CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 06-Mar-2008

Day Change Summary
	Previous	Current
	05-Mar-2008	06-Mar-2008	Change	Change %	Previous Week
Open	0.9723	0.9682	-0.0041	-0.4%	0.9384
High	0.9733	0.9805	0.0072	0.7%	0.9689
Low	0.9652	0.9667	0.0015	0.2%	0.9308
Close	0.9682	0.9767	0.0085	0.9%	0.9675
Range	0.0081	0.0138	0.0057	70.4%	0.0381
ATR	0.0097	0.0100	0.0003	3.0%	0.0000
Volume	1,290	8,056	6,766	524.5%	3,039

Daily Pivots for day following 06-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0160	1.0102	0.9843
R3	1.0022	0.9964	0.9805
R2	0.9884	0.9884	0.9792
R1	0.9826	0.9826	0.9780	0.9855
PP	0.9746	0.9746	0.9746	0.9761
S1	0.9688	0.9688	0.9754	0.9717
S2	0.9608	0.9608	0.9742
S3	0.9470	0.9550	0.9729
S4	0.9332	0.9412	0.9691

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	0.9805	0.9582	0.0223	2.3%	0.0102	1.0%	83%	True	False	2,582
10	0.9805	0.9308	0.0497	5.1%	0.0099	1.0%	92%	True	False	1,611
20	0.9805	0.9287	0.0518	5.3%	0.0092	0.9%	93%	True	False	938
40	0.9805	0.9229	0.0576	5.9%	0.0088	0.9%	93%	True	False	640

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	0.0008
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0392
2.618	1.0166
1.618	1.0028
1.000	0.9943
0.618	0.9890
HIGH	0.9805
0.618	0.9752
0.500	0.9736
0.382	0.9720
LOW	0.9667
0.618	0.9582
1.000	0.9529
1.618	0.9444
2.618	0.9306
4.250	0.9081

Fisher Pivots for day following 06-Mar-2008
Pivot	1 day	3 day
R1	0.9757	0.9754
PP	0.9746	0.9741
S1	0.9736	0.9729

Download as Excel Spreadsheet

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

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