CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	0.9131	0.9116	-0.0015	-0.2%	0.9090
High	0.9136	0.9259	0.0123	1.3%	0.9247
Low	0.9082	0.9114	0.0032	0.4%	0.9050
Close	0.9119	0.9218	0.0099	1.1%	0.9062
Range	0.0054	0.0145	0.0091	168.5%	0.0197
ATR	0.0085	0.0089	0.0004	5.1%	0.0000
Volume	115,089	105,013	-10,076	-8.8%	575,930

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9632	0.9570	0.9298
R3	0.9487	0.9425	0.9258
R2	0.9342	0.9342	0.9245
R1	0.9280	0.9280	0.9231	0.9311
PP	0.9197	0.9197	0.9197	0.9213
S1	0.9135	0.9135	0.9205	0.9166
S2	0.9052	0.9052	0.9191
S3	0.8907	0.8990	0.9178
S4	0.8762	0.8845	0.9138

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9711	0.9583	0.9170
R3	0.9514	0.9386	0.9116
R2	0.9317	0.9317	0.9098
R1	0.9189	0.9189	0.9080	0.9155
PP	0.9120	0.9120	0.9120	0.9102
S1	0.8992	0.8992	0.9044	0.8958
S2	0.8923	0.8923	0.9026
S3	0.8726	0.8795	0.9008
S4	0.8529	0.8598	0.8954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9259	0.9050	0.0209	2.3%	0.0080	0.9%	80%	True	False	98,170
10	0.9259	0.9050	0.0209	2.3%	0.0086	0.9%	80%	True	False	106,862
20	0.9409	0.9050	0.0359	3.9%	0.0083	0.9%	47%	False	False	105,359
40	0.9672	0.9050	0.0622	6.7%	0.0098	1.1%	27%	False	False	121,567
60	0.9678	0.9050	0.0628	6.8%	0.0097	1.0%	27%	False	False	100,575
80	0.9790	0.9050	0.0740	8.0%	0.0094	1.0%	23%	False	False	75,531
100	1.0062	0.9050	0.1012	11.0%	0.0088	1.0%	17%	False	False	60,449
120	1.0505	0.9050	0.1455	15.8%	0.0091	1.0%	12%	False	False	50,386

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	0.0016
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9875
2.618	0.9639
1.618	0.9494
1.000	0.9404
0.618	0.9349
HIGH	0.9259
0.618	0.9204
0.500	0.9187
0.382	0.9169
LOW	0.9114
0.618	0.9024
1.000	0.8969
1.618	0.8879
2.618	0.8734
4.250	0.8498

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	0.9208	0.9201
PP	0.9197	0.9185
S1	0.9187	0.9168

Download as Excel Spreadsheet

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

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