CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 24-Jan-2008

Day Change Summary
	Previous	Current
	23-Jan-2008	24-Jan-2008	Change	Change %	Previous Week
Open	0.9414	0.9410	-0.0004	0.0%	0.9253
High	0.9565	0.9472	-0.0093	-1.0%	0.9493
Low	0.9349	0.9363	0.0014	0.1%	0.9231
Close	0.9493	0.9398	-0.0095	-1.0%	0.9394
Range	0.0216	0.0109	-0.0107	-49.5%	0.0262
ATR	0.0121	0.0122	0.0001	0.5%	0.0000
Volume	262,546	200,362	-62,184	-23.7%	700,935

Daily Pivots for day following 24-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9738	0.9677	0.9458
R3	0.9629	0.9568	0.9428
R2	0.9520	0.9520	0.9418
R1	0.9459	0.9459	0.9408	0.9435
PP	0.9411	0.9411	0.9411	0.9399
S1	0.9350	0.9350	0.9388	0.9326
S2	0.9302	0.9302	0.9378
S3	0.9193	0.9241	0.9368
S4	0.9084	0.9132	0.9338

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	0.9565	0.9318	0.0247	2.6%	0.0137	1.5%	32%	False	False	165,660
10	0.9565	0.9139	0.0426	4.5%	0.0133	1.4%	61%	False	False	143,688
20	0.9565	0.8792	0.0773	8.2%	0.0124	1.3%	78%	False	False	118,133
40	0.9565	0.8792	0.0773	8.2%	0.0107	1.1%	78%	False	False	77,097
60	0.9565	0.8768	0.0797	8.5%	0.0103	1.1%	79%	False	False	51,639
80	0.9565	0.8631	0.0934	9.9%	0.0089	0.9%	82%	False	False	38,757
100	0.9565	0.8631	0.0934	9.9%	0.0078	0.8%	82%	False	False	31,090
120	0.9565	0.8580	0.0985	10.5%	0.0068	0.7%	83%	False	False	25,912

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9935
2.618	0.9757
1.618	0.9648
1.000	0.9581
0.618	0.9539
HIGH	0.9472
0.618	0.9430
0.500	0.9418
0.382	0.9405
LOW	0.9363
0.618	0.9296
1.000	0.9254
1.618	0.9187
2.618	0.9078
4.250	0.8900

Fisher Pivots for day following 24-Jan-2008
Pivot	1 day	3 day
R1	0.9418	0.9457
PP	0.9411	0.9437
S1	0.9405	0.9418

Download as Excel Spreadsheet

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

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