CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 18-Feb-2008

Day Change Summary
	Previous	Current
	15-Feb-2008	18-Feb-2008	Change	Change %	Previous Week
Open	0.9347	0.9336	-0.0011	-0.1%	0.9370
High	0.9381	0.9441	0.0060	0.6%	0.9463
Low	0.9297	0.9303	0.0006	0.1%	0.9287
Close	0.9355	0.9311	-0.0044	-0.5%	0.9355
Range	0.0084	0.0138	0.0054	64.3%	0.0176
ATR	0.0081	0.0085	0.0004	5.0%	0.0000
Volume	45	45	0	0.0%	436

Daily Pivots for day following 18-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9766	0.9676	0.9387
R3	0.9628	0.9538	0.9349
R2	0.9490	0.9490	0.9336
R1	0.9400	0.9400	0.9324	0.9376
PP	0.9352	0.9352	0.9352	0.9340
S1	0.9262	0.9262	0.9298	0.9238
S2	0.9214	0.9214	0.9286
S3	0.9076	0.9124	0.9273
S4	0.8938	0.8986	0.9235

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9802	0.9452
R3	0.9720	0.9626	0.9403
R2	0.9544	0.9544	0.9387
R1	0.9450	0.9450	0.9371	0.9409
PP	0.9368	0.9368	0.9368	0.9348
S1	0.9274	0.9274	0.9339	0.9233
S2	0.9192	0.9192	0.9323
S3	0.9016	0.9098	0.9307
S4	0.8840	0.8922	0.9258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9441	0.9287	0.0154	1.7%	0.0085	0.9%	16%	True	False	69
10	0.9505	0.9287	0.0218	2.3%	0.0083	0.9%	11%	False	False	86
20	0.9597	0.9287	0.0310	3.3%	0.0085	0.9%	8%	False	False	244
40	0.9597	0.8882	0.0715	7.7%	0.0076	0.8%	60%	False	False	237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0028
2.618	0.9802
1.618	0.9664
1.000	0.9579
0.618	0.9526
HIGH	0.9441
0.618	0.9388
0.500	0.9372
0.382	0.9356
LOW	0.9303
0.618	0.9218
1.000	0.9165
1.618	0.9080
2.618	0.8942
4.250	0.8717

Fisher Pivots for day following 18-Feb-2008
Pivot	1 day	3 day
R1	0.9372	0.9364
PP	0.9352	0.9346
S1	0.9331	0.9329

Download as Excel Spreadsheet

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

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