CME Japanese Yen Future December 2008

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

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	0.9328	0.9375	0.0047	0.5%	0.9322
High	0.9476	0.9418	-0.0058	-0.6%	0.9476
Low	0.9319	0.9306	-0.0013	-0.1%	0.9219
Close	0.9420	0.9321	-0.0099	-1.1%	0.9321
Range	0.0157	0.0112	-0.0045	-28.7%	0.0257
ATR	0.0105	0.0106	0.0001	0.6%	0.0000
Volume	83,988	105,950	21,962	26.1%	229,161

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9684	0.9615	0.9383
R3	0.9572	0.9503	0.9352
R2	0.9460	0.9460	0.9342
R1	0.9391	0.9391	0.9331	0.9370
PP	0.9348	0.9348	0.9348	0.9338
S1	0.9279	0.9279	0.9311	0.9258
S2	0.9236	0.9236	0.9300
S3	0.9124	0.9167	0.9290
S4	0.9012	0.9055	0.9259

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0110	0.9972	0.9462
R3	0.9853	0.9715	0.9392
R2	0.9596	0.9596	0.9368
R1	0.9458	0.9458	0.9345	0.9399
PP	0.9339	0.9339	0.9339	0.9309
S1	0.9201	0.9201	0.9297	0.9142
S2	0.9082	0.9082	0.9274
S3	0.8825	0.8944	0.9250
S4	0.8568	0.8687	0.9180

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%	0.0138	1.5%	33%	False	False	47,267
10	0.9528	0.9174	0.0354	3.8%	0.0120	1.3%	42%	False	False	24,460
20	0.9528	0.9069	0.0459	4.9%	0.0103	1.1%	55%	False	False	12,408
40	0.9598	0.9069	0.0529	5.7%	0.0084	0.9%	48%	False	False	6,266
60	0.9715	0.9069	0.0646	6.9%	0.0070	0.8%	39%	False	False	4,224
80	0.9803	0.9069	0.0734	7.9%	0.0057	0.6%	34%	False	False	3,431
100	0.9812	0.9069	0.0743	8.0%	0.0046	0.5%	34%	False	False	2,746
120	1.0169	0.9069	0.1100	11.8%	0.0039	0.4%	23%	False	False	2,288

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	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9894
2.618	0.9711
1.618	0.9599
1.000	0.9530
0.618	0.9487
HIGH	0.9418
0.618	0.9375
0.500	0.9362
0.382	0.9349
LOW	0.9306
0.618	0.9237
1.000	0.9194
1.618	0.9125
2.618	0.9013
4.250	0.8830

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	0.9362	0.9391
PP	0.9348	0.9368
S1	0.9335	0.9344

Download as Excel Spreadsheet

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

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