CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 30-Jan-2008

Day Change Summary
	Previous	Current
	29-Jan-2008	30-Jan-2008	Change	Change %	Previous Week
Open	0.9374	0.9374	0.0000	0.0%	0.9406
High	0.9432	0.9447	0.0015	0.2%	0.9565
Low	0.9355	0.9335	-0.0020	-0.2%	0.9302
Close	0.9380	0.9382	0.0002	0.0%	0.9380
Range	0.0077	0.0112	0.0035	45.5%	0.0263
ATR	0.0115	0.0115	0.0000	-0.2%	0.0000
Volume	97,846	81,741	-16,105	-16.5%	606,576

Daily Pivots for day following 30-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9724	0.9665	0.9444
R3	0.9612	0.9553	0.9413
R2	0.9500	0.9500	0.9403
R1	0.9441	0.9441	0.9392	0.9471
PP	0.9388	0.9388	0.9388	0.9403
S1	0.9329	0.9329	0.9372	0.9359
S2	0.9276	0.9276	0.9361
S3	0.9164	0.9217	0.9351
S4	0.9052	0.9105	0.9320

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	0.9472	0.9302	0.0170	1.8%	0.0098	1.0%	47%	False	False	132,321
10	0.9565	0.9302	0.0263	2.8%	0.0125	1.3%	30%	False	False	147,723
20	0.9565	0.9022	0.0543	5.8%	0.0125	1.3%	66%	False	False	130,470
40	0.9565	0.8792	0.0773	8.2%	0.0104	1.1%	76%	False	False	88,435
60	0.9565	0.8792	0.0773	8.2%	0.0105	1.1%	76%	False	False	59,316
80	0.9565	0.8631	0.0934	10.0%	0.0092	1.0%	80%	False	False	44,518
100	0.9565	0.8631	0.0934	10.0%	0.0082	0.9%	80%	False	False	35,701
120	0.9565	0.8631	0.0934	10.0%	0.0071	0.8%	80%	False	False	29,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9923
2.618	0.9740
1.618	0.9628
1.000	0.9559
0.618	0.9516
HIGH	0.9447
0.618	0.9404
0.500	0.9391
0.382	0.9378
LOW	0.9335
0.618	0.9266
1.000	0.9223
1.618	0.9154
2.618	0.9042
4.250	0.8859

Fisher Pivots for day following 30-Jan-2008
Pivot	1 day	3 day
R1	0.9391	0.9402
PP	0.9388	0.9395
S1	0.9385	0.9389

Download as Excel Spreadsheet

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

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