CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 18-Sep-2008

Day Change Summary
	Previous	Current
	17-Sep-2008	18-Sep-2008	Change	Change %	Previous Week
Open	0.9543	0.9671	0.0128	1.3%	0.9322
High	0.9675	0.9735	0.0060	0.6%	0.9476
Low	0.9433	0.9566	0.0133	1.4%	0.9219
Close	0.9604	0.9668	0.0064	0.7%	0.9321
Range	0.0242	0.0169	-0.0073	-30.2%	0.0257
ATR	0.0138	0.0140	0.0002	1.6%	0.0000
Volume	180,254	164,289	-15,965	-8.9%	229,161

Daily Pivots for day following 18-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0163	1.0085	0.9761
R3	0.9994	0.9916	0.9714
R2	0.9825	0.9825	0.9699
R1	0.9747	0.9747	0.9683	0.9702
PP	0.9656	0.9656	0.9656	0.9634
S1	0.9578	0.9578	0.9653	0.9533
S2	0.9487	0.9487	0.9637
S3	0.9318	0.9409	0.9622
S4	0.9149	0.9240	0.9575

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	0.9735	0.9306	0.0429	4.4%	0.0201	2.1%	84%	True	False	154,863
10	0.9735	0.9219	0.0516	5.3%	0.0172	1.8%	87%	True	False	90,780
20	0.9735	0.9069	0.0666	6.9%	0.0137	1.4%	90%	True	False	45,768
40	0.9735	0.9069	0.0666	6.9%	0.0097	1.0%	90%	True	False	22,961
60	0.9735	0.9069	0.0666	6.9%	0.0083	0.9%	90%	True	False	15,360
80	0.9735	0.9069	0.0666	6.9%	0.0068	0.7%	90%	True	False	11,786
100	0.9812	0.9069	0.0743	7.7%	0.0055	0.6%	81%	False	False	9,430
120	1.0025	0.9069	0.0956	9.9%	0.0047	0.5%	63%	False	False	7,858

Crabel Price Patterns
NR	True
NR4	True
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	0.0057
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0453
2.618	1.0177
1.618	1.0008
1.000	0.9904
0.618	0.9839
HIGH	0.9735
0.618	0.9670
0.500	0.9651
0.382	0.9631
LOW	0.9566
0.618	0.9462
1.000	0.9397
1.618	0.9293
2.618	0.9124
4.250	0.8848

Fisher Pivots for day following 18-Sep-2008
Pivot	1 day	3 day
R1	0.9662	0.9640
PP	0.9656	0.9612
S1	0.9651	0.9584

Download as Excel Spreadsheet

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

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