CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 27-Feb-2008

Day Change Summary
	Previous	Current
	26-Feb-2008	27-Feb-2008	Change	Change %	Previous Week
Open	0.9314	0.9388	0.0074	0.8%	0.9336
High	0.9394	0.9495	0.0101	1.1%	0.9441
Low	0.9314	0.9380	0.0066	0.7%	0.9298
Close	0.9388	0.9457	0.0069	0.7%	0.9418
Range	0.0080	0.0115	0.0035	43.8%	0.0143
ATR	0.0087	0.0089	0.0002	2.3%	0.0000
Volume	280	578	298	106.4%	2,655

Daily Pivots for day following 27-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9789	0.9738	0.9520
R3	0.9674	0.9623	0.9489
R2	0.9559	0.9559	0.9478
R1	0.9508	0.9508	0.9468	0.9534
PP	0.9444	0.9444	0.9444	0.9457
S1	0.9393	0.9393	0.9446	0.9419
S2	0.9329	0.9329	0.9436
S3	0.9214	0.9278	0.9425
S4	0.9099	0.9163	0.9394

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9815	0.9759	0.9497
R3	0.9672	0.9616	0.9457
R2	0.9529	0.9529	0.9444
R1	0.9473	0.9473	0.9431	0.9501
PP	0.9386	0.9386	0.9386	0.9400
S1	0.9330	0.9330	0.9405	0.9358
S2	0.9243	0.9243	0.9392
S3	0.9100	0.9187	0.9379
S4	0.8957	0.9044	0.9339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9495	0.9307	0.0188	2.0%	0.0087	0.9%	80%	True	False	661
10	0.9495	0.9287	0.0208	2.2%	0.0091	1.0%	82%	True	False	471
20	0.9526	0.9287	0.0239	2.5%	0.0084	0.9%	71%	False	False	299
40	0.9597	0.9115	0.0482	5.1%	0.0084	0.9%	71%	False	False	347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9984
2.618	0.9796
1.618	0.9681
1.000	0.9610
0.618	0.9566
HIGH	0.9495
0.618	0.9451
0.500	0.9438
0.382	0.9424
LOW	0.9380
0.618	0.9309
1.000	0.9265
1.618	0.9194
2.618	0.9079
4.250	0.8891

Fisher Pivots for day following 27-Feb-2008
Pivot	1 day	3 day
R1	0.9451	0.9439
PP	0.9444	0.9420
S1	0.9438	0.9402

Download as Excel Spreadsheet

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

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