CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 11-Jun-2008

Day Change Summary
	Previous	Current
	10-Jun-2008	11-Jun-2008	Change	Change %	Previous Week
Open	0.9409	0.9320	-0.0089	-0.9%	0.9520
High	0.9416	0.9387	-0.0029	-0.3%	0.9634
Low	0.9309	0.9282	-0.0027	-0.3%	0.9399
Close	0.9312	0.9352	0.0040	0.4%	0.9520
Range	0.0107	0.0105	-0.0002	-1.9%	0.0235
ATR	0.0121	0.0120	-0.0001	-1.0%	0.0000
Volume	178,054	166,351	-11,703	-6.6%	692,290

Daily Pivots for day following 11-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9655	0.9609	0.9410
R3	0.9550	0.9504	0.9381
R2	0.9445	0.9445	0.9371
R1	0.9399	0.9399	0.9362	0.9422
PP	0.9340	0.9340	0.9340	0.9352
S1	0.9294	0.9294	0.9342	0.9317
S2	0.9235	0.9235	0.9333
S3	0.9130	0.9189	0.9323
S4	0.9025	0.9084	0.9294

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	0.9582	0.9282	0.0300	3.2%	0.0127	1.4%	23%	False	True	151,633
10	0.9634	0.9282	0.0352	3.8%	0.0118	1.3%	20%	False	True	145,076
20	0.9744	0.9282	0.0462	4.9%	0.0113	1.2%	15%	False	True	131,494
40	0.9956	0.9282	0.0674	7.2%	0.0113	1.2%	10%	False	True	121,845
60	1.0362	0.9282	0.1080	11.5%	0.0130	1.4%	6%	False	True	122,259
80	1.0493	0.9282	0.1211	12.9%	0.0132	1.4%	6%	False	True	99,497
100	1.0493	0.9282	0.1211	12.9%	0.0122	1.3%	6%	False	True	79,646
120	1.0493	0.8882	0.1611	17.2%	0.0113	1.2%	29%	False	False	66,410

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9833
2.618	0.9662
1.618	0.9557
1.000	0.9492
0.618	0.9452
HIGH	0.9387
0.618	0.9347
0.500	0.9335
0.382	0.9322
LOW	0.9282
0.618	0.9217
1.000	0.9177
1.618	0.9112
2.618	0.9007
4.250	0.8836

Fisher Pivots for day following 11-Jun-2008
Pivot	1 day	3 day
R1	0.9346	0.9432
PP	0.9340	0.9405
S1	0.9335	0.9379

Download as Excel Spreadsheet

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

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