CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 04-Jun-2008

Day Change Summary
	Previous	Current
	03-Jun-2008	04-Jun-2008	Change	Change %	Previous Week
Open	0.9584	0.9513	-0.0071	-0.7%	0.9700
High	0.9634	0.9573	-0.0061	-0.6%	0.9706
Low	0.9478	0.9488	0.0010	0.1%	0.9453
Close	0.9541	0.9525	-0.0016	-0.2%	0.9491
Range	0.0156	0.0085	-0.0071	-45.5%	0.0253
ATR	0.0117	0.0115	-0.0002	-2.0%	0.0000
Volume	159,174	175,293	16,119	10.1%	505,331

Daily Pivots for day following 04-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9784	0.9739	0.9572
R3	0.9699	0.9654	0.9548
R2	0.9614	0.9614	0.9541
R1	0.9569	0.9569	0.9533	0.9592
PP	0.9529	0.9529	0.9529	0.9540
S1	0.9484	0.9484	0.9517	0.9507
S2	0.9444	0.9444	0.9509
S3	0.9359	0.9399	0.9502
S4	0.9274	0.9314	0.9478

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	0.9634	0.9453	0.0181	1.9%	0.0108	1.1%	40%	False	False	138,520
10	0.9744	0.9453	0.0291	3.1%	0.0112	1.2%	25%	False	False	131,913
20	0.9770	0.9453	0.0317	3.3%	0.0113	1.2%	23%	False	False	122,603
40	1.0033	0.9453	0.0580	6.1%	0.0115	1.2%	12%	False	False	119,361
60	1.0493	0.9453	0.1040	10.9%	0.0139	1.5%	7%	False	False	119,478
80	1.0493	0.9287	0.1206	12.7%	0.0129	1.4%	20%	False	False	90,024
100	1.0493	0.9287	0.1206	12.7%	0.0121	1.3%	20%	False	False	72,083

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9934
2.618	0.9796
1.618	0.9711
1.000	0.9658
0.618	0.9626
HIGH	0.9573
0.618	0.9541
0.500	0.9531
0.382	0.9520
LOW	0.9488
0.618	0.9435
1.000	0.9403
1.618	0.9350
2.618	0.9265
4.250	0.9127

Fisher Pivots for day following 04-Jun-2008
Pivot	1 day	3 day
R1	0.9531	0.9556
PP	0.9529	0.9546
S1	0.9527	0.9535

Download as Excel Spreadsheet

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

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