CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 01-Aug-2008

Day Change Summary
	Previous	Current
	31-Jul-2008	01-Aug-2008	Change	Change %	Previous Week
Open	0.9279	0.9291	0.0012	0.1%	0.9296
High	0.9319	0.9344	0.0025	0.3%	0.9347
Low	0.9248	0.9290	0.0042	0.5%	0.9248
Close	0.9292	0.9309	0.0017	0.2%	0.9309
Range	0.0071	0.0054	-0.0017	-23.9%	0.0099
ATR	0.0097	0.0094	-0.0003	-3.2%	0.0000
Volume	89,007	119,391	30,384	34.1%	507,522

Daily Pivots for day following 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9476	0.9447	0.9339
R3	0.9422	0.9393	0.9324
R2	0.9368	0.9368	0.9319
R1	0.9339	0.9339	0.9314	0.9354
PP	0.9314	0.9314	0.9314	0.9322
S1	0.9285	0.9285	0.9304	0.9300
S2	0.9260	0.9260	0.9299
S3	0.9206	0.9231	0.9294
S4	0.9152	0.9177	0.9279

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9598	0.9553	0.9363
R3	0.9499	0.9454	0.9336
R2	0.9400	0.9400	0.9327
R1	0.9355	0.9355	0.9318	0.9378
PP	0.9301	0.9301	0.9301	0.9313
S1	0.9256	0.9256	0.9300	0.9279
S2	0.9202	0.9202	0.9291
S3	0.9103	0.9157	0.9282
S4	0.9004	0.9058	0.9255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9347	0.9248	0.0099	1.1%	0.0067	0.7%	62%	False	False	101,504
10	0.9459	0.9248	0.0211	2.3%	0.0079	0.9%	29%	False	False	101,925
20	0.9672	0.9248	0.0424	4.6%	0.0101	1.1%	14%	False	False	125,530
40	0.9672	0.9248	0.0424	4.6%	0.0100	1.1%	14%	False	False	113,184
60	0.9790	0.9248	0.0542	5.8%	0.0097	1.0%	11%	False	False	75,727
80	0.9989	0.9248	0.0741	8.0%	0.0090	1.0%	8%	False	False	56,831
100	1.0505	0.9248	0.1257	13.5%	0.0094	1.0%	5%	False	False	45,489

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	0.9574
2.618	0.9485
1.618	0.9431
1.000	0.9398
0.618	0.9377
HIGH	0.9344
0.618	0.9323
0.500	0.9317
0.382	0.9311
LOW	0.9290
0.618	0.9257
1.000	0.9236
1.618	0.9203
2.618	0.9149
4.250	0.9061

Fisher Pivots for day following 01-Aug-2008
Pivot	1 day	3 day
R1	0.9317	0.9305
PP	0.9314	0.9300
S1	0.9312	0.9296

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

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