CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 25-Apr-2008

Day Change Summary
	Previous	Current
	24-Apr-2008	25-Apr-2008	Change	Change %	Previous Week
Open	0.9699	0.9619	-0.0080	-0.8%	0.9669
High	0.9709	0.9655	-0.0054	-0.6%	0.9773
Low	0.9595	0.9569	-0.0026	-0.3%	0.9569
Close	0.9613	0.9599	-0.0014	-0.1%	0.9599
Range	0.0114	0.0086	-0.0028	-24.6%	0.0204
ATR	0.0138	0.0135	-0.0004	-2.7%	0.0000
Volume	97,659	118,367	20,708	21.2%	574,528

Daily Pivots for day following 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9866	0.9818	0.9646
R3	0.9780	0.9732	0.9623
R2	0.9694	0.9694	0.9615
R1	0.9646	0.9646	0.9607	0.9627
PP	0.9608	0.9608	0.9608	0.9598
S1	0.9560	0.9560	0.9591	0.9541
S2	0.9522	0.9522	0.9583
S3	0.9436	0.9474	0.9575
S4	0.9350	0.9388	0.9552

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0259	1.0133	0.9711
R3	1.0055	0.9929	0.9655
R2	0.9851	0.9851	0.9636
R1	0.9725	0.9725	0.9618	0.9686
PP	0.9647	0.9647	0.9647	0.9628
S1	0.9521	0.9521	0.9580	0.9482
S2	0.9443	0.9443	0.9562
S3	0.9239	0.9317	0.9543
S4	0.9035	0.9113	0.9487

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9773	0.9569	0.0204	2.1%	0.0098	1.0%	15%	False	True	114,905
10	1.0005	0.9569	0.0436	4.5%	0.0115	1.2%	7%	False	True	116,223
20	1.0162	0.9569	0.0593	6.2%	0.0132	1.4%	5%	False	True	117,125
40	1.0493	0.9569	0.0924	9.6%	0.0154	1.6%	3%	False	True	100,045
60	1.0493	0.9287	0.1206	12.6%	0.0131	1.4%	26%	False	False	66,803
80	1.0493	0.9229	0.1264	13.2%	0.0118	1.2%	29%	False	False	50,204

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0021
2.618	0.9880
1.618	0.9794
1.000	0.9741
0.618	0.9708
HIGH	0.9655
0.618	0.9622
0.500	0.9612
0.382	0.9602
LOW	0.9569
0.618	0.9516
1.000	0.9483
1.618	0.9430
2.618	0.9344
4.250	0.9204

Fisher Pivots for day following 25-Apr-2008
Pivot	1 day	3 day
R1	0.9612	0.9668
PP	0.9608	0.9645
S1	0.9603	0.9622

Download as Excel Spreadsheet

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

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