CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 14-Jul-2008

Day Change Summary
	Previous	Current
	11-Jul-2008	14-Jul-2008	Change	Change %	Previous Week
Open	0.9372	0.9458	0.0086	0.9%	0.9410
High	0.9499	0.9468	-0.0031	-0.3%	0.9499
Low	0.9353	0.9395	0.0042	0.4%	0.9316
Close	0.9418	0.9457	0.0039	0.4%	0.9418
Range	0.0146	0.0073	-0.0073	-50.0%	0.0183
ATR	0.0100	0.0098	-0.0002	-1.9%	0.0000
Volume	122,115	201,262	79,147	64.8%	663,015

Daily Pivots for day following 14-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9659	0.9631	0.9497
R3	0.9586	0.9558	0.9477
R2	0.9513	0.9513	0.9470
R1	0.9485	0.9485	0.9464	0.9463
PP	0.9440	0.9440	0.9440	0.9429
S1	0.9412	0.9412	0.9450	0.9390
S2	0.9367	0.9367	0.9444
S3	0.9294	0.9339	0.9437
S4	0.9221	0.9266	0.9417

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	0.9323	0.0176	1.9%	0.0098	1.0%	76%	False	False	143,827
10	0.9565	0.9316	0.0249	2.6%	0.0102	1.1%	57%	False	False	145,321
20	0.9565	0.9251	0.0314	3.3%	0.0093	1.0%	66%	False	False	134,150
40	0.9785	0.9251	0.0534	5.6%	0.0096	1.0%	39%	False	False	72,373
60	0.9808	0.9251	0.0557	5.9%	0.0090	1.0%	37%	False	False	48,334
80	1.0290	0.9251	0.1039	11.0%	0.0088	0.9%	20%	False	False	36,280
100	1.0505	0.9251	0.1254	13.3%	0.0085	0.9%	16%	False	False	29,032

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9778
2.618	0.9659
1.618	0.9586
1.000	0.9541
0.618	0.9513
HIGH	0.9468
0.618	0.9440
0.500	0.9432
0.382	0.9423
LOW	0.9395
0.618	0.9350
1.000	0.9322
1.618	0.9277
2.618	0.9204
4.250	0.9085

Fisher Pivots for day following 14-Jul-2008
Pivot	1 day	3 day
R1	0.9449	0.9444
PP	0.9440	0.9431
S1	0.9432	0.9418

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

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