CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 14-Feb-2008

Day Change Summary
	Previous	Current
	13-Feb-2008	14-Feb-2008	Change	Change %	Previous Week
Open	0.9344	0.9264	-0.0080	-0.9%	0.9417
High	0.9369	0.9300	-0.0069	-0.7%	0.9467
Low	0.9247	0.9225	-0.0022	-0.2%	0.9296
Close	0.9264	0.9285	0.0021	0.2%	0.9336
Range	0.0122	0.0075	-0.0047	-38.5%	0.0171
ATR	0.0105	0.0103	-0.0002	-2.0%	0.0000
Volume	100,742	121,269	20,527	20.4%	650,213

Daily Pivots for day following 14-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9495	0.9465	0.9326
R3	0.9420	0.9390	0.9306
R2	0.9345	0.9345	0.9299
R1	0.9315	0.9315	0.9292	0.9330
PP	0.9270	0.9270	0.9270	0.9278
S1	0.9240	0.9240	0.9278	0.9255
S2	0.9195	0.9195	0.9271
S3	0.9120	0.9165	0.9264
S4	0.9045	0.9090	0.9244

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	0.9427	0.9225	0.0202	2.2%	0.0087	0.9%	30%	False	True	119,855
10	0.9485	0.9225	0.0260	2.8%	0.0091	1.0%	23%	False	True	124,547
20	0.9565	0.9225	0.0340	3.7%	0.0104	1.1%	18%	False	True	132,230
40	0.9565	0.8792	0.0773	8.3%	0.0105	1.1%	64%	False	False	112,738
60	0.9565	0.8792	0.0773	8.3%	0.0103	1.1%	64%	False	False	81,740
80	0.9565	0.8768	0.0797	8.6%	0.0097	1.0%	65%	False	False	61,443
100	0.9565	0.8631	0.0934	10.1%	0.0088	0.9%	70%	False	False	49,247
120	0.9565	0.8631	0.0934	10.1%	0.0077	0.8%	70%	False	False	41,045

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9619
2.618	0.9496
1.618	0.9421
1.000	0.9375
0.618	0.9346
HIGH	0.9300
0.618	0.9271
0.500	0.9263
0.382	0.9254
LOW	0.9225
0.618	0.9179
1.000	0.9150
1.618	0.9104
2.618	0.9029
4.250	0.8906

Fisher Pivots for day following 14-Feb-2008
Pivot	1 day	3 day
R1	0.9278	0.9307
PP	0.9270	0.9299
S1	0.9263	0.9292

Download as Excel Spreadsheet

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

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