CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 06-Mar-2008

Day Change Summary
	Previous	Current
	05-Mar-2008	06-Mar-2008	Change	Change %	Previous Week
Open	0.9672	0.9629	-0.0043	-0.4%	0.9334
High	0.9692	0.9759	0.0067	0.7%	0.9657
Low	0.9605	0.9620	0.0015	0.2%	0.9252
Close	0.9636	0.9721	0.0085	0.9%	0.9629
Range	0.0087	0.0139	0.0052	59.8%	0.0405
ATR	0.0107	0.0109	0.0002	2.1%	0.0000
Volume	131,612	141,652	10,040	7.6%	635,571

Daily Pivots for day following 06-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0117	1.0058	0.9797
R3	0.9978	0.9919	0.9759
R2	0.9839	0.9839	0.9746
R1	0.9780	0.9780	0.9734	0.9810
PP	0.9700	0.9700	0.9700	0.9715
S1	0.9641	0.9641	0.9708	0.9671
S2	0.9561	0.9561	0.9696
S3	0.9422	0.9502	0.9683
S4	0.9283	0.9363	0.9645

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	0.9759	0.9498	0.0261	2.7%	0.0115	1.2%	85%	True	False	143,758
10	0.9759	0.9252	0.0507	5.2%	0.0110	1.1%	93%	True	False	136,934
20	0.9759	0.9225	0.0534	5.5%	0.0104	1.1%	93%	True	False	124,351
40	0.9759	0.9139	0.0620	6.4%	0.0108	1.1%	94%	True	False	128,990
60	0.9759	0.8792	0.0967	9.9%	0.0104	1.1%	96%	True	False	110,918
80	0.9759	0.8792	0.0967	9.9%	0.0103	1.1%	96%	True	False	83,684
100	0.9759	0.8631	0.1128	11.6%	0.0097	1.0%	97%	True	False	67,001
120	0.9759	0.8631	0.1128	11.6%	0.0088	0.9%	97%	True	False	55,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0350
2.618	1.0123
1.618	0.9984
1.000	0.9898
0.618	0.9845
HIGH	0.9759
0.618	0.9706
0.500	0.9690
0.382	0.9673
LOW	0.9620
0.618	0.9534
1.000	0.9481
1.618	0.9395
2.618	0.9256
4.250	0.9029

Fisher Pivots for day following 06-Mar-2008
Pivot	1 day	3 day
R1	0.9711	0.9708
PP	0.9700	0.9695
S1	0.9690	0.9682

Download as Excel Spreadsheet

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

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