9721	0.9667	0.9454
R3	0.9612	0.9558	0.9424
R2	0.9503	0.9503	0.9414
R1	0.9449	0.9449	0.9404	0.9422
PP	0.9394	0.9394	0.9394	0.9381
S1	0.9340	0.9340	0.9384	0.9313
S2	0.9285	0.9285	0.9374
S3	0.9176	0.9231	0.9364
S4	0.9067	0.9122	0.9334

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0159	1.0038	0.9538
R3	0.9897	0.9776	0.9466
R2	0.9635	0.9635	0.9442
R1	0.9514	0.9514	0.9418	0.9575
PP	0.9373	0.9373	0.9373	0.9403
S1	0.9252	0.9252	0.9370	0.9313
S2	0.9111	0.9111	0.9346
S3	0.8849	0.8990	0.9322
S4	0.8587	0.8728	0.9250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9493	0.9231	0.0262	2.8%	0.0139	1.5%	62%	False	False	140,187
10	0.9493	0.9139	0.0354	3.8%	0.0118	1.3%	72%	False	False	134,547
20	0.9493	0.8792	0.0701	7.5%	0.0111	1.2%	86%	False	False	104,136
40	0.9493	0.8792	0.0701	7.5%	0.0103	1.1%	86%	False	False	65,600
60	0.9493	0.8768	0.0725	7.7%	0.0097	1.0%	86%	False	False	43,933
80	0.9493	0.8631	0.0862	9.2%	0.0086	0.9%	89%	False	False	33,066
100	0.9493	0.8631	0.0862	9.2%	0.0073	0.8%	89%	False	False	26,462
120	0.9493	0.8580	0.0913	9.7%	0.0064	0.7%	89%	False	False	22,056

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9912
2.618	0.9734
1.618	0.9625
1.000	0.9558
0.618	0.9516
HIGH	0.9449
0.618	0.9407
0.500	0.9395
0.382	0.9382
LOW	0.9340
0.618	0.9273
1.000	0.9231
1.618	0.9164
2.618	0.9055
4.250	0.8877

Fisher Pivots for day following 18-Jan-2008
Pivot	1 day	3 day
R1	0.9395	0.9404
PP	0.9394	0.9400
S1	0.9394	0.9397

Download as Excel Spreadsheet

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

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