CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 01-Jul-2008

Day Change Summary
	Previous	Current
	30-Jun-2008	01-Jul-2008	Change	Change %	Previous Week
Open	0.9455	0.9467	0.0012	0.1%	0.9365
High	0.9565	0.9545	-0.0020	-0.2%	0.9492
Low	0.9432	0.9438	0.0006	0.1%	0.9251
Close	0.9471	0.9472	0.0001	0.0%	0.9452
Range	0.0133	0.0107	-0.0026	-19.5%	0.0241
ATR	0.0098	0.0099	0.0001	0.6%	0.0000
Volume	153,995	124,581	-29,414	-19.1%	639,150

Daily Pivots for day following 01-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9806	0.9746	0.9531
R3	0.9699	0.9639	0.9501
R2	0.9592	0.9592	0.9492
R1	0.9532	0.9532	0.9482	0.9562
PP	0.9485	0.9485	0.9485	0.9500
S1	0.9425	0.9425	0.9462	0.9455
S2	0.9378	0.9378	0.9452
S3	0.9271	0.9318	0.9443
S4	0.9164	0.9211	0.9413

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0121	1.0028	0.9585
R3	0.9880	0.9787	0.9518
R2	0.9639	0.9639	0.9496
R1	0.9546	0.9546	0.9474	0.9593
PP	0.9398	0.9398	0.9398	0.9422
S1	0.9305	0.9305	0.9430	0.9352
S2	0.9157	0.9157	0.9408
S3	0.8916	0.9064	0.9386
S4	0.8675	0.8823	0.9319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9565	0.9251	0.0314	3.3%	0.0117	1.2%	70%	False	False	131,755
10	0.9565	0.9251	0.0314	3.3%	0.0095	1.0%	70%	False	False	125,912
20	0.9632	0.9251	0.0381	4.0%	0.0098	1.0%	58%	False	False	85,541
40	0.9790	0.9251	0.0539	5.7%	0.0096	1.0%	41%	False	False	43,079
60	1.0062	0.9251	0.0811	8.6%	0.0086	0.9%	27%	False	False	28,759
80	1.0505	0.9251	0.1254	13.2%	0.0091	1.0%	18%	False	False	21,600

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0000
2.618	0.9825
1.618	0.9718
1.000	0.9652
0.618	0.9611
HIGH	0.9545
0.618	0.9504
0.500	0.9492
0.382	0.9479
LOW	0.9438
0.618	0.9372
1.000	0.9331
1.618	0.9265
2.618	0.9158
4.250	0.8983

Fisher Pivots for day following 01-Jul-2008
Pivot	1 day	3 day
R1	0.9492	0.9470
PP	0.9485	0.9468
S1	0.9479	0.9466

Download as Excel Spreadsheet

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

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