CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 28-Jul-2008

Day Change Summary
	Previous	Current
	25-Jul-2008	28-Jul-2008	Change	Change %	Previous Week
Open	0.9420	0.9330	-0.0090	-1.0%	0.9448
High	0.9420	0.9390	-0.0030	-0.3%	0.9490
Low	0.9381	0.9330	-0.0051	-0.5%	0.9346
Close	0.9344	0.9380	0.0036	0.4%	0.9344
Range	0.0039	0.0060	0.0021	53.8%	0.0144
ATR	0.0064	0.0064	0.0000	-0.5%	0.0000
Volume	29	38	9	31.0%	65

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9523	0.9413
R3	0.9487	0.9463	0.9397
R2	0.9427	0.9427	0.9391
R1	0.9403	0.9403	0.9386	0.9415
PP	0.9367	0.9367	0.9367	0.9373
S1	0.9343	0.9343	0.9375	0.9355
S2	0.9307	0.9307	0.9369
S3	0.9247	0.9283	0.9364
S4	0.9187	0.9223	0.9347

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9825	0.9729	0.9423
R3	0.9681	0.9585	0.9384
R2	0.9537	0.9537	0.9370
R1	0.9441	0.9441	0.9357	0.9417
PP	0.9393	0.9393	0.9393	0.9382
S1	0.9297	0.9297	0.9331	0.9273
S2	0.9249	0.9249	0.9318
S3	0.9105	0.9153	0.9304
S4	0.8961	0.9009	0.9265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9490	0.9330	0.0160	1.7%	0.0061	0.6%	31%	False	True	18
10	0.9715	0.9330	0.0385	4.1%	0.0071	0.8%	13%	False	True	96
20	0.9715	0.9330	0.0385	4.1%	0.0052	0.6%	13%	False	True	136
40	0.9715	0.9313	0.0402	4.3%	0.0044	0.5%	17%	False	False	599
60	0.9812	0.9313	0.0499	5.3%	0.0031	0.3%	13%	False	False	410
80	1.0025	0.9313	0.0712	7.6%	0.0023	0.2%	9%	False	False	308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9645
2.618	0.9547
1.618	0.9487
1.000	0.9450
0.618	0.9427
HIGH	0.9390
0.618	0.9367
0.500	0.9360
0.382	0.9353
LOW	0.9330
0.618	0.9293
1.000	0.9270
1.618	0.9233
2.618	0.9173
4.250	0.9075

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	0.9373	0.9378
PP	0.9367	0.9377
S1	0.9360	0.9375

Download as Excel Spreadsheet

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

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