CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	0.9206	0.9128	-0.0078	-0.8%	0.9380
High	0.9206	0.9184	-0.0022	-0.2%	0.9380
Low	0.9134	0.9128	-0.0006	-0.1%	0.9134
Close	0.9140	0.9158	0.0018	0.2%	0.9140
Range	0.0072	0.0056	-0.0016	-22.2%	0.0246
ATR	0.0063	0.0063	-0.0001	-0.8%	0.0000
Volume	101	120	19	18.8%	484

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9297	0.9189
R3	0.9269	0.9241	0.9173
R2	0.9213	0.9213	0.9168
R1	0.9185	0.9185	0.9163	0.9199
PP	0.9157	0.9157	0.9157	0.9164
S1	0.9129	0.9129	0.9153	0.9143
S2	0.9101	0.9101	0.9148
S3	0.9045	0.9073	0.9143
S4	0.8989	0.9017	0.9127

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	0.9353	0.9128	0.0225	2.5%	0.0066	0.7%	13%	False	True	68
10	0.9388	0.9128	0.0260	2.8%	0.0058	0.6%	12%	False	True	150
20	0.9715	0.9128	0.0587	6.4%	0.0065	0.7%	5%	False	True	123
40	0.9715	0.9128	0.0587	6.4%	0.0052	0.6%	5%	False	True	124
60	0.9803	0.9128	0.0675	7.4%	0.0040	0.4%	4%	False	True	433
80	0.9849	0.9128	0.0721	7.9%	0.0030	0.3%	4%	False	True	326
100	1.0171	0.9128	0.1043	11.4%	0.0025	0.3%	3%	False	True	266

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9422
2.618	0.9331
1.618	0.9275
1.000	0.9240
0.618	0.9219
HIGH	0.9184
0.618	0.9163
0.500	0.9156
0.382	0.9149
LOW	0.9128
0.618	0.9093
1.000	0.9072
1.618	0.9037
2.618	0.8981
4.250	0.8890

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	0.9157	0.9173
PP	0.9157	0.9168
S1	0.9156	0.9163

Download as Excel Spreadsheet

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

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