CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 21-Jul-2008

Day Change Summary
	Previous	Current
	18-Jul-2008	21-Jul-2008	Change	Change %	Previous Week
Open	0.9487	0.9448	-0.0039	-0.4%	0.9485
High	0.9489	0.9448	-0.0041	-0.4%	0.9715
Low	0.9430	0.9420	-0.0010	-0.1%	0.9430
Close	0.9436	0.9450	0.0014	0.1%	0.9436
Range	0.0059	0.0028	-0.0031	-52.5%	0.0285
ATR	0.0069	0.0066	-0.0003	-4.2%	0.0000
Volume	514	10	-504	-98.1%	1,465

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9515	0.9465
R3	0.9495	0.9487	0.9458
R2	0.9467	0.9467	0.9455
R1	0.9459	0.9459	0.9453	0.9463
PP	0.9439	0.9439	0.9439	0.9442
S1	0.9431	0.9431	0.9447	0.9435
S2	0.9411	0.9411	0.9445
S3	0.9383	0.9403	0.9442
S4	0.9355	0.9375	0.9435

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0382	1.0194	0.9593
R3	1.0097	0.9909	0.9514
R2	0.9812	0.9812	0.9488
R1	0.9624	0.9624	0.9462	0.9576
PP	0.9527	0.9527	0.9527	0.9503
S1	0.9339	0.9339	0.9410	0.9291
S2	0.9242	0.9242	0.9384
S3	0.8957	0.9054	0.9358
S4	0.8672	0.8769	0.9279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9715	0.9420	0.0295	3.1%	0.0082	0.9%	10%	False	True	173
10	0.9715	0.9388	0.0327	3.5%	0.0056	0.6%	19%	False	False	179
20	0.9715	0.9315	0.0400	4.2%	0.0050	0.5%	34%	False	False	159
40	0.9715	0.9313	0.0402	4.3%	0.0036	0.4%	34%	False	False	610
60	0.9812	0.9313	0.0499	5.3%	0.0026	0.3%	27%	False	False	409
80	1.0025	0.9313	0.0712	7.5%	0.0020	0.2%	19%	False	False	307

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9567
2.618	0.9521
1.618	0.9493
1.000	0.9476
0.618	0.9465
HIGH	0.9448
0.618	0.9437
0.500	0.9434
0.382	0.9431
LOW	0.9420
0.618	0.9403
1.000	0.9392
1.618	0.9375
2.618	0.9347
4.250	0.9301

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	0.9445	0.9509
PP	0.9439	0.9489
S1	0.9434	0.9470

Download as Excel Spreadsheet

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

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