CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 26-Feb-2008

Day Change Summary
	Previous	Current
	25-Feb-2008	26-Feb-2008	Change	Change %	Previous Week
Open	0.9334	0.9266	-0.0068	-0.7%	0.9291
High	0.9346	0.9343	-0.0003	0.0%	0.9386
Low	0.9252	0.9260	0.0008	0.1%	0.9244
Close	0.9267	0.9337	0.0070	0.8%	0.9368
Range	0.0094	0.0083	-0.0011	-11.7%	0.0142
ATR	0.0100	0.0099	-0.0001	-1.2%	0.0000
Volume	105,338	142,775	37,437	35.5%	460,474

Daily Pivots for day following 26-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9562	0.9533	0.9383
R3	0.9479	0.9450	0.9360
R2	0.9396	0.9396	0.9352
R1	0.9367	0.9367	0.9345	0.9382
PP	0.9313	0.9313	0.9313	0.9321
S1	0.9284	0.9284	0.9329	0.9299
S2	0.9230	0.9230	0.9322
S3	0.9147	0.9201	0.9314
S4	0.9064	0.9118	0.9291

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%	0.0087	0.9%	65%	False	False	141,717
10	0.9388	0.9225	0.0163	1.7%	0.0089	1.0%	69%	False	False	113,348
20	0.9490	0.9225	0.0265	2.8%	0.0091	1.0%	42%	False	False	116,999
40	0.9565	0.8839	0.0726	7.8%	0.0110	1.2%	69%	False	False	122,229
60	0.9565	0.8792	0.0773	8.3%	0.0099	1.1%	71%	False	False	95,048
80	0.9565	0.8768	0.0797	8.5%	0.0101	1.1%	71%	False	False	71,497
100	0.9565	0.8631	0.0934	10.0%	0.0091	1.0%	76%	False	False	57,221
120	0.9565	0.8631	0.0934	10.0%	0.0082	0.9%	76%	False	False	47,755

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9696
2.618	0.9560
1.618	0.9477
1.000	0.9426
0.618	0.9394
HIGH	0.9343
0.618	0.9311
0.500	0.9302
0.382	0.9292
LOW	0.9260
0.618	0.9209
1.000	0.9177
1.618	0.9126
2.618	0.9043
4.250	0.8907

Fisher Pivots for day following 26-Feb-2008
Pivot	1 day	3 day
R1	0.9325	0.9331
PP	0.9313	0.9325
S1	0.9302	0.9319

Download as Excel Spreadsheet

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

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