CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 10-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	10-Sep-2008	Change	Change %	Previous Week
Open	0.9322	0.9412	0.0090	1.0%	0.9250
High	0.9331	0.9430	0.0099	1.1%	0.9528
Low	0.9219	0.9313	0.0094	1.0%	0.9214
Close	0.9309	0.9330	0.0021	0.2%	0.9386
Range	0.0112	0.0117	0.0005	4.5%	0.0314
ATR	0.0100	0.0101	0.0002	1.5%	0.0000
Volume	7,130	32,093	24,963	350.1%	13,986

Daily Pivots for day following 10-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9709	0.9636	0.9394
R3	0.9592	0.9519	0.9362
R2	0.9475	0.9475	0.9351
R1	0.9402	0.9402	0.9341	0.9380
PP	0.9358	0.9358	0.9358	0.9347
S1	0.9285	0.9285	0.9319	0.9263
S2	0.9241	0.9241	0.9309
S3	0.9124	0.9168	0.9298
S4	0.9007	0.9051	0.9266

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0318	1.0166	0.9559
R3	1.0004	0.9852	0.9472
R2	0.9690	0.9690	0.9444
R1	0.9538	0.9538	0.9415	0.9614
PP	0.9376	0.9376	0.9376	0.9414
S1	0.9224	0.9224	0.9357	0.9300
S2	0.9062	0.9062	0.9328
S3	0.8748	0.8910	0.9300
S4	0.8434	0.8596	0.9213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9528	0.9219	0.0309	3.3%	0.0127	1.4%	36%	False	False	10,462
10	0.9528	0.9158	0.0370	4.0%	0.0109	1.2%	46%	False	False	5,586
20	0.9528	0.9069	0.0459	4.9%	0.0097	1.0%	57%	False	False	2,928
40	0.9715	0.9069	0.0646	6.9%	0.0081	0.9%	40%	False	False	1,525
60	0.9715	0.9069	0.0646	6.9%	0.0067	0.7%	40%	False	False	1,059
80	0.9803	0.9069	0.0734	7.9%	0.0054	0.6%	36%	False	False	1,057
100	0.9849	0.9069	0.0780	8.4%	0.0044	0.5%	33%	False	False	847
120	1.0171	0.9069	0.1102	11.8%	0.0037	0.4%	24%	False	False	710

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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9927
2.618	0.9736
1.618	0.9619
1.000	0.9547
0.618	0.9502
HIGH	0.9430
0.618	0.9385
0.500	0.9372
0.382	0.9358
LOW	0.9313
0.618	0.9241
1.000	0.9196
1.618	0.9124
2.618	0.9007
4.250	0.8816

Fisher Pivots for day following 10-Sep-2008
Pivot	1 day	3 day
R1	0.9372	0.9374
PP	0.9358	0.9359
S1	0.9344	0.9345

Download as Excel Spreadsheet

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

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