CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	0.9330	0.9272	-0.0058	-0.6%	0.9384
High	0.9347	0.9311	-0.0036	-0.4%	0.9459
Low	0.9258	0.9254	-0.0004	0.0%	0.9286
Close	0.9276	0.9272	-0.0004	0.0%	0.9293
Range	0.0089	0.0057	-0.0032	-36.0%	0.0173
ATR	0.0103	0.0099	-0.0003	-3.2%	0.0000
Volume	70,112	93,348	23,236	33.1%	511,731

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9450	0.9418	0.9303
R3	0.9393	0.9361	0.9288
R2	0.9336	0.9336	0.9282
R1	0.9304	0.9304	0.9277	0.9301
PP	0.9279	0.9279	0.9279	0.9277
S1	0.9247	0.9247	0.9267	0.9244
S2	0.9222	0.9222	0.9262
S3	0.9165	0.9190	0.9256
S4	0.9108	0.9133	0.9241

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	0.9409	0.9254	0.0155	1.7%	0.0080	0.9%	12%	False	True	100,618
10	0.9577	0.9254	0.0323	3.5%	0.0097	1.0%	6%	False	True	112,921
20	0.9672	0.9254	0.0418	4.5%	0.0104	1.1%	4%	False	True	130,628
40	0.9672	0.9251	0.0421	4.5%	0.0101	1.1%	5%	False	False	108,084
60	0.9790	0.9251	0.0539	5.8%	0.0099	1.1%	4%	False	False	72,262
80	1.0062	0.9251	0.0811	8.7%	0.0091	1.0%	3%	False	False	54,226
100	1.0505	0.9251	0.1254	13.5%	0.0094	1.0%	2%	False	False	43,406

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.9553
2.618	0.9460
1.618	0.9403
1.000	0.9368
0.618	0.9346
HIGH	0.9311
0.618	0.9289
0.500	0.9283
0.382	0.9276
LOW	0.9254
0.618	0.9219
1.000	0.9197
1.618	0.9162
2.618	0.9105
4.250	0.9012

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	0.9283	0.9301
PP	0.9279	0.9291
S1	0.9276	0.9282

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

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