CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 25-Feb-2008

Day Change Summary
	Previous	Current
	22-Feb-2008	25-Feb-2008	Change	Change %	Previous Week
Open	0.9332	0.9334	0.0002	0.0%	0.9291
High	0.9386	0.9346	-0.0040	-0.4%	0.9386
Low	0.9311	0.9252	-0.0059	-0.6%	0.9244
Close	0.9368	0.9267	-0.0101	-1.1%	0.9368
Range	0.0075	0.0094	0.0019	25.3%	0.0142
ATR	0.0099	0.0100	0.0001	1.2%	0.0000
Volume	142,458	105,338	-37,120	-26.1%	460,474

Daily Pivots for day following 25-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9570	0.9513	0.9319
R3	0.9476	0.9419	0.9293
R2	0.9382	0.9382	0.9284
R1	0.9325	0.9325	0.9276	0.9307
PP	0.9288	0.9288	0.9288	0.9279
S1	0.9231	0.9231	0.9258	0.9213
S2	0.9194	0.9194	0.9250
S3	0.9100	0.9137	0.9241
S4	0.9006	0.9043	0.9215

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%	16%	False	False	113,162
10	0.9427	0.9225	0.0202	2.2%	0.0093	1.0%	21%	False	False	107,985
20	0.9490	0.9225	0.0265	2.9%	0.0092	1.0%	16%	False	False	116,760
40	0.9565	0.8792	0.0773	8.3%	0.0110	1.2%	61%	False	False	120,366
60	0.9565	0.8792	0.0773	8.3%	0.0101	1.1%	61%	False	False	92,698
80	0.9565	0.8768	0.0797	8.6%	0.0101	1.1%	63%	False	False	69,715
100	0.9565	0.8631	0.0934	10.1%	0.0090	1.0%	68%	False	False	55,794
120	0.9565	0.8631	0.0934	10.1%	0.0081	0.9%	68%	False	False	46,565

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9746
2.618	0.9592
1.618	0.9498
1.000	0.9440
0.618	0.9404
HIGH	0.9346
0.618	0.9310
0.500	0.9299
0.382	0.9288
LOW	0.9252
0.618	0.9194
1.000	0.9158
1.618	0.9100
2.618	0.9006
4.250	0.8853

Fisher Pivots for day following 25-Feb-2008
Pivot	1 day	3 day
R1	0.9299	0.9316
PP	0.9288	0.9300
S1	0.9278	0.9283

Download as Excel Spreadsheet

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

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