CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 16-Jul-2008

Day Change Summary
	Previous	Current
	15-Jul-2008	16-Jul-2008	Change	Change %	Previous Week
Open	0.9632	0.9645	0.0013	0.1%	0.9448
High	0.9679	0.9715	0.0036	0.4%	0.9448
Low	0.9619	0.9615	-0.0004	0.0%	0.9388
Close	0.9606	0.9613	0.0007	0.1%	0.9470
Range	0.0060	0.0100	0.0040	66.7%	0.0060
ATR	0.0057	0.0061	0.0004	6.4%	0.0000
Volume	287	41	-246	-85.7%	419

Daily Pivots for day following 16-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9880	0.9668
R3	0.9848	0.9780	0.9641
R2	0.9748	0.9748	0.9631
R1	0.9680	0.9680	0.9622	0.9664
PP	0.9648	0.9648	0.9648	0.9640
S1	0.9580	0.9580	0.9604	0.9564
S2	0.9548	0.9548	0.9595
S3	0.9448	0.9480	0.9586
S4	0.9348	0.9380	0.9558

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	0.9715	0.9388	0.0327	3.4%	0.0049	0.5%	69%	True	False	219
10	0.9715	0.9388	0.0327	3.4%	0.0037	0.4%	69%	True	False	155
20	0.9715	0.9315	0.0400	4.2%	0.0043	0.4%	75%	True	False	140
40	0.9803	0.9313	0.0490	5.1%	0.0030	0.3%	61%	False	False	596
60	0.9812	0.9313	0.0499	5.2%	0.0022	0.2%	60%	False	False	400
80	1.0169	0.9313	0.0856	8.9%	0.0017	0.2%	35%	False	False	300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.0140
2.618	0.9977
1.618	0.9877
1.000	0.9815
0.618	0.9777
HIGH	0.9715
0.618	0.9677
0.500	0.9665
0.382	0.9653
LOW	0.9615
0.618	0.9553
1.000	0.9515
1.618	0.9453
2.618	0.9353
4.250	0.9190

Fisher Pivots for day following 16-Jul-2008
Pivot	1 day	3 day
R1	0.9665	0.9603
PP	0.9648	0.9593
S1	0.9630	0.9584

Download as Excel Spreadsheet

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

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