CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 20-Feb-2008

Day Change Summary
	Previous	Current
	19-Feb-2008	20-Feb-2008	Change	Change %	Previous Week
Open	0.9291	0.9291	0.0000	0.0%	0.9343
High	0.9348	0.9323	-0.0025	-0.3%	0.9427
Low	0.9249	0.9244	-0.0005	-0.1%	0.9225
Close	0.9312	0.9262	-0.0050	-0.5%	0.9308
Range	0.0099	0.0079	-0.0020	-20.2%	0.0202
ATR	0.0102	0.0100	-0.0002	-1.6%	0.0000
Volume	0	158,223	158,223		514,042

Daily Pivots for day following 20-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9513	0.9467	0.9305
R3	0.9434	0.9388	0.9284
R2	0.9355	0.9355	0.9276
R1	0.9309	0.9309	0.9269	0.9293
PP	0.9276	0.9276	0.9276	0.9268
S1	0.9230	0.9230	0.9255	0.9214
S2	0.9197	0.9197	0.9248
S3	0.9118	0.9151	0.9240
S4	0.9039	0.9072	0.9219

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	0.9369	0.9225	0.0144	1.6%	0.0093	1.0%	26%	False	False	95,398
10	0.9467	0.9225	0.0242	2.6%	0.0093	1.0%	15%	False	False	110,991
20	0.9565	0.9225	0.0340	3.7%	0.0099	1.1%	11%	False	False	126,709
40	0.9565	0.8792	0.0773	8.3%	0.0107	1.2%	61%	False	False	113,519
60	0.9565	0.8792	0.0773	8.3%	0.0103	1.1%	61%	False	False	85,956
80	0.9565	0.8768	0.0797	8.6%	0.0099	1.1%	62%	False	False	64,625
100	0.9565	0.8631	0.0934	10.1%	0.0089	1.0%	68%	False	False	51,719
120	0.9565	0.8631	0.0934	10.1%	0.0079	0.9%	68%	False	False	43,169

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9659
2.618	0.9530
1.618	0.9451
1.000	0.9402
0.618	0.9372
HIGH	0.9323
0.618	0.9293
0.500	0.9284
0.382	0.9274
LOW	0.9244
0.618	0.9195
1.000	0.9165
1.618	0.9116
2.618	0.9037
4.250	0.8908

Fisher Pivots for day following 20-Feb-2008
Pivot	1 day	3 day
R1	0.9284	0.9296
PP	0.9276	0.9285
S1	0.9269	0.9273

Download as Excel Spreadsheet

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

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