CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 19-Feb-2008

Day Change Summary
	Previous	Current
	15-Feb-2008	19-Feb-2008	Change	Change %	Previous Week
Open	0.9290	0.9291	0.0001	0.0%	0.9343
High	0.9343	0.9348	0.0005	0.1%	0.9427
Low	0.9251	0.9249	-0.0002	0.0%	0.9225
Close	0.9308	0.9312	0.0004	0.0%	0.9308
Range	0.0092	0.0099	0.0007	7.6%	0.0202
ATR	0.0102	0.0102	0.0000	-0.2%	0.0000
Volume	96,756	0	-96,756	-100.0%	514,042

Daily Pivots for day following 19-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9600	0.9555	0.9366
R3	0.9501	0.9456	0.9339
R2	0.9402	0.9402	0.9330
R1	0.9357	0.9357	0.9321	0.9380
PP	0.9303	0.9303	0.9303	0.9314
S1	0.9258	0.9258	0.9303	0.9281
S2	0.9204	0.9204	0.9294
S3	0.9105	0.9159	0.9285
S4	0.9006	0.9060	0.9258

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	0.9388	0.9225	0.0163	1.8%	0.0091	1.0%	53%	False	False	84,979
10	0.9467	0.9225	0.0242	2.6%	0.0095	1.0%	36%	False	False	101,977
20	0.9565	0.9225	0.0340	3.7%	0.0102	1.1%	26%	False	False	118,798
40	0.9565	0.8792	0.0773	8.3%	0.0107	1.1%	67%	False	False	111,467
60	0.9565	0.8792	0.0773	8.3%	0.0103	1.1%	67%	False	False	83,333
80	0.9565	0.8768	0.0797	8.6%	0.0098	1.1%	68%	False	False	62,649
100	0.9565	0.8631	0.0934	10.0%	0.0089	1.0%	73%	False	False	50,213
120	0.9565	0.8631	0.0934	10.0%	0.0078	0.8%	73%	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	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9769
2.618	0.9607
1.618	0.9508
1.000	0.9447
0.618	0.9409
HIGH	0.9348
0.618	0.9310
0.500	0.9299
0.382	0.9287
LOW	0.9249
0.618	0.9188
1.000	0.9150
1.618	0.9089
2.618	0.8990
4.250	0.8828

Fisher Pivots for day following 19-Feb-2008
Pivot	1 day	3 day
R1	0.9308	0.9304
PP	0.9303	0.9295
S1	0.9299	0.9287

Download as Excel Spreadsheet

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

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