CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 29-Apr-2008

Day Change Summary
	Previous	Current
	28-Apr-2008	29-Apr-2008	Change	Change %	Previous Week
Open	0.9627	0.9675	0.0048	0.5%	0.9780
High	0.9656	0.9755	0.0099	1.0%	0.9808
Low	0.9624	0.9675	0.0051	0.5%	0.9621
Close	0.9668	0.9692	0.0024	0.2%	0.9649
Range	0.0032	0.0080	0.0048	150.0%	0.0187
ATR	0.0084	0.0084	0.0000	0.3%	0.0000
Volume	88	34	-54	-61.4%	1,037

Daily Pivots for day following 29-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9947	0.9900	0.9736
R3	0.9867	0.9820	0.9714
R2	0.9787	0.9787	0.9707
R1	0.9740	0.9740	0.9699	0.9764
PP	0.9707	0.9707	0.9707	0.9719
S1	0.9660	0.9660	0.9685	0.9684
S2	0.9627	0.9627	0.9677
S3	0.9547	0.9580	0.9670
S4	0.9467	0.9500	0.9648

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0254	1.0138	0.9752
R3	1.0067	0.9951	0.9700
R2	0.9880	0.9880	0.9683
R1	0.9764	0.9764	0.9666	0.9729
PP	0.9693	0.9693	0.9693	0.9675
S1	0.9577	0.9577	0.9632	0.9542
S2	0.9506	0.9506	0.9615
S3	0.9319	0.9390	0.9598
S4	0.9132	0.9203	0.9546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9808	0.9621	0.0187	1.9%	0.0070	0.7%	38%	False	False	169
10	0.9958	0.9621	0.0337	3.5%	0.0067	0.7%	21%	False	False	117
20	1.0062	0.9621	0.0441	4.6%	0.0064	0.7%	16%	False	False	120
40	1.0505	0.9621	0.0884	9.1%	0.0082	0.8%	8%	False	False	98

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0095
2.618	0.9964
1.618	0.9884
1.000	0.9835
0.618	0.9804
HIGH	0.9755
0.618	0.9724
0.500	0.9715
0.382	0.9706
LOW	0.9675
0.618	0.9626
1.000	0.9595
1.618	0.9546
2.618	0.9466
4.250	0.9335

Fisher Pivots for day following 29-Apr-2008
Pivot	1 day	3 day
R1	0.9715	0.9691
PP	0.9707	0.9689
S1	0.9700	0.9688

Download as Excel Spreadsheet

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

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