CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 07-Mar-2008

Day Change Summary
	Previous	Current
	06-Mar-2008	07-Mar-2008	Change	Change %	Previous Week
Open	0.9682	0.9797	0.0115	1.2%	0.9699
High	0.9805	0.9909	0.0104	1.1%	0.9909
Low	0.9667	0.9735	0.0068	0.7%	0.9652
Close	0.9767	0.9796	0.0029	0.3%	0.9796
Range	0.0138	0.0174	0.0036	26.1%	0.0257
ATR	0.0100	0.0105	0.0005	5.3%	0.0000
Volume	8,056	4,758	-3,298	-40.9%	17,154

Daily Pivots for day following 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0335	1.0240	0.9892
R3	1.0161	1.0066	0.9844
R2	0.9987	0.9987	0.9828
R1	0.9892	0.9892	0.9812	0.9853
PP	0.9813	0.9813	0.9813	0.9794
S1	0.9718	0.9718	0.9780	0.9679
S2	0.9639	0.9639	0.9764
S3	0.9465	0.9544	0.9748
S4	0.9291	0.9370	0.9700

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0557	1.0433	0.9937
R3	1.0300	1.0176	0.9867
R2	1.0043	1.0043	0.9843
R1	0.9919	0.9919	0.9820	0.9981
PP	0.9786	0.9786	0.9786	0.9817
S1	0.9662	0.9662	0.9772	0.9724
S2	0.9529	0.9529	0.9749
S3	0.9272	0.9405	0.9725
S4	0.9015	0.9148	0.9655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9909	0.9652	0.0257	2.6%	0.0115	1.2%	56%	True	False	3,430
10	0.9909	0.9308	0.0601	6.1%	0.0110	1.1%	81%	True	False	2,019
20	0.9909	0.9287	0.0622	6.3%	0.0099	1.0%	82%	True	False	1,164
40	0.9909	0.9287	0.0622	6.3%	0.0092	0.9%	82%	True	False	758

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	0.0014
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	1.0649
2.618	1.0365
1.618	1.0191
1.000	1.0083
0.618	1.0017
HIGH	0.9909
0.618	0.9843
0.500	0.9822
0.382	0.9801
LOW	0.9735
0.618	0.9627
1.000	0.9561
1.618	0.9453
2.618	0.9279
4.250	0.8996

Fisher Pivots for day following 07-Mar-2008
Pivot	1 day	3 day
R1	0.9822	0.9791
PP	0.9813	0.9786
S1	0.9805	0.9781

Download as Excel Spreadsheet

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

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