CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 11-Mar-2008

Day Change Summary
	Previous	Current
	10-Mar-2008	11-Mar-2008	Change	Change %	Previous Week
Open	0.9796	0.9879	0.0083	0.8%	0.9699
High	0.9896	0.9908	0.0012	0.1%	0.9909
Low	0.9794	0.9702	-0.0092	-0.9%	0.9652
Close	0.9871	0.9721	-0.0150	-1.5%	0.9796
Range	0.0102	0.0206	0.0104	102.0%	0.0257
ATR	0.0105	0.0112	0.0007	6.9%	0.0000
Volume	10,121	58,571	48,450	478.7%	17,154

Daily Pivots for day following 11-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0395	1.0264	0.9834
R3	1.0189	1.0058	0.9778
R2	0.9983	0.9983	0.9759
R1	0.9852	0.9852	0.9740	0.9815
PP	0.9777	0.9777	0.9777	0.9758
S1	0.9646	0.9646	0.9702	0.9609
S2	0.9571	0.9571	0.9683
S3	0.9365	0.9440	0.9664
S4	0.9159	0.9234	0.9608

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%	0.0140	1.4%	27%	False	False	16,559
10	0.9909	0.9380	0.0529	5.4%	0.0124	1.3%	64%	False	False	8,756
20	0.9909	0.9287	0.0622	6.4%	0.0107	1.1%	70%	False	False	4,588
40	0.9909	0.9287	0.0622	6.4%	0.0097	1.0%	70%	False	False	2,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	1.0784
2.618	1.0447
1.618	1.0241
1.000	1.0114
0.618	1.0035
HIGH	0.9908
0.618	0.9829
0.500	0.9805
0.382	0.9781
LOW	0.9702
0.618	0.9575
1.000	0.9496
1.618	0.9369
2.618	0.9163
4.250	0.8827

Fisher Pivots for day following 11-Mar-2008
Pivot	1 day	3 day
R1	0.9805	0.9806
PP	0.9777	0.9777
S1	0.9749	0.9749

Download as Excel Spreadsheet

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

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