CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 12-Mar-2008

Day Change Summary
	Previous	Current
	11-Mar-2008	12-Mar-2008	Change	Change %	Previous Week
Open	0.9879	0.9717	-0.0162	-1.6%	0.9699
High	0.9908	0.9890	-0.0018	-0.2%	0.9909
Low	0.9702	0.9708	0.0006	0.1%	0.9652
Close	0.9721	0.9852	0.0131	1.3%	0.9796
Range	0.0206	0.0182	-0.0024	-11.7%	0.0257
ATR	0.0112	0.0117	0.0005	4.5%	0.0000
Volume	58,571	43,532	-15,039	-25.7%	17,154

Daily Pivots for day following 12-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0363	1.0289	0.9952
R3	1.0181	1.0107	0.9902
R2	0.9999	0.9999	0.9885
R1	0.9925	0.9925	0.9869	0.9962
PP	0.9817	0.9817	0.9817	0.9835
S1	0.9743	0.9743	0.9835	0.9780
S2	0.9635	0.9635	0.9819
S3	0.9453	0.9561	0.9802
S4	0.9271	0.9379	0.9752

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	0.9667	0.0242	2.5%	0.0160	1.6%	76%	False	False	25,007
10	0.9909	0.9437	0.0472	4.8%	0.0131	1.3%	88%	False	False	13,052
20	0.9909	0.9287	0.0622	6.3%	0.0111	1.1%	91%	False	False	6,761
40	0.9909	0.9287	0.0622	6.3%	0.0099	1.0%	91%	False	False	3,527

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

Fibonacci Retracements and Extensions
4.250	1.0664
2.618	1.0366
1.618	1.0184
1.000	1.0072
0.618	1.0002
HIGH	0.9890
0.618	0.9820
0.500	0.9799
0.382	0.9778
LOW	0.9708
0.618	0.9596
1.000	0.9526
1.618	0.9414
2.618	0.9232
4.250	0.8935

Fisher Pivots for day following 12-Mar-2008
Pivot	1 day	3 day
R1	0.9834	0.9836
PP	0.9817	0.9821
S1	0.9799	0.9805

Download as Excel Spreadsheet

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

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