CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 23-Sep-2008

Day Change Summary
	Previous	Current
	22-Sep-2008	23-Sep-2008	Change	Change %	Previous Week
Open	0.9415	0.9552	0.0137	1.5%	0.9505
High	0.9588	0.9584	-0.0004	0.0%	0.9735
Low	0.9399	0.9507	0.0108	1.1%	0.9322
Close	0.9559	0.9567	0.0008	0.1%	0.9415
Range	0.0189	0.0077	-0.0112	-59.3%	0.0413
ATR	0.0157	0.0151	-0.0006	-3.6%	0.0000
Volume	119,081	103,543	-15,538	-13.0%	830,765

Daily Pivots for day following 23-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9784	0.9752	0.9609
R3	0.9707	0.9675	0.9588
R2	0.9630	0.9630	0.9581
R1	0.9598	0.9598	0.9574	0.9614
PP	0.9553	0.9553	0.9553	0.9561
S1	0.9521	0.9521	0.9560	0.9537
S2	0.9476	0.9476	0.9553
S3	0.9399	0.9444	0.9546
S4	0.9322	0.9367	0.9525

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%	0.0192	2.0%	59%	False	False	145,912
10	0.9735	0.9306	0.0429	4.5%	0.0183	1.9%	61%	False	False	127,542
20	0.9735	0.9069	0.0666	7.0%	0.0148	1.5%	75%	False	False	64,982
40	0.9735	0.9069	0.0666	7.0%	0.0107	1.1%	75%	False	False	32,586
60	0.9735	0.9069	0.0666	7.0%	0.0089	0.9%	75%	False	False	21,775
80	0.9735	0.9069	0.0666	7.0%	0.0075	0.8%	75%	False	False	16,592
100	0.9812	0.9069	0.0743	7.8%	0.0061	0.6%	67%	False	False	13,280
120	1.0025	0.9069	0.0956	10.0%	0.0051	0.5%	52%	False	False	11,067

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0051
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9911
2.618	0.9786
1.618	0.9709
1.000	0.9661
0.618	0.9632
HIGH	0.9584
0.618	0.9555
0.500	0.9546
0.382	0.9536
LOW	0.9507
0.618	0.9459
1.000	0.9430
1.618	0.9382
2.618	0.9305
4.250	0.9180

Fisher Pivots for day following 23-Sep-2008
Pivot	1 day	3 day
R1	0.9560	0.9532
PP	0.9553	0.9497
S1	0.9546	0.9463

Download as Excel Spreadsheet

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

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