CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 12-Aug-2008

Day Change Summary
	Previous	Current
	11-Aug-2008	12-Aug-2008	Change	Change %	Previous Week
Open	0.9128	0.9143	0.0015	0.2%	0.9380
High	0.9184	0.9217	0.0033	0.4%	0.9380
Low	0.9128	0.9143	0.0015	0.2%	0.9134
Close	0.9158	0.9201	0.0043	0.5%	0.9140
Range	0.0056	0.0074	0.0018	32.1%	0.0246
ATR	0.0063	0.0064	0.0001	1.3%	0.0000
Volume	120	208	88	73.3%	484

Daily Pivots for day following 12-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9409	0.9379	0.9242
R3	0.9335	0.9305	0.9221
R2	0.9261	0.9261	0.9215
R1	0.9231	0.9231	0.9208	0.9246
PP	0.9187	0.9187	0.9187	0.9195
S1	0.9157	0.9157	0.9194	0.9172
S2	0.9113	0.9113	0.9187
S3	0.9039	0.9083	0.9181
S4	0.8965	0.9009	0.9160

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	0.9304	0.9128	0.0176	1.9%	0.0069	0.8%	41%	False	False	106
10	0.9388	0.9128	0.0260	2.8%	0.0059	0.6%	28%	False	False	145
20	0.9715	0.9128	0.0587	6.4%	0.0065	0.7%	12%	False	False	119
40	0.9715	0.9128	0.0587	6.4%	0.0053	0.6%	12%	False	False	129
60	0.9803	0.9128	0.0675	7.3%	0.0040	0.4%	11%	False	False	437
80	0.9812	0.9128	0.0684	7.4%	0.0031	0.3%	11%	False	False	329
100	1.0171	0.9128	0.1043	11.3%	0.0026	0.3%	7%	False	False	268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9532
2.618	0.9411
1.618	0.9337
1.000	0.9291
0.618	0.9263
HIGH	0.9217
0.618	0.9189
0.500	0.9180
0.382	0.9171
LOW	0.9143
0.618	0.9097
1.000	0.9069
1.618	0.9023
2.618	0.8949
4.250	0.8829

Fisher Pivots for day following 12-Aug-2008
Pivot	1 day	3 day
R1	0.9194	0.9192
PP	0.9187	0.9182
S1	0.9180	0.9173

Download as Excel Spreadsheet

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

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