CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 31-Jan-2008

Day Change Summary
	Previous	Current
	30-Jan-2008	31-Jan-2008	Change	Change %	Previous Week
Open	0.9374	0.9445	0.0071	0.8%	0.9406
High	0.9447	0.9490	0.0043	0.5%	0.9565
Low	0.9335	0.9385	0.0050	0.5%	0.9302
Close	0.9382	0.9425	0.0043	0.5%	0.9380
Range	0.0112	0.0105	-0.0007	-6.3%	0.0263
ATR	0.0115	0.0115	-0.0001	-0.4%	0.0000
Volume	81,741	109,584	27,843	34.1%	606,576

Daily Pivots for day following 31-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9748	0.9692	0.9483
R3	0.9643	0.9587	0.9454
R2	0.9538	0.9538	0.9444
R1	0.9482	0.9482	0.9435	0.9458
PP	0.9433	0.9433	0.9433	0.9421
S1	0.9377	0.9377	0.9415	0.9353
S2	0.9328	0.9328	0.9406
S3	0.9223	0.9272	0.9396
S4	0.9118	0.9167	0.9367

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	0.9490	0.9302	0.0188	2.0%	0.0098	1.0%	65%	True	False	114,166
10	0.9565	0.9302	0.0263	2.8%	0.0117	1.2%	47%	False	False	139,913
20	0.9565	0.9139	0.0426	4.5%	0.0120	1.3%	67%	False	False	130,581
40	0.9565	0.8792	0.0773	8.2%	0.0104	1.1%	82%	False	False	91,127
60	0.9565	0.8792	0.0773	8.2%	0.0106	1.1%	82%	False	False	61,117
80	0.9565	0.8631	0.0934	9.9%	0.0093	1.0%	85%	False	False	45,885
100	0.9565	0.8631	0.0934	9.9%	0.0082	0.9%	85%	False	False	36,797
120	0.9565	0.8631	0.0934	9.9%	0.0072	0.8%	85%	False	False	30,669

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9936
2.618	0.9765
1.618	0.9660
1.000	0.9595
0.618	0.9555
HIGH	0.9490
0.618	0.9450
0.500	0.9438
0.382	0.9425
LOW	0.9385
0.618	0.9320
1.000	0.9280
1.618	0.9215
2.618	0.9110
4.250	0.8939

Fisher Pivots for day following 31-Jan-2008
Pivot	1 day	3 day
R1	0.9438	0.9421
PP	0.9433	0.9417
S1	0.9429	0.9413

Download as Excel Spreadsheet

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

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