CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 24-Jul-2008

Day Change Summary
	Previous	Current
	23-Jul-2008	24-Jul-2008	Change	Change %	Previous Week
Open	0.9414	0.9346	-0.0068	-0.7%	0.9485
High	0.9414	0.9399	-0.0015	-0.2%	0.9715
Low	0.9354	0.9346	-0.0008	-0.1%	0.9430
Close	0.9346	0.9394	0.0048	0.5%	0.9436
Range	0.0060	0.0053	-0.0007	-11.7%	0.0285
ATR	0.0067	0.0066	-0.0001	-1.5%	0.0000
Volume	8	11	3	37.5%	1,465

Daily Pivots for day following 24-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9539	0.9519	0.9423
R3	0.9486	0.9466	0.9409
R2	0.9433	0.9433	0.9404
R1	0.9413	0.9413	0.9399	0.9423
PP	0.9380	0.9380	0.9380	0.9385
S1	0.9360	0.9360	0.9389	0.9370
S2	0.9327	0.9327	0.9384
S3	0.9274	0.9307	0.9379
S4	0.9221	0.9254	0.9365

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	0.9490	0.9346	0.0144	1.5%	0.0058	0.6%	33%	False	True	110
10	0.9715	0.9346	0.0369	3.9%	0.0066	0.7%	13%	False	True	166
20	0.9715	0.9346	0.0369	3.9%	0.0056	0.6%	13%	False	True	156
40	0.9715	0.9313	0.0402	4.3%	0.0041	0.4%	20%	False	False	600
60	0.9812	0.9313	0.0499	5.3%	0.0029	0.3%	16%	False	False	409
80	1.0025	0.9313	0.0712	7.6%	0.0023	0.2%	11%	False	False	307

Crabel Price Patterns
NR	True
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	True
Bull Hook	False
Stretch	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9624
2.618	0.9538
1.618	0.9485
1.000	0.9452
0.618	0.9432
HIGH	0.9399
0.618	0.9379
0.500	0.9373
0.382	0.9366
LOW	0.9346
0.618	0.9313
1.000	0.9293
1.618	0.9260
2.618	0.9207
4.250	0.9121

Fisher Pivots for day following 24-Jul-2008
Pivot	1 day	3 day
R1	0.9387	0.9418
PP	0.9380	0.9410
S1	0.9373	0.9402

Download as Excel Spreadsheet

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

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