CME Japanese Yen Future September 2008

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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 0.9712 0.9812 0.0100 1.0% 0.9395 High 0.9741 0.9839 0.0098 1.0% 0.9732 Low 0.9711 0.9810 0.0099 1.0% 0.9372 Close 0.9721 0.9809 0.0088 0.9% 0.9714 Range 0.0030 0.0029 -0.0001 -3.3% 0.0360 ATR Volume 11 12 1 9.1% 336
Daily Pivots for day following 06-Mar-2008 Classic Woodie Camarilla DeMark R4 0.9906 0.9887 0.9825 R3 0.9877 0.9858 0.9817 R2 0.9848 0.9848 0.9814 R1 0.9829 0.9829 0.9812 0.9824 PP 0.9819 0.9819 0.9819 0.9817 S1 0.9800 0.9800 0.9806 0.9795 S2 0.9790 0.9790 0.9804 S3 0.9761 0.9771 0.9801 S4 0.9732 0.9742 0.9793	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 0.9839 0.9689 0.0150 1.5% 0.0040 0.4% 80% True False 34 10 0.9839 0.9372 0.0467 4.8% 0.0028 0.3% 94% True False 52
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9962 2.618 0.9915 1.618 0.9886 1.000 0.9868 0.618 0.9857 HIGH 0.9839 0.618 0.9828 0.500 0.9825 0.382 0.9821 LOW 0.9810 0.618 0.9792 1.000 0.9781 1.618 0.9763 2.618 0.9734 4.250 0.9687
Fisher Pivots for day following 06-Mar-2008 Pivot 1 day 3 day R1 0.9825 0.9798 PP 0.9819 0.9786 S1 0.9814 0.9775

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