CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 02-Jul-2008

Day Change Summary
	Previous	Current
	01-Jul-2008	02-Jul-2008	Change	Change %	Previous Week
Open	0.9530	0.9530	0.0000	0.0%	0.9376
High	0.9590	0.9590	0.0000	0.0%	0.9538
Low	0.9525	0.9525	0.0000	0.0%	0.9315
Close	0.9524	0.9528	0.0004	0.0%	0.9503
Range	0.0065	0.0065	0.0000	0.0%	0.0223
ATR	0.0059	0.0060	0.0000	0.8%	0.0000
Volume	186	359	173	93.0%	214

Daily Pivots for day following 02-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9700	0.9564
R3	0.9678	0.9635	0.9546
R2	0.9613	0.9613	0.9540
R1	0.9570	0.9570	0.9534	0.9559
PP	0.9548	0.9548	0.9548	0.9542
S1	0.9505	0.9505	0.9522	0.9494
S2	0.9483	0.9483	0.9516
S3	0.9418	0.9440	0.9510
S4	0.9353	0.9375	0.9492

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0121	1.0035	0.9626
R3	0.9898	0.9812	0.9564
R2	0.9675	0.9675	0.9544
R1	0.9589	0.9589	0.9523	0.9632
PP	0.9452	0.9452	0.9452	0.9474
S1	0.9366	0.9366	0.9483	0.9409
S2	0.9229	0.9229	0.9462
S3	0.9006	0.9143	0.9442
S4	0.8783	0.8920	0.9380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9590	0.9423	0.0167	1.8%	0.0065	0.7%	63%	True	False	206
10	0.9590	0.9315	0.0275	2.9%	0.0050	0.5%	77%	True	False	124
20	0.9631	0.9313	0.0318	3.3%	0.0041	0.4%	68%	False	False	1,079
40	0.9812	0.9313	0.0499	5.2%	0.0023	0.2%	43%	False	False	561
60	1.0025	0.9313	0.0712	7.5%	0.0016	0.2%	30%	False	False	374

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	0.0002

Fibonacci Retracements and Extensions
4.250	0.9866
2.618	0.9760
1.618	0.9695
1.000	0.9655
0.618	0.9630
HIGH	0.9590
0.618	0.9565
0.500	0.9558
0.382	0.9550
LOW	0.9525
0.618	0.9485
1.000	0.9460
1.618	0.9420
2.618	0.9355
4.250	0.9249

Fisher Pivots for day following 02-Jul-2008
Pivot	1 day	3 day
R1	0.9558	0.9539
PP	0.9548	0.9535
S1	0.9538	0.9532

Download as Excel Spreadsheet

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

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