CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 06-Feb-2008

Day Change Summary
	Previous	Current
	05-Feb-2008	06-Feb-2008	Change	Change %	Previous Week
Open	0.9401	0.9390	-0.0011	-0.1%	0.9405
High	0.9405	0.9446	0.0041	0.4%	0.9490
Low	0.9308	0.9389	0.0081	0.9%	0.9335
Close	0.9379	0.9409	0.0030	0.3%	0.9422
Range	0.0097	0.0057	-0.0040	-41.2%	0.0155
ATR	0.0108	0.0105	-0.0003	-2.7%	0.0000
Volume	68,089	152,027	83,938	123.3%	605,136

Daily Pivots for day following 06-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9586	0.9554	0.9440
R3	0.9529	0.9497	0.9425
R2	0.9472	0.9472	0.9419
R1	0.9440	0.9440	0.9414	0.9456
PP	0.9415	0.9415	0.9415	0.9423
S1	0.9383	0.9383	0.9404	0.9399
S2	0.9358	0.9358	0.9399
S3	0.9301	0.9326	0.9393
S4	0.9244	0.9269	0.9378

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%	0.0081	0.9%	55%	False	False	130,430
10	0.9490	0.9302	0.0188	2.0%	0.0090	1.0%	57%	False	False	131,376
20	0.9565	0.9139	0.0426	4.5%	0.0111	1.2%	63%	False	False	133,630
40	0.9565	0.8792	0.0773	8.2%	0.0104	1.1%	80%	False	False	104,201
60	0.9565	0.8792	0.0773	8.2%	0.0103	1.1%	80%	False	False	70,128
80	0.9565	0.8631	0.0934	9.9%	0.0095	1.0%	83%	False	False	52,663
100	0.9565	0.8631	0.0934	9.9%	0.0085	0.9%	83%	False	False	42,223
120	0.9565	0.8631	0.0934	9.9%	0.0073	0.8%	83%	False	False	35,190

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9688
2.618	0.9595
1.618	0.9538
1.000	0.9503
0.618	0.9481
HIGH	0.9446
0.618	0.9424
0.500	0.9418
0.382	0.9411
LOW	0.9389
0.618	0.9354
1.000	0.9332
1.618	0.9297
2.618	0.9240
4.250	0.9147

Fisher Pivots for day following 06-Feb-2008
Pivot	1 day	3 day
R1	0.9418	0.9398
PP	0.9415	0.9388
S1	0.9412	0.9377

Download as Excel Spreadsheet

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

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