CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 10-Mar-2008

Day Change Summary
	Previous	Current
	07-Mar-2008	10-Mar-2008	Change	Change %	Previous Week
Open	0.9755	0.9757	0.0002	0.0%	0.9659
High	0.9870	0.9852	-0.0018	-0.2%	0.9870
Low	0.9690	0.9750	0.0060	0.6%	0.9605
Close	0.9752	0.9827	0.0075	0.8%	0.9752
Range	0.0180	0.0102	-0.0078	-43.3%	0.0265
ATR	0.0114	0.0113	-0.0001	-0.8%	0.0000
Volume	108,826	193,126	84,300	77.5%	700,141

Daily Pivots for day following 10-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0116	1.0073	0.9883
R3	1.0014	0.9971	0.9855
R2	0.9912	0.9912	0.9846
R1	0.9869	0.9869	0.9836	0.9891
PP	0.9810	0.9810	0.9810	0.9820
S1	0.9767	0.9767	0.9818	0.9789
S2	0.9708	0.9708	0.9808
S3	0.9606	0.9665	0.9799
S4	0.9504	0.9563	0.9771

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%	0.0119	1.2%	84%	False	False	148,810
10	0.9870	0.9260	0.0610	6.2%	0.0121	1.2%	93%	False	False	142,350
20	0.9870	0.9225	0.0645	6.6%	0.0107	1.1%	93%	False	False	125,167
40	0.9870	0.9169	0.0701	7.1%	0.0110	1.1%	94%	False	False	129,934
60	0.9870	0.8792	0.1078	11.0%	0.0106	1.1%	96%	False	False	115,318
80	0.9870	0.8792	0.1078	11.0%	0.0104	1.1%	96%	False	False	87,441
100	0.9870	0.8685	0.1185	12.1%	0.0099	1.0%	96%	False	False	70,019
120	0.9870	0.8631	0.1239	12.6%	0.0090	0.9%	97%	False	False	58,427

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0286
2.618	1.0119
1.618	1.0017
1.000	0.9954
0.618	0.9915
HIGH	0.9852
0.618	0.9813
0.500	0.9801
0.382	0.9789
LOW	0.9750
0.618	0.9687
1.000	0.9648
1.618	0.9585
2.618	0.9483
4.250	0.9317

Fisher Pivots for day following 10-Mar-2008
Pivot	1 day	3 day
R1	0.9818	0.9800
PP	0.9810	0.9772
S1	0.9801	0.9745

Download as Excel Spreadsheet

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

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