CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 07-Mar-2008

Day Change Summary
	Previous	Current
	06-Mar-2008	07-Mar-2008	Change	Change %	Previous Week
Open	0.9629	0.9755	0.0126	1.3%	0.9659
High	0.9759	0.9870	0.0111	1.1%	0.9870
Low	0.9620	0.9690	0.0070	0.7%	0.9605
Close	0.9721	0.9752	0.0031	0.3%	0.9752
Range	0.0139	0.0180	0.0041	29.5%	0.0265
ATR	0.0109	0.0114	0.0005	4.6%	0.0000
Volume	141,652	108,826	-32,826	-23.2%	700,141

Daily Pivots for day following 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0311	1.0211	0.9851
R3	1.0131	1.0031	0.9802
R2	0.9951	0.9951	0.9785
R1	0.9851	0.9851	0.9769	0.9811
PP	0.9771	0.9771	0.9771	0.9751
S1	0.9671	0.9671	0.9736	0.9631
S2	0.9591	0.9591	0.9719
S3	0.9411	0.9491	0.9703
S4	0.9231	0.9311	0.9653

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0537	1.0410	0.9898
R3	1.0272	1.0145	0.9825
R2	1.0007	1.0007	0.9801
R1	0.9880	0.9880	0.9776	0.9944
PP	0.9742	0.9742	0.9742	0.9774
S1	0.9615	0.9615	0.9728	0.9679
S2	0.9477	0.9477	0.9703
S3	0.9212	0.9350	0.9679
S4	0.8947	0.9085	0.9606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9870	0.9605	0.0265	2.7%	0.0120	1.2%	55%	True	False	140,028
10	0.9870	0.9252	0.0618	6.3%	0.0120	1.2%	81%	True	False	133,571
20	0.9870	0.9225	0.0645	6.6%	0.0104	1.1%	82%	True	False	124,610
40	0.9870	0.9139	0.0731	7.5%	0.0109	1.1%	84%	True	False	128,653
60	0.9870	0.8792	0.1078	11.1%	0.0107	1.1%	89%	True	False	112,527
80	0.9870	0.8792	0.1078	11.1%	0.0104	1.1%	89%	True	False	85,034
100	0.9870	0.8685	0.1185	12.2%	0.0098	1.0%	90%	True	False	68,088
120	0.9870	0.8631	0.1239	12.7%	0.0090	0.9%	90%	True	False	56,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1.0635
2.618	1.0341
1.618	1.0161
1.000	1.0050
0.618	0.9981
HIGH	0.9870
0.618	0.9801
0.500	0.9780
0.382	0.9759
LOW	0.9690
0.618	0.9579
1.000	0.9510
1.618	0.9399
2.618	0.9219
4.250	0.8925

Fisher Pivots for day following 07-Mar-2008
Pivot	1 day	3 day
R1	0.9780	0.9747
PP	0.9771	0.9742
S1	0.9761	0.9738

Download as Excel Spreadsheet

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

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