CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 08-May-2008

Day Change Summary
	Previous	Current
	07-May-2008	08-May-2008	Change	Change %	Previous Week
Open	0.9570	0.9576	0.0006	0.1%	0.9601
High	0.9580	0.9691	0.0111	1.2%	0.9718
Low	0.9491	0.9547	0.0056	0.6%	0.9484
Close	0.9557	0.9634	0.0077	0.8%	0.9523
Range	0.0089	0.0144	0.0055	61.8%	0.0234
ATR	0.0118	0.0120	0.0002	1.6%	0.0000
Volume	99,161	89,531	-9,630	-9.7%	524,202

Daily Pivots for day following 08-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	0.9989	0.9713
R3	0.9912	0.9845	0.9674
R2	0.9768	0.9768	0.9660
R1	0.9701	0.9701	0.9647	0.9735
PP	0.9624	0.9624	0.9624	0.9641
S1	0.9557	0.9557	0.9621	0.9591
S2	0.9480	0.9480	0.9608
S3	0.9336	0.9413	0.9594
S4	0.9192	0.9269	0.9555

Weekly Pivots for week ending 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0277	1.0134	0.9652
R3	1.0043	0.9900	0.9587
R2	0.9809	0.9809	0.9566
R1	0.9666	0.9666	0.9544	0.9621
PP	0.9575	0.9575	0.9575	0.9552
S1	0.9432	0.9432	0.9502	0.9387
S2	0.9341	0.9341	0.9480
S3	0.9107	0.9198	0.9459
S4	0.8873	0.8964	0.9394

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9691	0.9484	0.0207	2.1%	0.0108	1.1%	72%	True	False	103,002
10	0.9718	0.9484	0.0234	2.4%	0.0101	1.1%	64%	False	False	104,967
20	1.0005	0.9484	0.0521	5.4%	0.0112	1.2%	29%	False	False	113,840
40	1.0493	0.9484	0.1009	10.5%	0.0148	1.5%	15%	False	False	120,080
60	1.0493	0.9287	0.1206	12.5%	0.0136	1.4%	29%	False	False	82,307
80	1.0493	0.9287	0.1206	12.5%	0.0123	1.3%	29%	False	False	61,803

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	0.0027
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0303
2.618	1.0068
1.618	0.9924
1.000	0.9835
0.618	0.9780
HIGH	0.9691
0.618	0.9636
0.500	0.9619
0.382	0.9602
LOW	0.9547
0.618	0.9458
1.000	0.9403
1.618	0.9314
2.618	0.9170
4.250	0.8935

Fisher Pivots for day following 08-May-2008
Pivot	1 day	3 day
R1	0.9629	0.9620
PP	0.9624	0.9605
S1	0.9619	0.9591

Download as Excel Spreadsheet

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

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