CME Japanese Yen Future December 2008

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

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	0.9412	0.9328	-0.0084	-0.9%	0.9250
High	0.9430	0.9476	0.0046	0.5%	0.9528
Low	0.9313	0.9319	0.0006	0.1%	0.9214
Close	0.9330	0.9420	0.0090	1.0%	0.9386
Range	0.0117	0.0157	0.0040	34.2%	0.0314
ATR	0.0101	0.0105	0.0004	4.0%	0.0000
Volume	32,093	83,988	51,895	161.7%	13,986

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9876	0.9805	0.9506
R3	0.9719	0.9648	0.9463
R2	0.9562	0.9562	0.9449
R1	0.9491	0.9491	0.9434	0.9527
PP	0.9405	0.9405	0.9405	0.9423
S1	0.9334	0.9334	0.9406	0.9370
S2	0.9248	0.9248	0.9391
S3	0.9091	0.9177	0.9377
S4	0.8934	0.9020	0.9334

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%	0.0142	1.5%	65%	False	False	26,696
10	0.9528	0.9159	0.0369	3.9%	0.0118	1.3%	71%	False	False	13,912
20	0.9528	0.9069	0.0459	4.9%	0.0101	1.1%	76%	False	False	7,117
40	0.9715	0.9069	0.0646	6.9%	0.0083	0.9%	54%	False	False	3,618
60	0.9715	0.9069	0.0646	6.9%	0.0069	0.7%	54%	False	False	2,458
80	0.9803	0.9069	0.0734	7.8%	0.0055	0.6%	48%	False	False	2,107
100	0.9812	0.9069	0.0743	7.9%	0.0045	0.5%	47%	False	False	1,687
120	1.0171	0.9069	0.1102	11.7%	0.0038	0.4%	32%	False	False	1,410

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	0.0027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0143
2.618	0.9887
1.618	0.9730
1.000	0.9633
0.618	0.9573
HIGH	0.9476
0.618	0.9416
0.500	0.9398
0.382	0.9379
LOW	0.9319
0.618	0.9222
1.000	0.9162
1.618	0.9065
2.618	0.8908
4.250	0.8652

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	0.9413	0.9396
PP	0.9405	0.9372
S1	0.9398	0.9348

Download as Excel Spreadsheet

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

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