CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	0.9423	0.9349	-0.0074	-0.8%	0.9458
High	0.9459	0.9360	-0.0099	-1.0%	0.9672
Low	0.9335	0.9288	-0.0047	-0.5%	0.9367
Close	0.9356	0.9294	-0.0062	-0.7%	0.9384
Range	0.0124	0.0072	-0.0052	-41.9%	0.0305
ATR	0.0111	0.0108	-0.0003	-2.5%	0.0000
Volume	71,574	121,456	49,882	69.7%	828,337

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9530	0.9484	0.9334
R3	0.9458	0.9412	0.9314
R2	0.9386	0.9386	0.9307
R1	0.9340	0.9340	0.9301	0.9327
PP	0.9314	0.9314	0.9314	0.9308
S1	0.9268	0.9268	0.9287	0.9255
S2	0.9242	0.9242	0.9281
S3	0.9170	0.9196	0.9274
S4	0.9098	0.9124	0.9254

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0389	1.0192	0.9552
R3	1.0084	0.9887	0.9468
R2	0.9779	0.9779	0.9440
R1	0.9582	0.9582	0.9412	0.9528
PP	0.9474	0.9474	0.9474	0.9448
S1	0.9277	0.9277	0.9356	0.9223
S2	0.9169	0.9169	0.9328
S3	0.8864	0.8972	0.9300
S4	0.8559	0.8667	0.9216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9577	0.9288	0.0289	3.1%	0.0114	1.2%	2%	False	True	125,224
10	0.9672	0.9288	0.0384	4.1%	0.0119	1.3%	2%	False	True	135,824
20	0.9672	0.9251	0.0421	4.5%	0.0113	1.2%	10%	False	False	138,412
40	0.9678	0.9251	0.0427	4.6%	0.0105	1.1%	10%	False	False	95,659
60	0.9790	0.9251	0.0539	5.8%	0.0098	1.1%	8%	False	False	63,895
80	1.0062	0.9251	0.0811	8.7%	0.0090	1.0%	5%	False	False	47,952
100	1.0505	0.9251	0.1254	13.5%	0.0092	1.0%	3%	False	False	38,377

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9666
2.618	0.9548
1.618	0.9476
1.000	0.9432
0.618	0.9404
HIGH	0.9360
0.618	0.9332
0.500	0.9324
0.382	0.9316
LOW	0.9288
0.618	0.9244
1.000	0.9216
1.618	0.9172
2.618	0.9100
4.250	0.8982

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	0.9324	0.9374
PP	0.9314	0.9347
S1	0.9304	0.9321

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

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