CME Japanese Yen Future December 2008

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

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	0.9411	0.9420	0.0009	0.1%	0.9448
High	0.9429	0.9429	0.0000	0.0%	0.9448
Low	0.9388	0.9416	0.0028	0.3%	0.9388
Close	0.9430	0.9470	0.0040	0.4%	0.9470
Range	0.0041	0.0013	-0.0028	-68.3%	0.0060
ATR	0.0053	0.0050	-0.0003	-5.2%	0.0000
Volume	4	159	155	3,875.0%	419

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9477	0.9487	0.9477
R3	0.9464	0.9474	0.9474
R2	0.9451	0.9451	0.9472
R1	0.9461	0.9461	0.9471	0.9456
PP	0.9438	0.9438	0.9438	0.9436
S1	0.9448	0.9448	0.9469	0.9443
S2	0.9425	0.9425	0.9468
S3	0.9412	0.9435	0.9466
S4	0.9399	0.9422	0.9463

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9615	0.9603	0.9503
R3	0.9555	0.9543	0.9487
R2	0.9495	0.9495	0.9481
R1	0.9483	0.9483	0.9476	0.9489
PP	0.9435	0.9435	0.9435	0.9439
S1	0.9423	0.9423	0.9465	0.9429
S2	0.9375	0.9375	0.9459
S3	0.9315	0.9363	0.9454
S4	0.9255	0.9303	0.9437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9448	0.9388	0.0060	0.6%	0.0024	0.3%	137%	False	False	83
10	0.9590	0.9388	0.0202	2.1%	0.0039	0.4%	41%	False	False	153
20	0.9590	0.9313	0.0277	2.9%	0.0040	0.4%	57%	False	False	96
40	0.9803	0.9313	0.0490	5.2%	0.0026	0.3%	32%	False	False	573
60	0.9849	0.9313	0.0536	5.7%	0.0019	0.2%	29%	False	False	384
80	1.0171	0.9313	0.0858	9.1%	0.0014	0.2%	18%	False	False	294

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9484
2.618	0.9463
1.618	0.9450
1.000	0.9442
0.618	0.9437
HIGH	0.9429
0.618	0.9424
0.500	0.9423
0.382	0.9421
LOW	0.9416
0.618	0.9408
1.000	0.9403
1.618	0.9395
2.618	0.9382
4.250	0.9361

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	0.9454	0.9450
PP	0.9438	0.9429
S1	0.9423	0.9409

Download as Excel Spreadsheet

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

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