CME Japanese Yen Future September 2008

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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 0.9770 0.9888 0.0118 1.2% 0.9789 High 0.9797 0.9888 0.0091 0.9% 0.9929 Low 0.9725 0.9888 0.0163 1.7% 0.9711 Close 0.9755 0.9888 0.0133 1.4% 0.9832 Range 0.0072 0.0000 -0.0072 -100.0% 0.0218 ATR 0.0089 0.0092 0.0003 3.6% 0.0000 Volume 24 5 -19 -79.2% 194
Daily Pivots for day following 12-Mar-2008 Classic Woodie Camarilla DeMark R4 0.9888 0.9888 0.9888 R3 0.9888 0.9888 0.9888 R2 0.9888 0.9888 0.9888 R1 0.9888 0.9888 0.9888 0.9888 PP 0.9888 0.9888 0.9888 0.9888 S1 0.9888 0.9888 0.9888 0.9888 S2 0.9888 0.9888 0.9888 S3 0.9888 0.9888 0.9888 S4 0.9888 0.9888 0.9888	Weekly Pivots for week ending 07-Mar-2008 Classic Woodie Camarilla DeMark R4 1.0478 1.0373 0.9952 R3 1.0260 1.0155 0.9892 R2 1.0042 1.0042 0.9872 R1 0.9937 0.9937 0.9852 0.9990 PP 0.9824 0.9824 0.9824 0.9850 S1 0.9719 0.9719 0.9812 0.9772 S2 0.9606 0.9606 0.9792 S3 0.9388 0.9501 0.9772 S4 0.9170 0.9283 0.9712
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9929 0.9725 0.0204 2.1% 0.0050 0.5% 80% False False 15 10 0.9929 0.9589 0.0340 3.4% 0.0046 0.5% 88% False False 25
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0008 Narrowest range in 10 trading days	Fibonacci Retracements and Extensions 4.250 0.9888 2.618 0.9888 1.618 0.9888 1.000 0.9888 0.618 0.9888 HIGH 0.9888 0.618 0.9888 0.500 0.9888 0.382 0.9888 LOW 0.9888 0.618 0.9888 1.000 0.9888 1.618 0.9888 2.618 0.9888 4.250 0.9888
Fisher Pivots for day following 12-Mar-2008 Pivot 1 day 3 day R1 0.9888 0.9865 PP 0.9888 0.9842 S1 0.9888 0.9819

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