CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 17-Oct-2008

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	1.0071	0.9878	-0.0193	-1.9%	0.9998
High	1.0121	0.9988	-0.0133	-1.3%	1.0127
Low	0.9885	0.9860	-0.0025	-0.3%	0.9754
Close	0.9948	0.9880	-0.0068	-0.7%	0.9880
Range	0.0236	0.0128	-0.0108	-45.8%	0.0373
ATR	0.0212	0.0206	-0.0006	-2.8%	0.0000
Volume	133,486	161,678	28,192	21.1%	666,964

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0293	1.0215	0.9950
R3	1.0165	1.0087	0.9915
R2	1.0037	1.0037	0.9903
R1	0.9959	0.9959	0.9892	0.9998
PP	0.9909	0.9909	0.9909	0.9929
S1	0.9831	0.9831	0.9868	0.9870
S2	0.9781	0.9781	0.9857
S3	0.9653	0.9703	0.9845
S4	0.9525	0.9575	0.9810

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1039	1.0833	1.0085
R3	1.0666	1.0460	0.9983
R2	1.0293	1.0293	0.9948
R1	1.0087	1.0087	0.9914	1.0004
PP	0.9920	0.9920	0.9920	0.9879
S1	0.9714	0.9714	0.9846	0.9631
S2	0.9547	0.9547	0.9812
S3	0.9174	0.9341	0.9777
S4	0.8801	0.8968	0.9675

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0127	0.9754	0.0373	3.8%	0.0204	2.1%	34%	False	False	133,392
10	1.0288	0.9571	0.0717	7.3%	0.0261	2.6%	43%	False	False	144,927
20	1.0288	0.9399	0.0889	9.0%	0.0207	2.1%	54%	False	False	124,218
40	1.0288	0.9069	0.1219	12.3%	0.0178	1.8%	67%	False	False	89,046
60	1.0288	0.9069	0.1219	12.3%	0.0138	1.4%	67%	False	False	59,420
80	1.0288	0.9069	0.1219	12.3%	0.0117	1.2%	67%	False	False	44,604
100	1.0288	0.9069	0.1219	12.3%	0.0099	1.0%	67%	False	False	35,896
120	1.0288	0.9069	0.1219	12.3%	0.0083	0.8%	67%	False	False	29,914

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0049
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0532
2.618	1.0323
1.618	1.0195
1.000	1.0116
0.618	1.0067
HIGH	0.9988
0.618	0.9939
0.500	0.9924
0.382	0.9909
LOW	0.9860
0.618	0.9781
1.000	0.9732
1.618	0.9653
2.618	0.9525
4.250	0.9316

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	0.9924	0.9980
PP	0.9909	0.9947
S1	0.9895	0.9913

Download as Excel Spreadsheet

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

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