CME Japanese Yen Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Mar-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Mar-2008 | 
                    20-Mar-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0086 | 
                        1.0176 | 
                        0.0090 | 
                        0.9% | 
                        0.9850 | 
                     
                    
                        | High | 
                        1.0221 | 
                        1.0176 | 
                        -0.0045 | 
                        -0.4% | 
                        1.0129 | 
                     
                    
                        | Low | 
                        1.0026 | 
                        1.0176 | 
                        0.0150 | 
                        1.5% | 
                        0.9725 | 
                     
                    
                        | Close | 
                        1.0123 | 
                        1.0220 | 
                        0.0097 | 
                        1.0% | 
                        1.0155 | 
                     
                    
                        | Range | 
                        0.0195 | 
                        0.0000 | 
                        -0.0195 | 
                        -100.0% | 
                        0.0404 | 
                     
                    
                        | ATR | 
                        0.0132 | 
                        0.0126 | 
                        -0.0006 | 
                        -4.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        123 | 
                        31 | 
                        -92 | 
                        -74.8% | 
                        37 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0191 | 
                1.0205 | 
                1.0220 | 
                 | 
             
            
                | R3 | 
                1.0191 | 
                1.0205 | 
                1.0220 | 
                 | 
             
            
                | R2 | 
                1.0191 | 
                1.0191 | 
                1.0220 | 
                 | 
             
            
                | R1 | 
                1.0205 | 
                1.0205 | 
                1.0220 | 
                1.0198 | 
             
            
                | PP | 
                1.0191 | 
                1.0191 | 
                1.0191 | 
                1.0187 | 
             
            
                | S1 | 
                1.0205 | 
                1.0205 | 
                1.0220 | 
                1.0198 | 
             
            
                | S2 | 
                1.0191 | 
                1.0191 | 
                1.0220 | 
                 | 
             
            
                | S3 | 
                1.0191 | 
                1.0205 | 
                1.0220 | 
                 | 
             
            
                | S4 | 
                1.0191 | 
                1.0205 | 
                1.0220 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1215 | 
                1.1089 | 
                1.0377 | 
                 | 
             
            
                | R3 | 
                1.0811 | 
                1.0685 | 
                1.0266 | 
                 | 
             
            
                | R2 | 
                1.0407 | 
                1.0407 | 
                1.0229 | 
                 | 
             
            
                | R1 | 
                1.0281 | 
                1.0281 | 
                1.0192 | 
                1.0344 | 
             
            
                | PP | 
                1.0003 | 
                1.0003 | 
                1.0003 | 
                1.0035 | 
             
            
                | S1 | 
                0.9877 | 
                0.9877 | 
                1.0118 | 
                0.9940 | 
             
            
                | S2 | 
                0.9599 | 
                0.9599 | 
                1.0081 | 
                 | 
             
            
                | S3 | 
                0.9195 | 
                0.9473 | 
                1.0044 | 
                 | 
             
            
                | S4 | 
                0.8791 | 
                0.9069 | 
                0.9933 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0176 | 
         
        
            | 
2.618             | 
            1.0176 | 
         
        
            | 
1.618             | 
            1.0176 | 
         
        
            | 
1.000             | 
            1.0176 | 
         
        
            | 
0.618             | 
            1.0176 | 
         
        
            | 
HIGH             | 
            1.0176 | 
         
        
            | 
0.618             | 
            1.0176 | 
         
        
            | 
0.500             | 
            1.0176 | 
         
        
            | 
0.382             | 
            1.0176 | 
         
        
            | 
LOW             | 
            1.0176 | 
         
        
            | 
0.618             | 
            1.0176 | 
         
        
            | 
1.000             | 
            1.0176 | 
         
        
            | 
1.618             | 
            1.0176 | 
         
        
            | 
2.618             | 
            1.0176 | 
         
        
            | 
4.250             | 
            1.0176 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Mar-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0205 | 
                                1.0207 | 
                             
                            
                                | PP | 
                                1.0191 | 
                                1.0194 | 
                             
                            
                                | S1 | 
                                1.0176 | 
                                1.0181 | 
                             
             
         |