CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 22-Aug-2008

Day Change Summary
	Previous	Current
	21-Aug-2008	22-Aug-2008	Change	Change %	Previous Week
Open	0.9116	0.9231	0.0115	1.3%	0.9061
High	0.9259	0.9236	-0.0023	-0.2%	0.9259
Low	0.9114	0.9089	-0.0025	-0.3%	0.9059
Close	0.9218	0.9102	-0.0116	-1.3%	0.9102
Range	0.0145	0.0147	0.0002	1.4%	0.0200
ATR	0.0089	0.0093	0.0004	4.7%	0.0000
Volume	105,013	194,768	89,755	85.5%	591,100

Daily Pivots for day following 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9583	0.9490	0.9183
R3	0.9436	0.9343	0.9142
R2	0.9289	0.9289	0.9129
R1	0.9196	0.9196	0.9115	0.9169
PP	0.9142	0.9142	0.9142	0.9129
S1	0.9049	0.9049	0.9089	0.9022
S2	0.8995	0.8995	0.9075
S3	0.8848	0.8902	0.9062
S4	0.8701	0.8755	0.9021

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9740	0.9621	0.9212
R3	0.9540	0.9421	0.9157
R2	0.9340	0.9340	0.9139
R1	0.9221	0.9221	0.9120	0.9281
PP	0.9140	0.9140	0.9140	0.9170
S1	0.9021	0.9021	0.9084	0.9081
S2	0.8940	0.8940	0.9065
S3	0.8740	0.8821	0.9047
S4	0.8540	0.8621	0.8992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9259	0.9059	0.0200	2.2%	0.0093	1.0%	22%	False	False	118,220
10	0.9259	0.9050	0.0209	2.3%	0.0091	1.0%	25%	False	False	116,703
20	0.9347	0.9050	0.0297	3.3%	0.0084	0.9%	18%	False	False	109,981
40	0.9672	0.9050	0.0622	6.8%	0.0098	1.1%	8%	False	False	123,681
60	0.9678	0.9050	0.0628	6.9%	0.0097	1.1%	8%	False	False	103,813
80	0.9790	0.9050	0.0740	8.1%	0.0095	1.0%	7%	False	False	77,964
100	1.0062	0.9050	0.1012	11.1%	0.0089	1.0%	5%	False	False	62,386
120	1.0505	0.9050	0.1455	16.0%	0.0092	1.0%	4%	False	False	52,009

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	0.0015
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9861
2.618	0.9621
1.618	0.9474
1.000	0.9383
0.618	0.9327
HIGH	0.9236
0.618	0.9180
0.500	0.9163
0.382	0.9145
LOW	0.9089
0.618	0.8998
1.000	0.8942
1.618	0.8851
2.618	0.8704
4.250	0.8464

Fisher Pivots for day following 22-Aug-2008
Pivot	1 day	3 day
R1	0.9163	0.9171
PP	0.9142	0.9148
S1	0.9122	0.9125

Download as Excel Spreadsheet

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

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