CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 15-Apr-2008

Day Change Summary
	Previous	Current
	14-Apr-2008	15-Apr-2008	Change	Change %	Previous Week
Open	0.9890	0.9923	0.0033	0.3%	0.9898
High	1.0005	0.9956	-0.0049	-0.5%	1.0033
Low	0.9885	0.9854	-0.0031	-0.3%	0.9760
Close	0.9935	0.9891	-0.0044	-0.4%	0.9951
Range	0.0120	0.0102	-0.0018	-15.0%	0.0273
ATR	0.0156	0.0152	-0.0004	-2.5%	0.0000
Volume	139,622	101,629	-37,993	-27.2%	608,008

Daily Pivots for day following 15-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0206	1.0151	0.9947
R3	1.0104	1.0049	0.9919
R2	1.0002	1.0002	0.9910
R1	0.9947	0.9947	0.9900	0.9924
PP	0.9900	0.9900	0.9900	0.9889
S1	0.9845	0.9845	0.9882	0.9822
S2	0.9798	0.9798	0.9872
S3	0.9696	0.9743	0.9863
S4	0.9594	0.9641	0.9835

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0734	1.0615	1.0101
R3	1.0461	1.0342	1.0026
R2	1.0188	1.0188	1.0001
R1	1.0069	1.0069	0.9976	1.0129
PP	0.9915	0.9915	0.9915	0.9944
S1	0.9796	0.9796	0.9926	0.9856
S2	0.9642	0.9642	0.9901
S3	0.9369	0.9523	0.9876
S4	0.9096	0.9250	0.9801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0033	0.9760	0.0273	2.8%	0.0144	1.5%	48%	False	False	131,762
10	1.0033	0.9750	0.0283	2.9%	0.0132	1.3%	50%	False	False	123,806
20	1.0362	0.9750	0.0612	6.2%	0.0163	1.6%	23%	False	False	123,085
40	1.0493	0.9298	0.1195	12.1%	0.0150	1.5%	50%	False	False	77,149
60	1.0493	0.9287	0.1206	12.2%	0.0128	1.3%	50%	False	False	51,514
80	1.0493	0.8882	0.1611	16.3%	0.0113	1.1%	63%	False	False	38,693

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	0.0031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0390
2.618	1.0223
1.618	1.0121
1.000	1.0058
0.618	1.0019
HIGH	0.9956
0.618	0.9917
0.500	0.9905
0.382	0.9893
LOW	0.9854
0.618	0.9791
1.000	0.9752
1.618	0.9689
2.618	0.9587
4.250	0.9421

Fisher Pivots for day following 15-Apr-2008
Pivot	1 day	3 day
R1	0.9905	0.9908
PP	0.9900	0.9902
S1	0.9896	0.9897

Download as Excel Spreadsheet

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

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