CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 15-Feb-2008

Day Change Summary
	Previous	Current
	14-Feb-2008	15-Feb-2008	Change	Change %	Previous Week
Open	0.9264	0.9290	0.0026	0.3%	0.9343
High	0.9300	0.9343	0.0043	0.5%	0.9427
Low	0.9225	0.9251	0.0026	0.3%	0.9225
Close	0.9285	0.9308	0.0023	0.2%	0.9308
Range	0.0075	0.0092	0.0017	22.7%	0.0202
ATR	0.0103	0.0102	-0.0001	-0.8%	0.0000
Volume	121,269	96,756	-24,513	-20.2%	514,042

Daily Pivots for day following 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9577	0.9534	0.9359
R3	0.9485	0.9442	0.9333
R2	0.9393	0.9393	0.9325
R1	0.9350	0.9350	0.9316	0.9372
PP	0.9301	0.9301	0.9301	0.9311
S1	0.9258	0.9258	0.9300	0.9280
S2	0.9209	0.9209	0.9291
S3	0.9117	0.9166	0.9283
S4	0.9025	0.9074	0.9257

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9926	0.9819	0.9419
R3	0.9724	0.9617	0.9364
R2	0.9522	0.9522	0.9345
R1	0.9415	0.9415	0.9327	0.9368
PP	0.9320	0.9320	0.9320	0.9296
S1	0.9213	0.9213	0.9289	0.9166
S2	0.9118	0.9118	0.9271
S3	0.8916	0.9011	0.9252
S4	0.8714	0.8809	0.9197

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%	0.0095	1.0%	41%	False	False	102,808
10	0.9467	0.9225	0.0242	2.6%	0.0090	1.0%	34%	False	False	116,425
20	0.9565	0.9225	0.0340	3.7%	0.0103	1.1%	24%	False	False	127,683
40	0.9565	0.8792	0.0773	8.3%	0.0106	1.1%	67%	False	False	113,405
60	0.9565	0.8792	0.0773	8.3%	0.0104	1.1%	67%	False	False	83,346
80	0.9565	0.8768	0.0797	8.6%	0.0098	1.1%	68%	False	False	62,650
100	0.9565	0.8631	0.0934	10.0%	0.0088	0.9%	72%	False	False	50,214
120	0.9565	0.8631	0.0934	10.0%	0.0077	0.8%	72%	False	False	41,851

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9734
2.618	0.9584
1.618	0.9492
1.000	0.9435
0.618	0.9400
HIGH	0.9343
0.618	0.9308
0.500	0.9297
0.382	0.9286
LOW	0.9251
0.618	0.9194
1.000	0.9159
1.618	0.9102
2.618	0.9010
4.250	0.8860

Fisher Pivots for day following 15-Feb-2008
Pivot	1 day	3 day
R1	0.9304	0.9304
PP	0.9301	0.9301
S1	0.9297	0.9297

Download as Excel Spreadsheet

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

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