CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 02-Oct-2008

Day Change Summary
	Previous	Current
	01-Oct-2008	02-Oct-2008	Change	Change %	Previous Week
Open	0.9533	0.9527	-0.0006	-0.1%	0.9415
High	0.9578	0.9589	0.0011	0.1%	0.9599
Low	0.9485	0.9484	-0.0001	0.0%	0.9399
Close	0.9531	0.9578	0.0047	0.5%	0.9503
Range	0.0093	0.0105	0.0012	12.9%	0.0200
ATR	0.0158	0.0154	-0.0004	-2.4%	0.0000
Volume	126,493	86,036	-40,457	-32.0%	471,122

Daily Pivots for day following 02-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9865	0.9827	0.9636
R3	0.9760	0.9722	0.9607
R2	0.9655	0.9655	0.9597
R1	0.9617	0.9617	0.9588	0.9636
PP	0.9550	0.9550	0.9550	0.9560
S1	0.9512	0.9512	0.9568	0.9531
S2	0.9445	0.9445	0.9559
S3	0.9340	0.9407	0.9549
S4	0.9235	0.9302	0.9520

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0100	1.0002	0.9613
R3	0.9900	0.9802	0.9558
R2	0.9700	0.9700	0.9540
R1	0.9602	0.9602	0.9521	0.9651
PP	0.9500	0.9500	0.9500	0.9525
S1	0.9402	0.9402	0.9485	0.9451
S2	0.9300	0.9300	0.9466
S3	0.9100	0.9202	0.9448
S4	0.8900	0.9002	0.9393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9740	0.9420	0.0320	3.3%	0.0172	1.8%	49%	False	False	114,021
10	0.9740	0.9322	0.0418	4.4%	0.0165	1.7%	61%	False	False	110,390
20	0.9740	0.9219	0.0521	5.4%	0.0168	1.8%	69%	False	False	100,585
40	0.9740	0.9069	0.0671	7.0%	0.0126	1.3%	76%	False	False	50,527
60	0.9740	0.9069	0.0671	7.0%	0.0103	1.1%	76%	False	False	33,736
80	0.9740	0.9069	0.0671	7.0%	0.0087	0.9%	76%	False	False	25,574
100	0.9803	0.9069	0.0734	7.7%	0.0072	0.8%	69%	False	False	20,469
120	0.9952	0.9069	0.0883	9.2%	0.0060	0.6%	58%	False	False	17,057

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0035
2.618	0.9864
1.618	0.9759
1.000	0.9694
0.618	0.9654
HIGH	0.9589
0.618	0.9549
0.500	0.9537
0.382	0.9524
LOW	0.9484
0.618	0.9419
1.000	0.9379
1.618	0.9314
2.618	0.9209
4.250	0.9038

Fisher Pivots for day following 02-Oct-2008
Pivot	1 day	3 day
R1	0.9564	0.9612
PP	0.9550	0.9601
S1	0.9537	0.9589

Download as Excel Spreadsheet

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

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