CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 03-Mar-2008

Day Change Summary
	Previous	Current
	29-Feb-2008	03-Mar-2008	Change	Change %	Previous Week
Open	0.9600	0.9699	0.0099	1.0%	0.9384
High	0.9689	0.9801	0.0112	1.2%	0.9689
Low	0.9582	0.9697	0.0115	1.2%	0.9308
Close	0.9675	0.9751	0.0076	0.8%	0.9675
Range	0.0107	0.0104	-0.0003	-2.8%	0.0381
ATR	0.0096	0.0098	0.0002	2.2%	0.0000
Volume	514	933	419	81.5%	3,039

Daily Pivots for day following 03-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0062	1.0010	0.9808
R3	0.9958	0.9906	0.9780
R2	0.9854	0.9854	0.9770
R1	0.9802	0.9802	0.9761	0.9828
PP	0.9750	0.9750	0.9750	0.9763
S1	0.9698	0.9698	0.9741	0.9724
S2	0.9646	0.9646	0.9732
S3	0.9542	0.9594	0.9722
S4	0.9438	0.9490	0.9694

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0700	1.0569	0.9885
R3	1.0319	1.0188	0.9780
R2	0.9938	0.9938	0.9745
R1	0.9807	0.9807	0.9710	0.9873
PP	0.9557	0.9557	0.9557	0.9590
S1	0.9426	0.9426	0.9640	0.9492
S2	0.9176	0.9176	0.9605
S3	0.8795	0.9045	0.9570
S4	0.8414	0.8664	0.9465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9801	0.9314	0.0487	5.0%	0.0108	1.1%	90%	True	False	587
10	0.9801	0.9298	0.0503	5.2%	0.0099	1.0%	90%	True	False	658
20	0.9801	0.9287	0.0514	5.3%	0.0091	0.9%	90%	True	False	372
40	0.9801	0.9229	0.0572	5.9%	0.0085	0.9%	91%	True	False	397

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0243
2.618	1.0073
1.618	0.9969
1.000	0.9905
0.618	0.9865
HIGH	0.9801
0.618	0.9761
0.500	0.9749
0.382	0.9737
LOW	0.9697
0.618	0.9633
1.000	0.9593
1.618	0.9529
2.618	0.9425
4.250	0.9255

Fisher Pivots for day following 03-Mar-2008
Pivot	1 day	3 day
R1	0.9750	0.9707
PP	0.9750	0.9663
S1	0.9749	0.9619

Download as Excel Spreadsheet

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

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