CME Japanese Yen Future June 2008

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

Day Change Summary
	Previous	Current
	30-May-2008	02-Jun-2008	Change	Change %	Previous Week
Open	0.9481	0.9520	0.0039	0.4%	0.9700
High	0.9510	0.9620	0.0110	1.2%	0.9706
Low	0.9464	0.9482	0.0018	0.2%	0.9453
Close	0.9491	0.9586	0.0095	1.0%	0.9491
Range	0.0046	0.0138	0.0092	200.0%	0.0253
ATR	0.0113	0.0114	0.0002	1.6%	0.0000
Volume	132,223	85,101	-47,122	-35.6%	505,331

Daily Pivots for day following 02-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9977	0.9919	0.9662
R3	0.9839	0.9781	0.9624
R2	0.9701	0.9701	0.9611
R1	0.9643	0.9643	0.9599	0.9672
PP	0.9563	0.9563	0.9563	0.9577
S1	0.9505	0.9505	0.9573	0.9534
S2	0.9425	0.9425	0.9561
S3	0.9287	0.9367	0.9548
S4	0.9149	0.9229	0.9510

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0309	1.0153	0.9630
R3	1.0056	0.9900	0.9561
R2	0.9803	0.9803	0.9537
R1	0.9647	0.9647	0.9514	0.9599
PP	0.9550	0.9550	0.9550	0.9526
S1	0.9394	0.9394	0.9468	0.9346
S2	0.9297	0.9297	0.9445
S3	0.9044	0.9141	0.9421
S4	0.8791	0.8888	0.9352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9706	0.9453	0.0253	2.6%	0.0108	1.1%	53%	False	False	118,086
10	0.9744	0.9453	0.0291	3.0%	0.0108	1.1%	46%	False	False	120,936
20	0.9770	0.9453	0.0317	3.3%	0.0111	1.2%	42%	False	False	116,800
40	1.0033	0.9453	0.0580	6.1%	0.0116	1.2%	23%	False	False	115,761
60	1.0493	0.9453	0.1040	10.8%	0.0139	1.5%	13%	False	False	114,152
80	1.0493	0.9287	0.1206	12.6%	0.0128	1.3%	25%	False	False	85,848
100	1.0493	0.9229	0.1264	13.2%	0.0119	1.2%	28%	False	False	68,747

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0207
2.618	0.9981
1.618	0.9843
1.000	0.9758
0.618	0.9705
HIGH	0.9620
0.618	0.9567
0.500	0.9551
0.382	0.9535
LOW	0.9482
0.618	0.9397
1.000	0.9344
1.618	0.9259
2.618	0.9121
4.250	0.8896

Fisher Pivots for day following 02-Jun-2008
Pivot	1 day	3 day
R1	0.9574	0.9570
PP	0.9563	0.9553
S1	0.9551	0.9537

Download as Excel Spreadsheet

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

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