CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 02-May-2008

Day Change Summary
	Previous	Current
	01-May-2008	02-May-2008	Change	Change %	Previous Week
Open	0.9644	0.9600	-0.0044	-0.5%	0.9601
High	0.9683	0.9608	-0.0075	-0.8%	0.9718
Low	0.9585	0.9484	-0.0101	-1.1%	0.9484
Close	0.9606	0.9523	-0.0083	-0.9%	0.9523
Range	0.0098	0.0124	0.0026	26.5%	0.0234
ATR	0.0125	0.0125	0.0000	-0.1%	0.0000
Volume	144,394	107,907	-36,487	-25.3%	524,202

Daily Pivots for day following 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9910	0.9841	0.9591
R3	0.9786	0.9717	0.9557
R2	0.9662	0.9662	0.9546
R1	0.9593	0.9593	0.9534	0.9566
PP	0.9538	0.9538	0.9538	0.9525
S1	0.9469	0.9469	0.9512	0.9442
S2	0.9414	0.9414	0.9500
S3	0.9290	0.9345	0.9489
S4	0.9166	0.9221	0.9455

Weekly Pivots for week ending 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0277	1.0134	0.9652
R3	1.0043	0.9900	0.9587
R2	0.9809	0.9809	0.9566
R1	0.9666	0.9666	0.9544	0.9621
PP	0.9575	0.9575	0.9575	0.9552
S1	0.9432	0.9432	0.9502	0.9387
S2	0.9341	0.9341	0.9480
S3	0.9107	0.9198	0.9459
S4	0.8873	0.8964	0.9394

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9718	0.9484	0.0234	2.5%	0.0102	1.1%	17%	False	True	104,840
10	0.9773	0.9484	0.0289	3.0%	0.0100	1.1%	13%	False	True	109,873
20	1.0033	0.9484	0.0549	5.8%	0.0121	1.3%	7%	False	True	114,722
40	1.0493	0.9484	0.1009	10.6%	0.0154	1.6%	4%	False	True	112,827
60	1.0493	0.9287	0.1206	12.7%	0.0133	1.4%	20%	False	False	75,531
80	1.0493	0.9229	0.1264	13.3%	0.0121	1.3%	23%	False	False	56,734

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	0.0025
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0135
2.618	0.9933
1.618	0.9809
1.000	0.9732
0.618	0.9685
HIGH	0.9608
0.618	0.9561
0.500	0.9546
0.382	0.9531
LOW	0.9484
0.618	0.9407
1.000	0.9360
1.618	0.9283
2.618	0.9159
4.250	0.8957

Fisher Pivots for day following 02-May-2008
Pivot	1 day	3 day
R1	0.9546	0.9584
PP	0.9538	0.9563
S1	0.9531	0.9543

Download as Excel Spreadsheet

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

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