CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 09-Jun-2008

Day Change Summary
	Previous	Current
	06-Jun-2008	09-Jun-2008	Change	Change %	Previous Week
Open	0.9443	0.9558	0.0115	1.2%	0.9520
High	0.9538	0.9582	0.0044	0.5%	0.9634
Low	0.9403	0.9404	0.0001	0.0%	0.9399
Close	0.9520	0.9427	-0.0093	-1.0%	0.9520
Range	0.0135	0.0178	0.0043	31.9%	0.0235
ATR	0.0117	0.0122	0.0004	3.7%	0.0000
Volume	154,169	141,038	-13,131	-8.5%	692,290

Daily Pivots for day following 09-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0005	0.9894	0.9525
R3	0.9827	0.9716	0.9476
R2	0.9649	0.9649	0.9460
R1	0.9538	0.9538	0.9443	0.9505
PP	0.9471	0.9471	0.9471	0.9454
S1	0.9360	0.9360	0.9411	0.9327
S2	0.9293	0.9293	0.9394
S3	0.9115	0.9182	0.9378
S4	0.8937	0.9004	0.9329

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0223	1.0106	0.9649
R3	0.9988	0.9871	0.9585
R2	0.9753	0.9753	0.9563
R1	0.9636	0.9636	0.9542	0.9638
PP	0.9518	0.9518	0.9518	0.9518
S1	0.9401	0.9401	0.9498	0.9403
S2	0.9283	0.9283	0.9477
S3	0.9048	0.9166	0.9455
S4	0.8813	0.8931	0.9391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9634	0.9399	0.0235	2.5%	0.0133	1.4%	12%	False	False	149,645
10	0.9706	0.9399	0.0307	3.3%	0.0121	1.3%	9%	False	False	133,865
20	0.9770	0.9399	0.0371	3.9%	0.0117	1.2%	8%	False	False	126,046
40	1.0005	0.9399	0.0606	6.4%	0.0113	1.2%	5%	False	False	119,266
60	1.0493	0.9399	0.1094	11.6%	0.0136	1.4%	3%	False	False	123,203
80	1.0493	0.9297	0.1196	12.7%	0.0132	1.4%	11%	False	False	95,193
100	1.0493	0.9287	0.1206	12.8%	0.0122	1.3%	12%	False	False	76,208
120	1.0493	0.8882	0.1611	17.1%	0.0112	1.2%	34%	False	False	63,541

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 35 trading days

Fibonacci Retracements and Extensions
4.250	1.0339
2.618	1.0048
1.618	0.9870
1.000	0.9760
0.618	0.9692
HIGH	0.9582
0.618	0.9514
0.500	0.9493
0.382	0.9472
LOW	0.9404
0.618	0.9294
1.000	0.9226
1.618	0.9116
2.618	0.8938
4.250	0.8648

Fisher Pivots for day following 09-Jun-2008
Pivot	1 day	3 day
R1	0.9493	0.9491
PP	0.9471	0.9469
S1	0.9449	0.9448

Download as Excel Spreadsheet

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

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