CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 17-Jun-2008

Day Change Summary
	Previous	Current
	16-Jun-2008	17-Jun-2008	Change	Change %	Previous Week
Open	0.9308	0.9288	-0.0020	-0.2%	0.9604
High	0.9318	0.9344	0.0026	0.3%	0.9632
Low	0.9258	0.9273	0.0015	0.2%	0.9276
Close	0.9297	0.9307	0.0010	0.1%	0.9292
Range	0.0060	0.0071	0.0011	18.3%	0.0356
ATR	0.0100	0.0098	-0.0002	-2.1%	0.0000
Volume	160,045	89,197	-70,848	-44.3%	194,086

Daily Pivots for day following 17-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9521	0.9485	0.9346
R3	0.9450	0.9414	0.9327
R2	0.9379	0.9379	0.9320
R1	0.9343	0.9343	0.9314	0.9361
PP	0.9308	0.9308	0.9308	0.9317
S1	0.9272	0.9272	0.9300	0.9290
S2	0.9237	0.9237	0.9294
S3	0.9166	0.9201	0.9287
S4	0.9095	0.9130	0.9268

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	0.9435	0.9258	0.0177	1.9%	0.0082	0.9%	28%	False	False	82,385
10	0.9632	0.9258	0.0374	4.0%	0.0101	1.1%	13%	False	False	45,169
20	0.9785	0.9258	0.0527	5.7%	0.0098	1.1%	9%	False	False	22,997
40	0.9808	0.9258	0.0550	5.9%	0.0091	1.0%	9%	False	False	11,650
60	1.0170	0.9258	0.0912	9.8%	0.0082	0.9%	5%	False	False	7,794
80	1.0505	0.9258	0.1247	13.4%	0.0084	0.9%	4%	False	False	5,864

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9646
2.618	0.9530
1.618	0.9459
1.000	0.9415
0.618	0.9388
HIGH	0.9344
0.618	0.9317
0.500	0.9309
0.382	0.9300
LOW	0.9273
0.618	0.9229
1.000	0.9202
1.618	0.9158
2.618	0.9087
4.250	0.8971

Fisher Pivots for day following 17-Jun-2008
Pivot	1 day	3 day
R1	0.9309	0.9305
PP	0.9308	0.9303
S1	0.9308	0.9301

Download as Excel Spreadsheet

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

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