CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	0.9645	0.9598	-0.0047	-0.5%	0.9448
High	0.9715	0.9598	-0.0117	-1.2%	0.9448
Low	0.9615	0.9436	-0.0179	-1.9%	0.9388
Close	0.9613	0.9455	-0.0158	-1.6%	0.9470
Range	0.0100	0.0162	0.0062	62.0%	0.0060
ATR	0.0061	0.0069	0.0008	13.6%	0.0000
Volume	41	17	-24	-58.5%	419

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9982	0.9881	0.9544
R3	0.9820	0.9719	0.9500
R2	0.9658	0.9658	0.9485
R1	0.9557	0.9557	0.9470	0.9527
PP	0.9496	0.9496	0.9496	0.9481
S1	0.9395	0.9395	0.9440	0.9365
S2	0.9334	0.9334	0.9425
S3	0.9172	0.9233	0.9410
S4	0.9010	0.9071	0.9366

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	0.9416	0.0299	3.2%	0.0074	0.8%	13%	False	False	222
10	0.9715	0.9388	0.0327	3.5%	0.0048	0.5%	20%	False	False	146
20	0.9715	0.9315	0.0400	4.2%	0.0050	0.5%	35%	False	False	140
40	0.9803	0.9313	0.0490	5.2%	0.0034	0.4%	29%	False	False	597
60	0.9812	0.9313	0.0499	5.3%	0.0024	0.3%	28%	False	False	400
80	1.0169	0.9313	0.0856	9.1%	0.0019	0.2%	17%	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	1.0287
2.618	1.0022
1.618	0.9860
1.000	0.9760
0.618	0.9698
HIGH	0.9598
0.618	0.9536
0.500	0.9517
0.382	0.9498
LOW	0.9436
0.618	0.9336
1.000	0.9274
1.618	0.9174
2.618	0.9012
4.250	0.8748

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	0.9517	0.9576
PP	0.9496	0.9535
S1	0.9476	0.9495

Download as Excel Spreadsheet

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

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