CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 05-Feb-2008

Day Change Summary
	Previous	Current
	04-Feb-2008	05-Feb-2008	Change	Change %	Previous Week
Open	0.9417	0.9401	-0.0016	-0.2%	0.9405
High	0.9418	0.9405	-0.0013	-0.1%	0.9490
Low	0.9366	0.9308	-0.0058	-0.6%	0.9335
Close	0.9398	0.9379	-0.0019	-0.2%	0.9422
Range	0.0052	0.0097	0.0045	86.5%	0.0155
ATR	0.0109	0.0108	-0.0001	-0.8%	0.0000
Volume	144,478	68,089	-76,389	-52.9%	605,136

Daily Pivots for day following 05-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9655	0.9614	0.9432
R3	0.9558	0.9517	0.9406
R2	0.9461	0.9461	0.9397
R1	0.9420	0.9420	0.9388	0.9392
PP	0.9364	0.9364	0.9364	0.9350
S1	0.9323	0.9323	0.9370	0.9295
S2	0.9267	0.9267	0.9361
S3	0.9170	0.9226	0.9352
S4	0.9073	0.9129	0.9326

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9881	0.9806	0.9507
R3	0.9726	0.9651	0.9465
R2	0.9571	0.9571	0.9450
R1	0.9496	0.9496	0.9436	0.9534
PP	0.9416	0.9416	0.9416	0.9434
S1	0.9341	0.9341	0.9408	0.9379
S2	0.9261	0.9261	0.9394
S3	0.9106	0.9186	0.9379
S4	0.8951	0.9031	0.9337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9490	0.9308	0.0182	1.9%	0.0092	1.0%	39%	False	True	116,373
10	0.9565	0.9302	0.0263	2.8%	0.0106	1.1%	29%	False	False	142,427
20	0.9565	0.9139	0.0426	4.5%	0.0113	1.2%	56%	False	False	132,827
40	0.9565	0.8792	0.0773	8.2%	0.0104	1.1%	76%	False	False	100,609
60	0.9565	0.8792	0.0773	8.2%	0.0105	1.1%	76%	False	False	67,607
80	0.9565	0.8631	0.0934	10.0%	0.0095	1.0%	80%	False	False	50,764
100	0.9565	0.8631	0.0934	10.0%	0.0085	0.9%	80%	False	False	40,702
120	0.9565	0.8631	0.0934	10.0%	0.0073	0.8%	80%	False	False	33,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9817
2.618	0.9659
1.618	0.9562
1.000	0.9502
0.618	0.9465
HIGH	0.9405
0.618	0.9368
0.500	0.9357
0.382	0.9345
LOW	0.9308
0.618	0.9248
1.000	0.9211
1.618	0.9151
2.618	0.9054
4.250	0.8896

Fisher Pivots for day following 05-Feb-2008
Pivot	1 day	3 day
R1	0.9372	0.9397
PP	0.9364	0.9391
S1	0.9357	0.9385

Download as Excel Spreadsheet

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

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