CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 04-Mar-2008

Day Change Summary
	Previous	Current
	03-Mar-2008	04-Mar-2008	Change	Change %	Previous Week
Open	0.9659	0.9676	0.0017	0.2%	0.9334
High	0.9757	0.9750	-0.0007	-0.1%	0.9657
Low	0.9651	0.9664	0.0013	0.1%	0.9252
Close	0.9705	0.9705	0.0000	0.0%	0.9629
Range	0.0106	0.0086	-0.0020	-18.9%	0.0405
ATR	0.0109	0.0108	-0.0002	-1.5%	0.0000
Volume	149,217	168,834	19,617	13.1%	635,571

Daily Pivots for day following 04-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9964	0.9921	0.9752
R3	0.9878	0.9835	0.9729
R2	0.9792	0.9792	0.9721
R1	0.9749	0.9749	0.9713	0.9771
PP	0.9706	0.9706	0.9706	0.9717
S1	0.9663	0.9663	0.9697	0.9685
S2	0.9620	0.9620	0.9689
S3	0.9534	0.9577	0.9681
S4	0.9448	0.9491	0.9658

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0728	1.0583	0.9852
R3	1.0323	1.0178	0.9740
R2	0.9918	0.9918	0.9703
R1	0.9773	0.9773	0.9666	0.9846
PP	0.9513	0.9513	0.9513	0.9549
S1	0.9368	0.9368	0.9592	0.9441
S2	0.9108	0.9108	0.9555
S3	0.8703	0.8963	0.9518
S4	0.8298	0.8558	0.9406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9757	0.9324	0.0433	4.5%	0.0124	1.3%	88%	False	False	141,101
10	0.9757	0.9244	0.0513	5.3%	0.0106	1.1%	90%	False	False	141,409
20	0.9757	0.9225	0.0532	5.5%	0.0100	1.0%	90%	False	False	121,693
40	0.9757	0.9139	0.0618	6.4%	0.0107	1.1%	92%	False	False	128,388
60	0.9757	0.8792	0.0965	9.9%	0.0102	1.1%	95%	False	False	106,580
80	0.9757	0.8792	0.0965	9.9%	0.0104	1.1%	95%	False	False	80,283
100	0.9757	0.8631	0.1126	11.6%	0.0095	1.0%	95%	False	False	64,271
120	0.9757	0.8631	0.1126	11.6%	0.0087	0.9%	95%	False	False	53,633

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0116
2.618	0.9975
1.618	0.9889
1.000	0.9836
0.618	0.9803
HIGH	0.9750
0.618	0.9717
0.500	0.9707
0.382	0.9697
LOW	0.9664
0.618	0.9611
1.000	0.9578
1.618	0.9525
2.618	0.9439
4.250	0.9299

Fisher Pivots for day following 04-Mar-2008
Pivot	1 day	3 day
R1	0.9707	0.9679
PP	0.9706	0.9653
S1	0.9706	0.9628

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

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