CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 04-Apr-2008

Day Change Summary
	Previous	Current
	03-Apr-2008	04-Apr-2008	Change	Change %	Previous Week
Open	0.9825	0.9821	-0.0004	0.0%	1.0137
High	0.9856	0.9916	0.0060	0.6%	1.0139
Low	0.9806	0.9821	0.0015	0.2%	0.9806
Close	0.9850	0.9907	0.0057	0.6%	0.9907
Range	0.0050	0.0095	0.0045	90.0%	0.0333
ATR	0.0114	0.0113	-0.0001	-1.2%	0.0000
Volume	1,041	17	-1,024	-98.4%	1,125

Daily Pivots for day following 04-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0166	1.0132	0.9959
R3	1.0071	1.0037	0.9933
R2	0.9976	0.9976	0.9924
R1	0.9942	0.9942	0.9916	0.9959
PP	0.9881	0.9881	0.9881	0.9890
S1	0.9847	0.9847	0.9898	0.9864
S2	0.9786	0.9786	0.9890
S3	0.9691	0.9752	0.9881
S4	0.9596	0.9657	0.9855

Weekly Pivots for week ending 04-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0950	1.0761	1.0090
R3	1.0617	1.0428	0.9999
R2	1.0284	1.0284	0.9968
R1	1.0095	1.0095	0.9938	1.0023
PP	0.9951	0.9951	0.9951	0.9915
S1	0.9762	0.9762	0.9876	0.9690
S2	0.9618	0.9618	0.9846
S3	0.9285	0.9429	0.9815
S4	0.8952	0.9096	0.9724

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0139	0.9806	0.0333	3.4%	0.0075	0.8%	30%	False	False	225
10	1.0290	0.9806	0.0484	4.9%	0.0095	1.0%	21%	False	False	223
20	1.0505	0.9725	0.0780	7.9%	0.0106	1.1%	23%	False	False	124

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0320
2.618	1.0165
1.618	1.0070
1.000	1.0011
0.618	0.9975
HIGH	0.9916
0.618	0.9880
0.500	0.9869
0.382	0.9857
LOW	0.9821
0.618	0.9762
1.000	0.9726
1.618	0.9667
2.618	0.9572
4.250	0.9417

Fisher Pivots for day following 04-Apr-2008
Pivot	1 day	3 day
R1	0.9894	0.9892
PP	0.9881	0.9876
S1	0.9869	0.9861

Download as Excel Spreadsheet

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

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