CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 25-Aug-2008

Day Change Summary
	Previous	Current
	22-Aug-2008	25-Aug-2008	Change	Change %	Previous Week
Open	0.9276	0.9138	-0.0138	-1.5%	0.9125
High	0.9284	0.9232	-0.0052	-0.6%	0.9307
Low	0.9142	0.9069	-0.0073	-0.8%	0.9109
Close	0.9152	0.9211	0.0059	0.6%	0.9152
Range	0.0142	0.0163	0.0021	14.8%	0.0198
ATR	0.0072	0.0079	0.0006	8.9%	0.0000
Volume	317	451	134	42.3%	1,572

Daily Pivots for day following 25-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9660	0.9598	0.9301
R3	0.9497	0.9435	0.9256
R2	0.9334	0.9334	0.9241
R1	0.9272	0.9272	0.9226	0.9303
PP	0.9171	0.9171	0.9171	0.9186
S1	0.9109	0.9109	0.9196	0.9140
S2	0.9008	0.9008	0.9181
S3	0.8845	0.8946	0.9166
S4	0.8682	0.8783	0.9121

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9783	0.9666	0.9261
R3	0.9585	0.9468	0.9206
R2	0.9387	0.9387	0.9188
R1	0.9270	0.9270	0.9170	0.9329
PP	0.9189	0.9189	0.9189	0.9219
S1	0.9072	0.9072	0.9134	0.9131
S2	0.8991	0.8991	0.9116
S3	0.8793	0.8874	0.9098
S4	0.8595	0.8676	0.9043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9307	0.9069	0.0238	2.6%	0.0109	1.2%	60%	False	True	383
10	0.9307	0.9069	0.0238	2.6%	0.0086	0.9%	60%	False	True	271
20	0.9388	0.9069	0.0319	3.5%	0.0072	0.8%	45%	False	True	210
40	0.9715	0.9069	0.0646	7.0%	0.0062	0.7%	22%	False	True	173
60	0.9715	0.9069	0.0646	7.0%	0.0053	0.6%	22%	False	True	469
80	0.9812	0.9069	0.0743	8.1%	0.0041	0.4%	19%	False	True	360
100	1.0025	0.9069	0.0956	10.4%	0.0033	0.4%	15%	False	True	288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 116 trading days

Fibonacci Retracements and Extensions
4.250	0.9925
2.618	0.9659
1.618	0.9496
1.000	0.9395
0.618	0.9333
HIGH	0.9232
0.618	0.9170
0.500	0.9151
0.382	0.9131
LOW	0.9069
0.618	0.8968
1.000	0.8906
1.618	0.8805
2.618	0.8642
4.250	0.8376

Fisher Pivots for day following 25-Aug-2008
Pivot	1 day	3 day
R1	0.9191	0.9203
PP	0.9171	0.9196
S1	0.9151	0.9188

Download as Excel Spreadsheet

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

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