CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 11-Apr-2008

Day Change Summary
	Previous	Current
	10-Apr-2008	11-Apr-2008	Change	Change %	Previous Week
Open	0.9928	1.0025	0.0097	1.0%	0.9842
High	0.9928	1.0025	0.0097	1.0%	1.0025
Low	0.9928	1.0025	0.0097	1.0%	0.9842
Close	0.9928	1.0030	0.0102	1.0%	1.0030
Range
ATR	0.0070	0.0072	0.0002	2.8%	0.0000
Volume	1	0	-1	-100.0%	7

Daily Pivots for day following 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0027	1.0028	1.0030
R3	1.0027	1.0028	1.0030
R2	1.0027	1.0027	1.0030
R1	1.0028	1.0028	1.0030	1.0028
PP	1.0027	1.0027	1.0027	1.0026
S1	1.0028	1.0028	1.0030	1.0028
S2	1.0027	1.0027	1.0030
S3	1.0027	1.0028	1.0030
S4	1.0027	1.0028	1.0030

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0515	1.0455	1.0131
R3	1.0332	1.0272	1.0080
R2	1.0149	1.0149	1.0064
R1	1.0089	1.0089	1.0047	1.0119
PP	0.9966	0.9966	0.9966	0.9981
S1	0.9906	0.9906	1.0013	0.9936
S2	0.9783	0.9783	0.9996
S3	0.9600	0.9723	0.9980
S4	0.9417	0.9540	0.9929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0025	0.9842	0.0183	1.8%	0.0009	0.1%	103%	True	False	1
10	1.0141	0.9842	0.0299	3.0%	0.0005	0.0%	63%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.0025
2.618	1.0025
1.618	1.0025
1.000	1.0025
0.618	1.0025
HIGH	1.0025
0.618	1.0025
0.500	1.0025
0.382	1.0025
LOW	1.0025
0.618	1.0025
1.000	1.0025
1.618	1.0025
2.618	1.0025
4.250	1.0025

Fisher Pivots for day following 11-Apr-2008
Pivot	1 day	3 day
R1	1.0028	1.0008
PP	1.0027	0.9985
S1	1.0025	0.9963

Download as Excel Spreadsheet

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

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