CME Japanese Yen Future September 2008

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Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary Previous Current 25-Mar-2008 26-Mar-2008 Change Change % Previous Week Open 0.9974 1.0052 0.0078 0.8% 1.0189 High 1.0070 1.0052 -0.0018 -0.2% 1.0505 Low 0.9974 1.0052 0.0078 0.8% 1.0026 Close 1.0052 1.0137 0.0085 0.8% 1.0220 Range 0.0096 0.0000 -0.0096 -100.0% 0.0479 ATR 0.0135 0.0125 -0.0010 -7.1% 0.0000 Volume 14 20 6 42.9% 182
Daily Pivots for day following 26-Mar-2008 Classic Woodie Camarilla DeMark R4 1.0080 1.0109 1.0137 R3 1.0080 1.0109 1.0137 R2 1.0080 1.0080 1.0137 R1 1.0109 1.0109 1.0137 1.0095 PP 1.0080 1.0080 1.0080 1.0073 S1 1.0109 1.0109 1.0137 1.0095 S2 1.0080 1.0080 1.0137 S3 1.0080 1.0109 1.0137 S4 1.0080 1.0109 1.0137	Weekly Pivots for week ending 21-Mar-2008 Classic Woodie Camarilla DeMark R4 1.1687 1.1433 1.0483 R3 1.1208 1.0954 1.0352 R2 1.0729 1.0729 1.0308 R1 1.0475 1.0475 1.0264 1.0602 PP 1.0250 1.0250 1.0250 1.0314 S1 0.9996 0.9996 1.0176 1.0123 S2 0.9771 0.9771 1.0132 S3 0.9292 0.9517 1.0088 S4 0.8813 0.9038 0.9957
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0290 0.9974 0.0316 3.1% 0.0116 1.1% 52% False False 240 10 1.0505 0.9888 0.0617 6.1% 0.0134 1.3% 40% False False 124 20 1.0505 0.9529 0.0976 9.6% 0.0090 0.9% 62% False False 74
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0024 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0052 2.618 1.0052 1.618 1.0052 1.000 1.0052 0.618 1.0052 HIGH 1.0052 0.618 1.0052 0.500 1.0052 0.382 1.0052 LOW 1.0052 0.618 1.0052 1.000 1.0052 1.618 1.0052 2.618 1.0052 4.250 1.0052
Fisher Pivots for day following 26-Mar-2008 Pivot 1 day 3 day R1 1.0109 1.0135 PP 1.0080 1.0134 S1 1.0052 1.0132

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