CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 27-Aug-2008

Day Change Summary
	Previous	Current
	26-Aug-2008	27-Aug-2008	Change	Change %	Previous Week
Open	0.9218	0.9186	-0.0032	-0.3%	0.9125
High	0.9218	0.9257	0.0039	0.4%	0.9307
Low	0.9158	0.9159	0.0001	0.0%	0.9109
Close	0.9182	0.9179	-0.0003	0.0%	0.9152
Range	0.0060	0.0098	0.0038	63.3%	0.0198
ATR	0.0078	0.0079	0.0001	1.9%	0.0000
Volume	726	475	-251	-34.6%	1,572

Daily Pivots for day following 27-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9492	0.9434	0.9233
R3	0.9394	0.9336	0.9206
R2	0.9296	0.9296	0.9197
R1	0.9238	0.9238	0.9188	0.9218
PP	0.9198	0.9198	0.9198	0.9189
S1	0.9140	0.9140	0.9170	0.9120
S2	0.9100	0.9100	0.9161
S3	0.9002	0.9042	0.9152
S4	0.8904	0.8944	0.9125

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9783	0.9666	0.9261
R3	0.9585	0.9468	0.9206
R2	0.9387	0.9387	0.9188
R1	0.9270	0.9270	0.9170	0.9329
PP	0.9189	0.9189	0.9189	0.9219
S1	0.9072	0.9072	0.9134	0.9131
S2	0.8991	0.8991	0.9116
S3	0.8793	0.8874	0.9098
S4	0.8595	0.8676	0.9043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9307	0.9069	0.0238	2.6%	0.0119	1.3%	46%	False	False	422
10	0.9307	0.9069	0.0238	2.6%	0.0086	0.9%	46%	False	False	357
20	0.9388	0.9069	0.0319	3.5%	0.0075	0.8%	34%	False	False	235
40	0.9715	0.9069	0.0646	7.0%	0.0063	0.7%	17%	False	False	190
60	0.9715	0.9069	0.0646	7.0%	0.0056	0.6%	17%	False	False	486
80	0.9812	0.9069	0.0743	8.1%	0.0043	0.5%	15%	False	False	375
100	1.0025	0.9069	0.0956	10.4%	0.0035	0.4%	12%	False	False	300

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9674
2.618	0.9514
1.618	0.9416
1.000	0.9355
0.618	0.9318
HIGH	0.9257
0.618	0.9220
0.500	0.9208
0.382	0.9196
LOW	0.9159
0.618	0.9098
1.000	0.9061
1.618	0.9000
2.618	0.8902
4.250	0.8743

Fisher Pivots for day following 27-Aug-2008
Pivot	1 day	3 day
R1	0.9208	0.9174
PP	0.9198	0.9168
S1	0.9189	0.9163

Download as Excel Spreadsheet

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

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