CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 13-Feb-2008

Day Change Summary
	Previous	Current
	12-Feb-2008	13-Feb-2008	Change	Change %	Previous Week
Open	0.9376	0.9344	-0.0032	-0.3%	0.9417
High	0.9388	0.9369	-0.0019	-0.2%	0.9467
Low	0.9320	0.9247	-0.0073	-0.8%	0.9296
Close	0.9338	0.9264	-0.0074	-0.8%	0.9336
Range	0.0068	0.0122	0.0054	79.4%	0.0171
ATR	0.0104	0.0105	0.0001	1.2%	0.0000
Volume	106,130	100,742	-5,388	-5.1%	650,213

Daily Pivots for day following 13-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9659	0.9584	0.9331
R3	0.9537	0.9462	0.9298
R2	0.9415	0.9415	0.9286
R1	0.9340	0.9340	0.9275	0.9317
PP	0.9293	0.9293	0.9293	0.9282
S1	0.9218	0.9218	0.9253	0.9195
S2	0.9171	0.9171	0.9242
S3	0.9049	0.9096	0.9230
S4	0.8927	0.8974	0.9197

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9879	0.9779	0.9430
R3	0.9708	0.9608	0.9383
R2	0.9537	0.9537	0.9367
R1	0.9437	0.9437	0.9352	0.9402
PP	0.9366	0.9366	0.9366	0.9349
S1	0.9266	0.9266	0.9320	0.9231
S2	0.9195	0.9195	0.9305
S3	0.9024	0.9095	0.9289
S4	0.8853	0.8924	0.9242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9467	0.9247	0.0220	2.4%	0.0106	1.1%	8%	False	True	116,327
10	0.9490	0.9247	0.0243	2.6%	0.0094	1.0%	7%	False	True	123,378
20	0.9565	0.9247	0.0318	3.4%	0.0109	1.2%	5%	False	True	135,551
40	0.9565	0.8792	0.0773	8.3%	0.0104	1.1%	61%	False	False	111,357
60	0.9565	0.8792	0.0773	8.3%	0.0104	1.1%	61%	False	False	79,752
80	0.9565	0.8768	0.0797	8.6%	0.0098	1.1%	62%	False	False	59,928
100	0.9565	0.8631	0.0934	10.1%	0.0087	0.9%	68%	False	False	48,034
120	0.9565	0.8631	0.0934	10.1%	0.0076	0.8%	68%	False	False	40,034

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9888
2.618	0.9688
1.618	0.9566
1.000	0.9491
0.618	0.9444
HIGH	0.9369
0.618	0.9322
0.500	0.9308
0.382	0.9294
LOW	0.9247
0.618	0.9172
1.000	0.9125
1.618	0.9050
2.618	0.8928
4.250	0.8729

Fisher Pivots for day following 13-Feb-2008
Pivot	1 day	3 day
R1	0.9308	0.9337
PP	0.9293	0.9313
S1	0.9279	0.9288

Download as Excel Spreadsheet

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

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