CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	0.9671	0.9585	-0.0086	-0.9%	0.9505
High	0.9735	0.9603	-0.0132	-1.4%	0.9735
Low	0.9566	0.9322	-0.0244	-2.6%	0.9322
Close	0.9668	0.9415	-0.0253	-2.6%	0.9415
Range	0.0169	0.0281	0.0112	66.3%	0.0413
ATR	0.0140	0.0155	0.0015	10.5%	0.0000
Volume	164,289	162,396	-1,893	-1.2%	830,765

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0290	1.0133	0.9570
R3	1.0009	0.9852	0.9492
R2	0.9728	0.9728	0.9467
R1	0.9571	0.9571	0.9441	0.9509
PP	0.9447	0.9447	0.9447	0.9416
S1	0.9290	0.9290	0.9389	0.9228
S2	0.9166	0.9166	0.9363
S3	0.8885	0.9009	0.9338
S4	0.8604	0.8728	0.9260

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0730	1.0485	0.9642
R3	1.0317	1.0072	0.9529
R2	0.9904	0.9904	0.9491
R1	0.9659	0.9659	0.9453	0.9575
PP	0.9491	0.9491	0.9491	0.9449
S1	0.9246	0.9246	0.9377	0.9162
S2	0.9078	0.9078	0.9339
S3	0.8665	0.8833	0.9301
S4	0.8252	0.8420	0.9188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9735	0.9322	0.0413	4.4%	0.0235	2.5%	23%	False	True	166,153
10	0.9735	0.9219	0.0516	5.5%	0.0186	2.0%	38%	False	False	106,710
20	0.9735	0.9069	0.0666	7.1%	0.0148	1.6%	52%	False	False	53,873
40	0.9735	0.9069	0.0666	7.1%	0.0103	1.1%	52%	False	False	27,021
60	0.9735	0.9069	0.0666	7.1%	0.0087	0.9%	52%	False	False	18,066
80	0.9735	0.9069	0.0666	7.1%	0.0071	0.8%	52%	False	False	13,816
100	0.9812	0.9069	0.0743	7.9%	0.0058	0.6%	47%	False	False	11,054
120	1.0025	0.9069	0.0956	10.2%	0.0049	0.5%	36%	False	False	9,211

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	0.0057
Widest range in 133 trading days

Fibonacci Retracements and Extensions
4.250	1.0797
2.618	1.0339
1.618	1.0058
1.000	0.9884
0.618	0.9777
HIGH	0.9603
0.618	0.9496
0.500	0.9463
0.382	0.9429
LOW	0.9322
0.618	0.9148
1.000	0.9041
1.618	0.8867
2.618	0.8586
4.250	0.8128

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	0.9463	0.9529
PP	0.9447	0.9491
S1	0.9431	0.9453

Download as Excel Spreadsheet

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

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