CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 28-Jul-2008

Day Change Summary
	Previous	Current
	25-Jul-2008	28-Jul-2008	Change	Change %	Previous Week
Open	0.9341	0.9296	-0.0045	-0.5%	0.9384
High	0.9409	0.9342	-0.0067	-0.7%	0.9459
Low	0.9288	0.9278	-0.0010	-0.1%	0.9286
Close	0.9293	0.9329	0.0036	0.4%	0.9293
Range	0.0121	0.0064	-0.0057	-47.1%	0.0173
ATR	0.0107	0.0104	-0.0003	-2.9%	0.0000
Volume	102,325	135,664	33,339	32.6%	511,731

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9508	0.9483	0.9364
R3	0.9444	0.9419	0.9347
R2	0.9380	0.9380	0.9341
R1	0.9355	0.9355	0.9335	0.9368
PP	0.9316	0.9316	0.9316	0.9323
S1	0.9291	0.9291	0.9323	0.9304
S2	0.9252	0.9252	0.9317
S3	0.9188	0.9227	0.9311
S4	0.9124	0.9163	0.9294

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9865	0.9752	0.9388
R3	0.9692	0.9579	0.9341
R2	0.9519	0.9519	0.9325
R1	0.9406	0.9406	0.9309	0.9376
PP	0.9346	0.9346	0.9346	0.9331
S1	0.9233	0.9233	0.9277	0.9203
S2	0.9173	0.9173	0.9261
S3	0.9000	0.9060	0.9245
S4	0.8827	0.8887	0.9198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9459	0.9278	0.0181	1.9%	0.0090	1.0%	28%	False	True	106,532
10	0.9672	0.9278	0.0394	4.2%	0.0116	1.2%	13%	False	True	127,447
20	0.9672	0.9278	0.0394	4.2%	0.0109	1.2%	13%	False	True	136,384
40	0.9678	0.9251	0.0427	4.6%	0.0105	1.1%	18%	False	False	104,082
60	0.9790	0.9251	0.0539	5.8%	0.0098	1.1%	14%	False	False	69,547
80	1.0062	0.9251	0.0811	8.7%	0.0090	1.0%	10%	False	False	52,183
100	1.0505	0.9251	0.1254	13.4%	0.0094	1.0%	6%	False	False	41,771

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0026
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9614
2.618	0.9510
1.618	0.9446
1.000	0.9406
0.618	0.9382
HIGH	0.9342
0.618	0.9318
0.500	0.9310
0.382	0.9302
LOW	0.9278
0.618	0.9238
1.000	0.9214
1.618	0.9174
2.618	0.9110
4.250	0.9006

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	0.9323	0.9344
PP	0.9316	0.9339
S1	0.9310	0.9334

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

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