CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	0.9195	0.9206	0.0011	0.1%	0.9380
High	0.9218	0.9206	-0.0012	-0.1%	0.9380
Low	0.9194	0.9134	-0.0060	-0.7%	0.9134
Close	0.9208	0.9140	-0.0068	-0.7%	0.9140
Range	0.0024	0.0072	0.0048	200.0%	0.0246
ATR	0.0063	0.0063	0.0001	1.3%	0.0000
Volume	87	101	14	16.1%	484

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9376	0.9330	0.9180
R3	0.9304	0.9258	0.9160
R2	0.9232	0.9232	0.9153
R1	0.9186	0.9186	0.9147	0.9173
PP	0.9160	0.9160	0.9160	0.9154
S1	0.9114	0.9114	0.9133	0.9101
S2	0.9088	0.9088	0.9127
S3	0.9016	0.9042	0.9120
S4	0.8944	0.8970	0.9100

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9956	0.9794	0.9275
R3	0.9710	0.9548	0.9208
R2	0.9464	0.9464	0.9185
R1	0.9302	0.9302	0.9163	0.9260
PP	0.9218	0.9218	0.9218	0.9197
S1	0.9056	0.9056	0.9117	0.9014
S2	0.8972	0.8972	0.9095
S3	0.8726	0.8810	0.9072
S4	0.8480	0.8564	0.9005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9380	0.9134	0.0246	2.7%	0.0068	0.7%	2%	False	True	96
10	0.9390	0.9134	0.0256	2.8%	0.0058	0.6%	2%	False	True	141
20	0.9715	0.9134	0.0581	6.4%	0.0063	0.7%	1%	False	True	147
40	0.9715	0.9134	0.0581	6.4%	0.0052	0.6%	1%	False	True	122
60	0.9803	0.9134	0.0669	7.3%	0.0039	0.4%	1%	False	True	431
80	0.9849	0.9134	0.0715	7.8%	0.0030	0.3%	1%	False	True	325
100	1.0171	0.9134	0.1037	11.3%	0.0024	0.3%	1%	False	True	265

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9512
2.618	0.9394
1.618	0.9322
1.000	0.9278
0.618	0.9250
HIGH	0.9206
0.618	0.9178
0.500	0.9170
0.382	0.9162
LOW	0.9134
0.618	0.9090
1.000	0.9062
1.618	0.9018
2.618	0.8946
4.250	0.8828

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	0.9170	0.9219
PP	0.9160	0.9193
S1	0.9150	0.9166

Download as Excel Spreadsheet

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

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