CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	0.9375	0.9505	0.0130	1.4%	0.9322
High	0.9418	0.9617	0.0199	2.1%	0.9476
Low	0.9306	0.9399	0.0093	1.0%	0.9219
Close	0.9321	0.9496	0.0175	1.9%	0.9321
Range	0.0112	0.0218	0.0106	94.6%	0.0257
ATR	0.0106	0.0119	0.0014	12.9%	0.0000
Volume	105,950	121,335	15,385	14.5%	229,161

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0158	1.0045	0.9616
R3	0.9940	0.9827	0.9556
R2	0.9722	0.9722	0.9536
R1	0.9609	0.9609	0.9516	0.9557
PP	0.9504	0.9504	0.9504	0.9478
S1	0.9391	0.9391	0.9476	0.9339
S2	0.9286	0.9286	0.9456
S3	0.9068	0.9173	0.9436
S4	0.8850	0.8955	0.9376

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	0.9617	0.9219	0.0398	4.2%	0.0143	1.5%	70%	True	False	70,099
10	0.9617	0.9191	0.0426	4.5%	0.0134	1.4%	72%	True	False	36,570
20	0.9617	0.9069	0.0548	5.8%	0.0111	1.2%	78%	True	False	18,464
40	0.9617	0.9069	0.0548	5.8%	0.0085	0.9%	78%	True	False	9,299
60	0.9715	0.9069	0.0646	6.8%	0.0073	0.8%	66%	False	False	6,246
80	0.9803	0.9069	0.0734	7.7%	0.0059	0.6%	58%	False	False	4,948
100	0.9812	0.9069	0.0743	7.8%	0.0049	0.5%	57%	False	False	3,959
120	1.0169	0.9069	0.1100	11.6%	0.0041	0.4%	39%	False	False	3,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0039
Widest range in 129 trading days

Fibonacci Retracements and Extensions
4.250	1.0544
2.618	1.0188
1.618	0.9970
1.000	0.9835
0.618	0.9752
HIGH	0.9617
0.618	0.9534
0.500	0.9508
0.382	0.9482
LOW	0.9399
0.618	0.9264
1.000	0.9181
1.618	0.9046
2.618	0.8828
4.250	0.8473

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	0.9508	0.9485
PP	0.9504	0.9473
S1	0.9500	0.9462

Download as Excel Spreadsheet

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

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