CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 13-Jun-2008

Day Change Summary
	Previous	Current
	12-Jun-2008	13-Jun-2008	Change	Change %	Previous Week
Open	0.9406	0.9318	-0.0088	-0.9%	0.9604
High	0.9413	0.9339	-0.0074	-0.8%	0.9632
Low	0.9301	0.9276	-0.0025	-0.3%	0.9276
Close	0.9314	0.9292	-0.0022	-0.2%	0.9292
Range	0.0112	0.0063	-0.0049	-43.8%	0.0356
ATR	0.0106	0.0103	-0.0003	-2.9%	0.0000
Volume	52,226	82,865	30,639	58.7%	194,086

Daily Pivots for day following 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9491	0.9455	0.9327
R3	0.9428	0.9392	0.9309
R2	0.9365	0.9365	0.9304
R1	0.9329	0.9329	0.9298	0.9316
PP	0.9302	0.9302	0.9302	0.9296
S1	0.9266	0.9266	0.9286	0.9253
S2	0.9239	0.9239	0.9280
S3	0.9176	0.9203	0.9275
S4	0.9113	0.9140	0.9257

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0468	1.0236	0.9488
R3	1.0112	0.9880	0.9390
R2	0.9756	0.9756	0.9357
R1	0.9524	0.9524	0.9325	0.9462
PP	0.9400	0.9400	0.9400	0.9369
S1	0.9168	0.9168	0.9259	0.9106
S2	0.9044	0.9044	0.9227
S3	0.8688	0.8812	0.9194
S4	0.8332	0.8456	0.9096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9632	0.9276	0.0356	3.8%	0.0113	1.2%	4%	False	True	38,817
10	0.9678	0.9276	0.0402	4.3%	0.0116	1.2%	4%	False	True	20,581
20	0.9785	0.9276	0.0509	5.5%	0.0099	1.1%	3%	False	True	10,597
40	0.9808	0.9276	0.0532	5.7%	0.0089	1.0%	3%	False	True	5,427
60	1.0290	0.9276	0.1014	10.9%	0.0086	0.9%	2%	False	True	3,657
80	1.0505	0.9276	0.1229	13.2%	0.0083	0.9%	1%	False	True	2,753

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9607
2.618	0.9504
1.618	0.9441
1.000	0.9402
0.618	0.9378
HIGH	0.9339
0.618	0.9315
0.500	0.9308
0.382	0.9300
LOW	0.9276
0.618	0.9237
1.000	0.9213
1.618	0.9174
2.618	0.9111
4.250	0.9008

Fisher Pivots for day following 13-Jun-2008
Pivot	1 day	3 day
R1	0.9308	0.9356
PP	0.9302	0.9334
S1	0.9297	0.9313

Download as Excel Spreadsheet

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

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