CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	0.9621	0.9543	-0.0078	-0.8%	0.9322
High	0.9717	0.9675	-0.0042	-0.4%	0.9476
Low	0.9452	0.9433	-0.0019	-0.2%	0.9219
Close	0.9509	0.9604	0.0095	1.0%	0.9321
Range	0.0265	0.0242	-0.0023	-8.7%	0.0257
ATR	0.0130	0.0138	0.0008	6.2%	0.0000
Volume	202,491	180,254	-22,237	-11.0%	229,161

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0297	1.0192	0.9737
R3	1.0055	0.9950	0.9671
R2	0.9813	0.9813	0.9648
R1	0.9708	0.9708	0.9626	0.9761
PP	0.9571	0.9571	0.9571	0.9597
S1	0.9466	0.9466	0.9582	0.9519
S2	0.9329	0.9329	0.9560
S3	0.9087	0.9224	0.9537
S4	0.8845	0.8982	0.9471

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%	0.0199	2.1%	73%	False	False	138,803
10	0.9717	0.9219	0.0498	5.2%	0.0163	1.7%	77%	False	False	74,633
20	0.9717	0.9069	0.0648	6.7%	0.0131	1.4%	83%	False	False	37,589
40	0.9717	0.9069	0.0648	6.7%	0.0096	1.0%	83%	False	False	18,854
60	0.9717	0.9069	0.0648	6.7%	0.0080	0.8%	83%	False	False	12,622
80	0.9717	0.9069	0.0648	6.7%	0.0066	0.7%	83%	False	False	9,732
100	0.9812	0.9069	0.0743	7.7%	0.0054	0.6%	72%	False	False	7,787
120	1.0025	0.9069	0.0956	10.0%	0.0045	0.5%	56%	False	False	6,489

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	0.0055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0704
2.618	1.0309
1.618	1.0067
1.000	0.9917
0.618	0.9825
HIGH	0.9675
0.618	0.9583
0.500	0.9554
0.382	0.9525
LOW	0.9433
0.618	0.9283
1.000	0.9191
1.618	0.9041
2.618	0.8799
4.250	0.8405

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	0.9587	0.9589
PP	0.9571	0.9573
S1	0.9554	0.9558

Download as Excel Spreadsheet

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

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