CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 29-Jan-2008

Day Change Summary
	Previous	Current
	28-Jan-2008	29-Jan-2008	Change	Change %	Previous Week
Open	0.9405	0.9374	-0.0031	-0.3%	0.9406
High	0.9468	0.9432	-0.0036	-0.4%	0.9565
Low	0.9376	0.9355	-0.0021	-0.2%	0.9302
Close	0.9397	0.9380	-0.0017	-0.2%	0.9380
Range	0.0092	0.0077	-0.0015	-16.3%	0.0263
ATR	0.0118	0.0115	-0.0003	-2.5%	0.0000
Volume	137,991	97,846	-40,145	-29.1%	606,576

Daily Pivots for day following 29-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9620	0.9577	0.9422
R3	0.9543	0.9500	0.9401
R2	0.9466	0.9466	0.9394
R1	0.9423	0.9423	0.9387	0.9445
PP	0.9389	0.9389	0.9389	0.9400
S1	0.9346	0.9346	0.9373	0.9368
S2	0.9312	0.9312	0.9366
S3	0.9235	0.9269	0.9359
S4	0.9158	0.9192	0.9338

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%	0.0119	1.3%	30%	False	False	168,482
10	0.9565	0.9282	0.0283	3.0%	0.0129	1.4%	35%	False	False	154,334
20	0.9565	0.8945	0.0620	6.6%	0.0125	1.3%	70%	False	False	128,346
40	0.9565	0.8792	0.0773	8.2%	0.0104	1.1%	76%	False	False	86,425
60	0.9565	0.8792	0.0773	8.2%	0.0104	1.1%	76%	False	False	57,957
80	0.9565	0.8631	0.0934	10.0%	0.0091	1.0%	80%	False	False	43,497
100	0.9565	0.8631	0.0934	10.0%	0.0081	0.9%	80%	False	False	34,885
120	0.9565	0.8631	0.0934	10.0%	0.0070	0.7%	80%	False	False	29,075

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 22 trading days

Fibonacci Retracements and Extensions
4.250	0.9759
2.618	0.9634
1.618	0.9557
1.000	0.9509
0.618	0.9480
HIGH	0.9432
0.618	0.9403
0.500	0.9394
0.382	0.9384
LOW	0.9355
0.618	0.9307
1.000	0.9278
1.618	0.9230
2.618	0.9153
4.250	0.9028

Fisher Pivots for day following 29-Jan-2008
Pivot	1 day	3 day
R1	0.9394	0.9385
PP	0.9389	0.9383
S1	0.9385	0.9382

Download as Excel Spreadsheet

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

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