CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 28-Feb-2008

Day Change Summary
	Previous	Current
	27-Feb-2008	28-Feb-2008	Change	Change %	Previous Week
Open	0.9388	0.9450	0.0062	0.7%	0.9336
High	0.9495	0.9573	0.0078	0.8%	0.9441
Low	0.9380	0.9437	0.0057	0.6%	0.9298
Close	0.9457	0.9551	0.0094	1.0%	0.9418
Range	0.0115	0.0136	0.0021	18.3%	0.0143
ATR	0.0089	0.0093	0.0003	3.7%	0.0000
Volume	578	631	53	9.2%	2,655

Daily Pivots for day following 28-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9928	0.9876	0.9626
R3	0.9792	0.9740	0.9588
R2	0.9656	0.9656	0.9576
R1	0.9604	0.9604	0.9563	0.9630
PP	0.9520	0.9520	0.9520	0.9534
S1	0.9468	0.9468	0.9539	0.9494
S2	0.9384	0.9384	0.9526
S3	0.9248	0.9332	0.9514
S4	0.9112	0.9196	0.9476

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	0.9573	0.9308	0.0265	2.8%	0.0096	1.0%	92%	True	False	641
10	0.9573	0.9297	0.0276	2.9%	0.0100	1.0%	92%	True	False	522
20	0.9573	0.9287	0.0286	3.0%	0.0086	0.9%	92%	True	False	319
40	0.9597	0.9229	0.0368	3.9%	0.0083	0.9%	88%	False	False	363

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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0151
2.618	0.9929
1.618	0.9793
1.000	0.9709
0.618	0.9657
HIGH	0.9573
0.618	0.9521
0.500	0.9505
0.382	0.9489
LOW	0.9437
0.618	0.9353
1.000	0.9301
1.618	0.9217
2.618	0.9081
4.250	0.8859

Fisher Pivots for day following 28-Feb-2008
Pivot	1 day	3 day
R1	0.9536	0.9515
PP	0.9520	0.9479
S1	0.9505	0.9444

Download as Excel Spreadsheet

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

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