CME Japanese Yen Future September 2008

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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 0.9820 0.9712 -0.0108 -1.1% 0.9395 High 0.9838 0.9741 -0.0097 -1.0% 0.9732 Low 0.9820 0.9711 -0.0109 -1.1% 0.9372 Close 0.9790 0.9721 -0.0069 -0.7% 0.9714 Range 0.0018 0.0030 0.0012 66.7% 0.0360 ATR Volume 125 11 -114 -91.2% 336
Daily Pivots for day following 05-Mar-2008 Classic Woodie Camarilla DeMark R4 0.9814 0.9798 0.9738 R3 0.9784 0.9768 0.9729 R2 0.9754 0.9754 0.9727 R1 0.9738 0.9738 0.9724 0.9746 PP 0.9724 0.9724 0.9724 0.9729 S1 0.9708 0.9708 0.9718 0.9716 S2 0.9694 0.9694 0.9716 S3 0.9664 0.9678 0.9713 S4 0.9634 0.9648 0.9705	Weekly Pivots for week ending 29-Feb-2008 Classic Woodie Camarilla DeMark R4 1.0686 1.0560 0.9912 R3 1.0326 1.0200 0.9813 R2 0.9966 0.9966 0.9780 R1 0.9840 0.9840 0.9747 0.9903 PP 0.9606 0.9606 0.9606 0.9638 S1 0.9480 0.9480 0.9681 0.9543 S2 0.9246 0.9246 0.9648 S3 0.8886 0.9120 0.9615 S4 0.8526 0.8760 0.9516
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9838 0.9589 0.0249 2.6% 0.0042 0.4% 53% False False 36 10 0.9838 0.9345 0.0493 5.1% 0.0025 0.3% 76% False False 100
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 0.0005 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9869 2.618 0.9820 1.618 0.9790 1.000 0.9771 0.618 0.9760 HIGH 0.9741 0.618 0.9730 0.500 0.9726 0.382 0.9722 LOW 0.9711 0.618 0.9692 1.000 0.9681 1.618 0.9662 2.618 0.9632 4.250 0.9584
Fisher Pivots for day following 05-Mar-2008 Pivot 1 day 3 day R1 0.9726 0.9775 PP 0.9724 0.9757 S1 0.9723 0.9739

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