CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 12-Jun-2008

Day Change Summary
	Previous	Current
	11-Jun-2008	12-Jun-2008	Change	Change %	Previous Week
Open	0.9320	0.9360	0.0040	0.4%	0.9520
High	0.9387	0.9364	-0.0023	-0.2%	0.9634
Low	0.9282	0.9252	-0.0030	-0.3%	0.9399
Close	0.9352	0.9265	-0.0087	-0.9%	0.9520
Range	0.0105	0.0112	0.0007	6.7%	0.0235
ATR	0.0120	0.0120	-0.0001	-0.5%	0.0000
Volume	166,351	150,861	-15,490	-9.3%	692,290

Daily Pivots for day following 12-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9630	0.9559	0.9327
R3	0.9518	0.9447	0.9296
R2	0.9406	0.9406	0.9286
R1	0.9335	0.9335	0.9275	0.9315
PP	0.9294	0.9294	0.9294	0.9283
S1	0.9223	0.9223	0.9255	0.9203
S2	0.9182	0.9182	0.9244
S3	0.9070	0.9111	0.9234
S4	0.8958	0.8999	0.9203

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	0.9252	0.0330	3.6%	0.0127	1.4%	4%	False	True	158,094
10	0.9634	0.9252	0.0382	4.1%	0.0117	1.3%	3%	False	True	146,081
20	0.9744	0.9252	0.0492	5.3%	0.0115	1.2%	3%	False	True	132,588
40	0.9868	0.9252	0.0616	6.6%	0.0113	1.2%	2%	False	True	122,894
60	1.0277	0.9252	0.1025	11.1%	0.0126	1.4%	1%	False	True	121,550
80	1.0493	0.9252	0.1241	13.4%	0.0131	1.4%	1%	False	True	101,376
100	1.0493	0.9252	0.1241	13.4%	0.0122	1.3%	1%	False	True	81,151
120	1.0493	0.8882	0.1611	17.4%	0.0114	1.2%	24%	False	False	67,667

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9840
2.618	0.9657
1.618	0.9545
1.000	0.9476
0.618	0.9433
HIGH	0.9364
0.618	0.9321
0.500	0.9308
0.382	0.9295
LOW	0.9252
0.618	0.9183
1.000	0.9140
1.618	0.9071
2.618	0.8959
4.250	0.8776

Fisher Pivots for day following 12-Jun-2008
Pivot	1 day	3 day
R1	0.9308	0.9334
PP	0.9294	0.9311
S1	0.9279	0.9288

Download as Excel Spreadsheet

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

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