CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 11-Mar-2008

Day Change Summary
	Previous	Current
	10-Mar-2008	11-Mar-2008	Change	Change %	Previous Week
Open	0.9757	0.9832	0.0075	0.8%	0.9659
High	0.9852	0.9863	0.0011	0.1%	0.9870
Low	0.9750	0.9656	-0.0094	-1.0%	0.9605
Close	0.9827	0.9675	-0.0152	-1.5%	0.9752
Range	0.0102	0.0207	0.0105	102.9%	0.0265
ATR	0.0113	0.0120	0.0007	5.9%	0.0000
Volume	193,126	156,003	-37,123	-19.2%	700,141

Daily Pivots for day following 11-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0352	1.0221	0.9789
R3	1.0145	1.0014	0.9732
R2	0.9938	0.9938	0.9713
R1	0.9807	0.9807	0.9694	0.9769
PP	0.9731	0.9731	0.9731	0.9713
S1	0.9600	0.9600	0.9656	0.9562
S2	0.9524	0.9524	0.9637
S3	0.9317	0.9393	0.9618
S4	0.9110	0.9186	0.9561

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%	0.0143	1.5%	26%	False	False	146,243
10	0.9870	0.9324	0.0546	5.6%	0.0134	1.4%	64%	False	False	143,672
20	0.9870	0.9225	0.0645	6.7%	0.0111	1.2%	70%	False	False	128,510
40	0.9870	0.9225	0.0645	6.7%	0.0113	1.2%	70%	False	False	130,555
60	0.9870	0.8792	0.1078	11.1%	0.0107	1.1%	82%	False	False	116,716
80	0.9870	0.8792	0.1078	11.1%	0.0106	1.1%	82%	False	False	89,386
100	0.9870	0.8724	0.1146	11.8%	0.0100	1.0%	83%	False	False	71,577
120	0.9870	0.8631	0.1239	12.8%	0.0091	0.9%	84%	False	False	59,727

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1.0743
2.618	1.0405
1.618	1.0198
1.000	1.0070
0.618	0.9991
HIGH	0.9863
0.618	0.9784
0.500	0.9760
0.382	0.9735
LOW	0.9656
0.618	0.9528
1.000	0.9449
1.618	0.9321
2.618	0.9114
4.250	0.8776

Fisher Pivots for day following 11-Mar-2008
Pivot	1 day	3 day
R1	0.9760	0.9763
PP	0.9731	0.9734
S1	0.9703	0.9704

Download as Excel Spreadsheet

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

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