CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 05-Mar-2008

Day Change Summary
	Previous	Current
	04-Mar-2008	05-Mar-2008	Change	Change %	Previous Week
Open	0.9721	0.9723	0.0002	0.0%	0.9384
High	0.9796	0.9733	-0.0063	-0.6%	0.9689
Low	0.9717	0.9652	-0.0065	-0.7%	0.9308
Close	0.9751	0.9682	-0.0069	-0.7%	0.9675
Range	0.0079	0.0081	0.0002	2.5%	0.0381
ATR	0.0097	0.0097	0.0000	0.2%	0.0000
Volume	2,117	1,290	-827	-39.1%	3,039

Daily Pivots for day following 05-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9932	0.9888	0.9727
R3	0.9851	0.9807	0.9704
R2	0.9770	0.9770	0.9697
R1	0.9726	0.9726	0.9689	0.9708
PP	0.9689	0.9689	0.9689	0.9680
S1	0.9645	0.9645	0.9675	0.9627
S2	0.9608	0.9608	0.9667
S3	0.9527	0.9564	0.9660
S4	0.9446	0.9483	0.9637

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	0.9437	0.0364	3.8%	0.0101	1.0%	67%	False	False	1,097
10	0.9801	0.9307	0.0494	5.1%	0.0094	1.0%	76%	False	False	879
20	0.9801	0.9287	0.0514	5.3%	0.0093	1.0%	77%	False	False	537
40	0.9801	0.9229	0.0572	5.9%	0.0086	0.9%	79%	False	False	473

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0077
2.618	0.9945
1.618	0.9864
1.000	0.9814
0.618	0.9783
HIGH	0.9733
0.618	0.9702
0.500	0.9693
0.382	0.9683
LOW	0.9652
0.618	0.9602
1.000	0.9571
1.618	0.9521
2.618	0.9440
4.250	0.9308

Fisher Pivots for day following 05-Mar-2008
Pivot	1 day	3 day
R1	0.9693	0.9727
PP	0.9689	0.9712
S1	0.9686	0.9697

Download as Excel Spreadsheet

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

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