CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	0.9587	0.9546	-0.0041	-0.4%	0.9410
High	0.9672	0.9577	-0.0095	-1.0%	0.9499
Low	0.9536	0.9367	-0.0169	-1.8%	0.9316
Close	0.9561	0.9403	-0.0158	-1.7%	0.9418
Range	0.0136	0.0210	0.0074	54.4%	0.0183
ATR	0.0108	0.0115	0.0007	6.8%	0.0000
Volume	199,354	150,690	-48,664	-24.4%	663,015

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0079	0.9951	0.9519
R3	0.9869	0.9741	0.9461
R2	0.9659	0.9659	0.9442
R1	0.9531	0.9531	0.9422	0.9490
PP	0.9449	0.9449	0.9449	0.9429
S1	0.9321	0.9321	0.9384	0.9280
S2	0.9239	0.9239	0.9365
S3	0.9029	0.9111	0.9345
S4	0.8819	0.8901	0.9288

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	0.9672	0.9353	0.0319	3.4%	0.0152	1.6%	16%	False	False	156,556
10	0.9672	0.9316	0.0356	3.8%	0.0124	1.3%	24%	False	False	146,854
20	0.9672	0.9251	0.0421	4.5%	0.0111	1.2%	36%	False	False	139,194
40	0.9785	0.9251	0.0534	5.7%	0.0105	1.1%	28%	False	False	83,820
60	0.9790	0.9251	0.0539	5.7%	0.0097	1.0%	28%	False	False	55,985
80	1.0170	0.9251	0.0919	9.8%	0.0090	1.0%	17%	False	False	42,010
100	1.0505	0.9251	0.1254	13.3%	0.0090	1.0%	12%	False	False	33,623

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 82 trading days

Fibonacci Retracements and Extensions
4.250	1.0470
2.618	1.0127
1.618	0.9917
1.000	0.9787
0.618	0.9707
HIGH	0.9577
0.618	0.9497
0.500	0.9472
0.382	0.9447
LOW	0.9367
0.618	0.9237
1.000	0.9157
1.618	0.9027
2.618	0.8817
4.250	0.8475

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	0.9472	0.9520
PP	0.9449	0.9481
S1	0.9426	0.9442

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

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