CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 25-Jan-2008

Day Change Summary
	Previous	Current
	24-Jan-2008	25-Jan-2008	Change	Change %	Previous Week
Open	0.9410	0.9367	-0.0043	-0.5%	0.9406
High	0.9472	0.9404	-0.0068	-0.7%	0.9565
Low	0.9363	0.9302	-0.0061	-0.7%	0.9302
Close	0.9398	0.9380	-0.0018	-0.2%	0.9380
Range	0.0109	0.0102	-0.0007	-6.4%	0.0263
ATR	0.0122	0.0120	-0.0001	-1.2%	0.0000
Volume	200,362	143,668	-56,694	-28.3%	606,576

Daily Pivots for day following 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9668	0.9626	0.9436
R3	0.9566	0.9524	0.9408
R2	0.9464	0.9464	0.9399
R1	0.9422	0.9422	0.9389	0.9443
PP	0.9362	0.9362	0.9362	0.9373
S1	0.9320	0.9320	0.9371	0.9341
S2	0.9260	0.9260	0.9361
S3	0.9158	0.9218	0.9352
S4	0.9056	0.9116	0.9324

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0205	1.0055	0.9525
R3	0.9942	0.9792	0.9452
R2	0.9679	0.9679	0.9428
R1	0.9529	0.9529	0.9404	0.9473
PP	0.9416	0.9416	0.9416	0.9387
S1	0.9266	0.9266	0.9356	0.9210
S2	0.9153	0.9153	0.9332
S3	0.8890	0.9003	0.9308
S4	0.8627	0.8740	0.9235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9565	0.9302	0.0263	2.8%	0.0134	1.4%	30%	False	True	156,856
10	0.9565	0.9169	0.0396	4.2%	0.0135	1.4%	53%	False	False	143,865
20	0.9565	0.8792	0.0773	8.2%	0.0128	1.4%	76%	False	False	123,972
40	0.9565	0.8792	0.0773	8.2%	0.0106	1.1%	76%	False	False	80,667
60	0.9565	0.8768	0.0797	8.5%	0.0104	1.1%	77%	False	False	54,033
80	0.9565	0.8631	0.0934	10.0%	0.0090	1.0%	80%	False	False	40,552
100	0.9565	0.8631	0.0934	10.0%	0.0079	0.8%	80%	False	False	32,526
120	0.9565	0.8580	0.0985	10.5%	0.0069	0.7%	81%	False	False	27,110

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0037
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9838
2.618	0.9671
1.618	0.9569
1.000	0.9506
0.618	0.9467
HIGH	0.9404
0.618	0.9365
0.500	0.9353
0.382	0.9341
LOW	0.9302
0.618	0.9239
1.000	0.9200
1.618	0.9137
2.618	0.9035
4.250	0.8869

Fisher Pivots for day following 25-Jan-2008
Pivot	1 day	3 day
R1	0.9371	0.9434
PP	0.9362	0.9416
S1	0.9353	0.9398

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

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