CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 22-Jan-2008

Day Change Summary
	Previous	Current
	18-Jan-2008	22-Jan-2008	Change	Change %	Previous Week
Open	0.9430	0.9406	-0.0024	-0.3%	0.9253
High	0.9449	0.9514	0.0065	0.7%	0.9493
Low	0.9340	0.9380	0.0040	0.4%	0.9231
Close	0.9394	0.9430	0.0036	0.4%	0.9394
Range	0.0109	0.0134	0.0025	22.9%	0.0262
ATR	0.0112	0.0114	0.0002	1.4%	0.0000
Volume	177,704	0	-177,704	-100.0%	700,935

Daily Pivots for day following 22-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9843	0.9771	0.9504
R3	0.9709	0.9637	0.9467
R2	0.9575	0.9575	0.9455
R1	0.9503	0.9503	0.9442	0.9539
PP	0.9441	0.9441	0.9441	0.9460
S1	0.9369	0.9369	0.9418	0.9405
S2	0.9307	0.9307	0.9405
S3	0.9173	0.9235	0.9393
S4	0.9039	0.9101	0.9356

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	0.9514	0.9282	0.0232	2.5%	0.0139	1.5%	64%	True	False	140,187
10	0.9514	0.9139	0.0375	4.0%	0.0120	1.3%	78%	True	False	123,227
20	0.9514	0.8792	0.0722	7.7%	0.0115	1.2%	88%	True	False	100,328
40	0.9514	0.8792	0.0722	7.7%	0.0105	1.1%	88%	True	False	65,579
60	0.9514	0.8768	0.0746	7.9%	0.0098	1.0%	89%	True	False	43,930
80	0.9514	0.8631	0.0883	9.4%	0.0087	0.9%	90%	True	False	32,971
100	0.9514	0.8631	0.0883	9.4%	0.0075	0.8%	90%	True	False	26,462
120	0.9514	0.8580	0.0934	9.9%	0.0065	0.7%	91%	True	False	22,055

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	0.0027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0084
2.618	0.9865
1.618	0.9731
1.000	0.9648
0.618	0.9597
HIGH	0.9514
0.618	0.9463
0.500	0.9447
0.382	0.9431
LOW	0.9380
0.618	0.9297
1.000	0.9246
1.618	0.9163
2.618	0.9029
4.250	0.8811

Fisher Pivots for day following 22-Jan-2008
Pivot	1 day	3 day
R1	0.9447	0.9425
PP	0.9441	0.9421
S1	0.9436	0.9416

Download as Excel Spreadsheet

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

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