CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 03-Oct-2008

Day Change Summary
	Previous	Current
	02-Oct-2008	03-Oct-2008	Change	Change %	Previous Week
Open	0.9527	0.9565	0.0038	0.4%	0.9522
High	0.9589	0.9645	0.0056	0.6%	0.9740
Low	0.9484	0.9484	0.0000	0.0%	0.9420
Close	0.9578	0.9563	-0.0015	-0.2%	0.9563
Range	0.0105	0.0161	0.0056	53.3%	0.0320
ATR	0.0154	0.0154	0.0001	0.3%	0.0000
Volume	86,036	93,585	7,549	8.8%	563,970

Daily Pivots for day following 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0047	0.9966	0.9652
R3	0.9886	0.9805	0.9607
R2	0.9725	0.9725	0.9593
R1	0.9644	0.9644	0.9578	0.9604
PP	0.9564	0.9564	0.9564	0.9544
S1	0.9483	0.9483	0.9548	0.9443
S2	0.9403	0.9403	0.9533
S3	0.9242	0.9322	0.9519
S4	0.9081	0.9161	0.9474

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0534	1.0369	0.9739
R3	1.0214	1.0049	0.9651
R2	0.9894	0.9894	0.9622
R1	0.9729	0.9729	0.9592	0.9812
PP	0.9574	0.9574	0.9574	0.9616
S1	0.9409	0.9409	0.9534	0.9492
S2	0.9254	0.9254	0.9504
S3	0.8934	0.9089	0.9475
S4	0.8614	0.8769	0.9387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9740	0.9420	0.0320	3.3%	0.0177	1.8%	45%	False	False	112,794
10	0.9740	0.9399	0.0341	3.6%	0.0153	1.6%	48%	False	False	103,509
20	0.9740	0.9219	0.0521	5.4%	0.0170	1.8%	66%	False	False	105,109
40	0.9740	0.9069	0.0671	7.0%	0.0127	1.3%	74%	False	False	52,866
60	0.9740	0.9069	0.0671	7.0%	0.0105	1.1%	74%	False	False	35,293
80	0.9740	0.9069	0.0671	7.0%	0.0089	0.9%	74%	False	False	26,492
100	0.9803	0.9069	0.0734	7.7%	0.0073	0.8%	67%	False	False	21,403
120	0.9886	0.9069	0.0817	8.5%	0.0061	0.6%	60%	False	False	17,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0329
2.618	1.0066
1.618	0.9905
1.000	0.9806
0.618	0.9744
HIGH	0.9645
0.618	0.9583
0.500	0.9565
0.382	0.9546
LOW	0.9484
0.618	0.9385
1.000	0.9323
1.618	0.9224
2.618	0.9063
4.250	0.8800

Fisher Pivots for day following 03-Oct-2008
Pivot	1 day	3 day
R1	0.9565	0.9565
PP	0.9564	0.9564
S1	0.9564	0.9564

Download as Excel Spreadsheet

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

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