CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 05-Mar-2008

Day Change Summary
	Previous	Current
	04-Mar-2008	05-Mar-2008	Change	Change %	Previous Week
Open	0.9676	0.9672	-0.0004	0.0%	0.9334
High	0.9750	0.9692	-0.0058	-0.6%	0.9657
Low	0.9664	0.9605	-0.0059	-0.6%	0.9252
Close	0.9705	0.9636	-0.0069	-0.7%	0.9629
Range	0.0086	0.0087	0.0001	1.2%	0.0405
ATR	0.0108	0.0107	-0.0001	-0.5%	0.0000
Volume	168,834	131,612	-37,222	-22.0%	635,571

Daily Pivots for day following 05-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9905	0.9858	0.9684
R3	0.9818	0.9771	0.9660
R2	0.9731	0.9731	0.9652
R1	0.9684	0.9684	0.9644	0.9664
PP	0.9644	0.9644	0.9644	0.9635
S1	0.9597	0.9597	0.9628	0.9577
S2	0.9557	0.9557	0.9620
S3	0.9470	0.9510	0.9612
S4	0.9383	0.9423	0.9588

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	0.9387	0.0370	3.8%	0.0116	1.2%	67%	False	False	145,645
10	0.9757	0.9246	0.0511	5.3%	0.0106	1.1%	76%	False	False	138,748
20	0.9757	0.9225	0.0532	5.5%	0.0100	1.0%	77%	False	False	124,869
40	0.9757	0.9139	0.0618	6.4%	0.0106	1.1%	80%	False	False	128,848
60	0.9757	0.8792	0.0965	10.0%	0.0103	1.1%	87%	False	False	108,695
80	0.9757	0.8792	0.0965	10.0%	0.0104	1.1%	87%	False	False	81,922
100	0.9757	0.8631	0.1126	11.7%	0.0096	1.0%	89%	False	False	65,585
120	0.9757	0.8631	0.1126	11.7%	0.0087	0.9%	89%	False	False	54,730

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0062
2.618	0.9920
1.618	0.9833
1.000	0.9779
0.618	0.9746
HIGH	0.9692
0.618	0.9659
0.500	0.9649
0.382	0.9638
LOW	0.9605
0.618	0.9551
1.000	0.9518
1.618	0.9464
2.618	0.9377
4.250	0.9235

Fisher Pivots for day following 05-Mar-2008
Pivot	1 day	3 day
R1	0.9649	0.9681
PP	0.9644	0.9666
S1	0.9640	0.9651

Download as Excel Spreadsheet

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

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