CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 11-Jul-2008

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	0.9396	0.9372	-0.0024	-0.3%	0.9410
High	0.9406	0.9499	0.0093	1.0%	0.9499
Low	0.9336	0.9353	0.0017	0.2%	0.9316
Close	0.9378	0.9418	0.0040	0.4%	0.9418
Range	0.0070	0.0146	0.0076	108.6%	0.0183
ATR	0.0097	0.0100	0.0004	3.6%	0.0000
Volume	100,035	122,115	22,080	22.1%	663,015

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9861	0.9786	0.9498
R3	0.9715	0.9640	0.9458
R2	0.9569	0.9569	0.9445
R1	0.9494	0.9494	0.9431	0.9532
PP	0.9423	0.9423	0.9423	0.9442
S1	0.9348	0.9348	0.9405	0.9386
S2	0.9277	0.9277	0.9391
S3	0.9131	0.9202	0.9378
S4	0.8985	0.9056	0.9338

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9960	0.9872	0.9519
R3	0.9777	0.9689	0.9468
R2	0.9594	0.9594	0.9452
R1	0.9506	0.9506	0.9435	0.9550
PP	0.9411	0.9411	0.9411	0.9433
S1	0.9323	0.9323	0.9401	0.9367
S2	0.9228	0.9228	0.9384
S3	0.9045	0.9140	0.9368
S4	0.8862	0.8957	0.9317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9499	0.9316	0.0183	1.9%	0.0103	1.1%	56%	True	False	132,603
10	0.9565	0.9316	0.0249	2.6%	0.0108	1.1%	41%	False	False	140,756
20	0.9565	0.9251	0.0314	3.3%	0.0093	1.0%	53%	False	False	128,230
40	0.9785	0.9251	0.0534	5.7%	0.0098	1.0%	31%	False	False	67,356
60	0.9832	0.9251	0.0581	6.2%	0.0092	1.0%	29%	False	False	44,980
80	1.0290	0.9251	0.1039	11.0%	0.0087	0.9%	16%	False	False	33,765
100	1.0505	0.9251	0.1254	13.3%	0.0084	0.9%	13%	False	False	27,024

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.0120
2.618	0.9881
1.618	0.9735
1.000	0.9645
0.618	0.9589
HIGH	0.9499
0.618	0.9443
0.500	0.9426
0.382	0.9409
LOW	0.9353
0.618	0.9263
1.000	0.9207
1.618	0.9117
2.618	0.8971
4.250	0.8733

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	0.9426	0.9416
PP	0.9423	0.9413
S1	0.9421	0.9411

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

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