CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 22-Feb-2008

Day Change Summary
	Previous	Current
	21-Feb-2008	22-Feb-2008	Change	Change %	Previous Week
Open	0.9270	0.9332	0.0062	0.7%	0.9291
High	0.9350	0.9386	0.0036	0.4%	0.9386
Low	0.9246	0.9311	0.0065	0.7%	0.9244
Close	0.9328	0.9368	0.0040	0.4%	0.9368
Range	0.0104	0.0075	-0.0029	-27.9%	0.0142
ATR	0.0101	0.0099	-0.0002	-1.8%	0.0000
Volume	159,793	142,458	-17,335	-10.8%	460,474

Daily Pivots for day following 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9549	0.9409
R3	0.9505	0.9474	0.9389
R2	0.9430	0.9430	0.9382
R1	0.9399	0.9399	0.9375	0.9415
PP	0.9355	0.9355	0.9355	0.9363
S1	0.9324	0.9324	0.9361	0.9340
S2	0.9280	0.9280	0.9354
S3	0.9205	0.9249	0.9347
S4	0.9130	0.9174	0.9327

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9759	0.9705	0.9446
R3	0.9617	0.9563	0.9407
R2	0.9475	0.9475	0.9394
R1	0.9421	0.9421	0.9381	0.9448
PP	0.9333	0.9333	0.9333	0.9346
S1	0.9279	0.9279	0.9355	0.9306
S2	0.9191	0.9191	0.9342
S3	0.9049	0.9137	0.9329
S4	0.8907	0.8995	0.9290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9386	0.9244	0.0142	1.5%	0.0090	1.0%	87%	True	False	111,446
10	0.9427	0.9225	0.0202	2.2%	0.0088	0.9%	71%	False	False	115,650
20	0.9490	0.9225	0.0265	2.8%	0.0092	1.0%	54%	False	False	118,676
40	0.9565	0.8792	0.0773	8.3%	0.0108	1.2%	75%	False	False	118,405
60	0.9565	0.8792	0.0773	8.3%	0.0102	1.1%	75%	False	False	90,957
80	0.9565	0.8768	0.0797	8.5%	0.0100	1.1%	75%	False	False	68,398
100	0.9565	0.8631	0.0934	10.0%	0.0090	1.0%	79%	False	False	54,741
120	0.9565	0.8631	0.0934	10.0%	0.0080	0.9%	79%	False	False	45,688

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9705
2.618	0.9582
1.618	0.9507
1.000	0.9461
0.618	0.9432
HIGH	0.9386
0.618	0.9357
0.500	0.9349
0.382	0.9340
LOW	0.9311
0.618	0.9265
1.000	0.9236
1.618	0.9190
2.618	0.9115
4.250	0.8992

Fisher Pivots for day following 22-Feb-2008
Pivot	1 day	3 day
R1	0.9362	0.9350
PP	0.9355	0.9333
S1	0.9349	0.9315

Download as Excel Spreadsheet

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

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