CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 01-Oct-2008

Day Change Summary
	Previous	Current
	30-Sep-2008	01-Oct-2008	Change	Change %	Previous Week
Open	0.9681	0.9533	-0.0148	-1.5%	0.9415
High	0.9740	0.9578	-0.0162	-1.7%	0.9599
Low	0.9487	0.9485	-0.0002	0.0%	0.9399
Close	0.9498	0.9531	0.0033	0.3%	0.9503
Range	0.0253	0.0093	-0.0160	-63.2%	0.0200
ATR	0.0163	0.0158	-0.0005	-3.1%	0.0000
Volume	147,645	126,493	-21,152	-14.3%	471,122

Daily Pivots for day following 01-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9810	0.9764	0.9582
R3	0.9717	0.9671	0.9557
R2	0.9624	0.9624	0.9548
R1	0.9578	0.9578	0.9540	0.9555
PP	0.9531	0.9531	0.9531	0.9520
S1	0.9485	0.9485	0.9522	0.9462
S2	0.9438	0.9438	0.9514
S3	0.9345	0.9392	0.9505
S4	0.9252	0.9299	0.9480

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	0.9740	0.9419	0.0321	3.4%	0.0181	1.9%	35%	False	False	110,898
10	0.9740	0.9322	0.0418	4.4%	0.0172	1.8%	50%	False	False	118,215
20	0.9740	0.9219	0.0521	5.5%	0.0167	1.8%	60%	False	False	96,424
40	0.9740	0.9069	0.0671	7.0%	0.0125	1.3%	69%	False	False	48,377
60	0.9740	0.9069	0.0671	7.0%	0.0102	1.1%	69%	False	False	32,302
80	0.9740	0.9069	0.0671	7.0%	0.0086	0.9%	69%	False	False	24,499
100	0.9803	0.9069	0.0734	7.7%	0.0071	0.7%	63%	False	False	19,608
120	0.9952	0.9069	0.0883	9.3%	0.0059	0.6%	52%	False	False	16,340

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0043
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9973
2.618	0.9821
1.618	0.9728
1.000	0.9671
0.618	0.9635
HIGH	0.9578
0.618	0.9542
0.500	0.9532
0.382	0.9521
LOW	0.9485
0.618	0.9428
1.000	0.9392
1.618	0.9335
2.618	0.9242
4.250	0.9090

Fisher Pivots for day following 01-Oct-2008
Pivot	1 day	3 day
R1	0.9532	0.9580
PP	0.9531	0.9564
S1	0.9531	0.9547

Download as Excel Spreadsheet

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

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