CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 29-Sep-2008

Day Change Summary
	Previous	Current
	26-Sep-2008	29-Sep-2008	Change	Change %	Previous Week
Open	0.9460	0.9522	0.0062	0.7%	0.9415
High	0.9599	0.9692	0.0093	1.0%	0.9599
Low	0.9460	0.9420	-0.0040	-0.4%	0.9399
Close	0.9503	0.9661	0.0158	1.7%	0.9503
Range	0.0139	0.0272	0.0133	95.7%	0.0200
ATR	0.0147	0.0156	0.0009	6.1%	0.0000
Volume	99,724	110,211	10,487	10.5%	471,122

Daily Pivots for day following 29-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0407	1.0306	0.9811
R3	1.0135	1.0034	0.9736
R2	0.9863	0.9863	0.9711
R1	0.9762	0.9762	0.9686	0.9813
PP	0.9591	0.9591	0.9591	0.9616
S1	0.9490	0.9490	0.9636	0.9541
S2	0.9319	0.9319	0.9611
S3	0.9047	0.9218	0.9586
S4	0.8775	0.8946	0.9511

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0100	1.0002	0.9613
R3	0.9900	0.9802	0.9558
R2	0.9700	0.9700	0.9540
R1	0.9602	0.9602	0.9521	0.9651
PP	0.9500	0.9500	0.9500	0.9525
S1	0.9402	0.9402	0.9485	0.9451
S2	0.9300	0.9300	0.9466
S3	0.9100	0.9202	0.9448
S4	0.8900	0.9002	0.9393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9692	0.9419	0.0273	2.8%	0.0146	1.5%	89%	True	False	92,450
10	0.9735	0.9322	0.0413	4.3%	0.0188	1.9%	82%	False	False	129,076
20	0.9735	0.9191	0.0544	5.6%	0.0161	1.7%	86%	False	False	82,823
40	0.9735	0.9069	0.0666	6.9%	0.0118	1.2%	89%	False	False	41,534
60	0.9735	0.9069	0.0666	6.9%	0.0096	1.0%	89%	False	False	27,736
80	0.9735	0.9069	0.0666	6.9%	0.0083	0.9%	89%	False	False	21,073
100	0.9812	0.9069	0.0743	7.7%	0.0067	0.7%	80%	False	False	16,867
120	1.0025	0.9069	0.0956	9.9%	0.0056	0.6%	62%	False	False	14,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0054
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0848
2.618	1.0404
1.618	1.0132
1.000	0.9964
0.618	0.9860
HIGH	0.9692
0.618	0.9588
0.500	0.9556
0.382	0.9524
LOW	0.9420
0.618	0.9252
1.000	0.9148
1.618	0.8980
2.618	0.8708
4.250	0.8264

Fisher Pivots for day following 29-Sep-2008
Pivot	1 day	3 day
R1	0.9626	0.9626
PP	0.9591	0.9591
S1	0.9556	0.9556

Download as Excel Spreadsheet

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

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