CME Japanese Yen Future December 2008

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

Day Change Summary
	Previous	Current
	24-Sep-2008	25-Sep-2008	Change	Change %	Previous Week
Open	0.9537	0.9505	-0.0032	-0.3%	0.9505
High	0.9574	0.9566	-0.0008	-0.1%	0.9735
Low	0.9478	0.9419	-0.0059	-0.6%	0.9322
Close	0.9524	0.9473	-0.0051	-0.5%	0.9415
Range	0.0096	0.0147	0.0051	53.1%	0.0413
ATR	0.0147	0.0147	0.0000	0.0%	0.0000
Volume	78,355	70,419	-7,936	-10.1%	830,765

Daily Pivots for day following 25-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9847	0.9554
R3	0.9780	0.9700	0.9513
R2	0.9633	0.9633	0.9500
R1	0.9553	0.9553	0.9486	0.9520
PP	0.9486	0.9486	0.9486	0.9469
S1	0.9406	0.9406	0.9460	0.9373
S2	0.9339	0.9339	0.9446
S3	0.9192	0.9259	0.9433
S4	0.9045	0.9112	0.9392

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0730	1.0485	0.9642
R3	1.0317	1.0072	0.9529
R2	0.9904	0.9904	0.9491
R1	0.9659	0.9659	0.9453	0.9575
PP	0.9491	0.9491	0.9491	0.9449
S1	0.9246	0.9246	0.9377	0.9162
S2	0.9078	0.9078	0.9339
S3	0.8665	0.8833	0.9301
S4	0.8252	0.8420	0.9188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9603	0.9322	0.0281	3.0%	0.0158	1.7%	54%	False	False	106,758
10	0.9735	0.9306	0.0429	4.5%	0.0180	1.9%	39%	False	False	130,811
20	0.9735	0.9159	0.0576	6.1%	0.0149	1.6%	55%	False	False	72,361
40	0.9735	0.9069	0.0666	7.0%	0.0110	1.2%	61%	False	False	36,298
60	0.9735	0.9069	0.0666	7.0%	0.0091	1.0%	61%	False	False	24,245
80	0.9735	0.9069	0.0666	7.0%	0.0078	0.8%	61%	False	False	18,451
100	0.9812	0.9069	0.0743	7.8%	0.0063	0.7%	54%	False	False	14,768
120	1.0025	0.9069	0.0956	10.1%	0.0053	0.6%	42%	False	False	12,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0058
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0191
2.618	0.9951
1.618	0.9804
1.000	0.9713
0.618	0.9657
HIGH	0.9566
0.618	0.9510
0.500	0.9493
0.382	0.9475
LOW	0.9419
0.618	0.9328
1.000	0.9272
1.618	0.9181
2.618	0.9034
4.250	0.8794

Fisher Pivots for day following 25-Sep-2008
Pivot	1 day	3 day
R1	0.9493	0.9502
PP	0.9486	0.9492
S1	0.9480	0.9483

Download as Excel Spreadsheet

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

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