CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	0.9585	0.9415	-0.0170	-1.8%	0.9505
High	0.9603	0.9588	-0.0015	-0.2%	0.9735
Low	0.9322	0.9399	0.0077	0.8%	0.9322
Close	0.9415	0.9559	0.0144	1.5%	0.9415
Range	0.0281	0.0189	-0.0092	-32.7%	0.0413
ATR	0.0155	0.0157	0.0002	1.6%	0.0000
Volume	162,396	119,081	-43,315	-26.7%	830,765

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0082	1.0010	0.9663
R3	0.9893	0.9821	0.9611
R2	0.9704	0.9704	0.9594
R1	0.9632	0.9632	0.9576	0.9668
PP	0.9515	0.9515	0.9515	0.9534
S1	0.9443	0.9443	0.9542	0.9479
S2	0.9326	0.9326	0.9524
S3	0.9137	0.9254	0.9507
S4	0.8948	0.9065	0.9455

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	4.3%	0.0229	2.4%	57%	False	False	165,702
10	0.9735	0.9219	0.0516	5.4%	0.0186	1.9%	66%	False	False	117,900
20	0.9735	0.9069	0.0666	7.0%	0.0151	1.6%	74%	False	False	59,820
40	0.9735	0.9069	0.0666	7.0%	0.0106	1.1%	74%	False	False	29,998
60	0.9735	0.9069	0.0666	7.0%	0.0090	0.9%	74%	False	False	20,050
80	0.9735	0.9069	0.0666	7.0%	0.0074	0.8%	74%	False	False	15,299
100	0.9812	0.9069	0.0743	7.8%	0.0060	0.6%	66%	False	False	12,245
120	1.0025	0.9069	0.0956	10.0%	0.0050	0.5%	51%	False	False	10,204

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0049
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0391
2.618	1.0083
1.618	0.9894
1.000	0.9777
0.618	0.9705
HIGH	0.9588
0.618	0.9516
0.500	0.9494
0.382	0.9471
LOW	0.9399
0.618	0.9282
1.000	0.9210
1.618	0.9093
2.618	0.8904
4.250	0.8596

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	0.9537	0.9549
PP	0.9515	0.9539
S1	0.9494	0.9529

Download as Excel Spreadsheet

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

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