CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 16-Sep-2008

Day Change Summary
	Previous	Current
	15-Sep-2008	16-Sep-2008	Change	Change %	Previous Week
Open	0.9505	0.9621	0.0116	1.2%	0.9322
High	0.9617	0.9717	0.0100	1.0%	0.9476
Low	0.9399	0.9452	0.0053	0.6%	0.9219
Close	0.9496	0.9509	0.0013	0.1%	0.9321
Range	0.0218	0.0265	0.0047	21.6%	0.0257
ATR	0.0119	0.0130	0.0010	8.7%	0.0000
Volume	121,335	202,491	81,156	66.9%	229,161

Daily Pivots for day following 16-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0354	1.0197	0.9655
R3	1.0089	0.9932	0.9582
R2	0.9824	0.9824	0.9558
R1	0.9667	0.9667	0.9533	0.9613
PP	0.9559	0.9559	0.9559	0.9533
S1	0.9402	0.9402	0.9485	0.9348
S2	0.9294	0.9294	0.9460
S3	0.9029	0.9137	0.9436
S4	0.8764	0.8872	0.9363

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	0.9717	0.9306	0.0411	4.3%	0.0174	1.8%	49%	True	False	109,171
10	0.9717	0.9214	0.0503	5.3%	0.0152	1.6%	59%	True	False	56,697
20	0.9717	0.9069	0.0648	6.8%	0.0121	1.3%	68%	True	False	28,582
40	0.9717	0.9069	0.0648	6.8%	0.0090	0.9%	68%	True	False	14,348
60	0.9717	0.9069	0.0648	6.8%	0.0077	0.8%	68%	True	False	9,619
80	0.9803	0.9069	0.0734	7.7%	0.0063	0.7%	60%	False	False	7,479
100	0.9812	0.9069	0.0743	7.8%	0.0051	0.5%	59%	False	False	5,984
120	1.0141	0.9069	0.1072	11.3%	0.0043	0.5%	41%	False	False	4,987

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	0.0048
Widest range in 130 trading days

Fibonacci Retracements and Extensions
4.250	1.0843
2.618	1.0411
1.618	1.0146
1.000	0.9982
0.618	0.9881
HIGH	0.9717
0.618	0.9616
0.500	0.9585
0.382	0.9553
LOW	0.9452
0.618	0.9288
1.000	0.9187
1.618	0.9023
2.618	0.8758
4.250	0.8326

Fisher Pivots for day following 16-Sep-2008
Pivot	1 day	3 day
R1	0.9585	0.9512
PP	0.9559	0.9511
S1	0.9534	0.9510

Download as Excel Spreadsheet

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

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