CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 20-Jun-2008

Day Change Summary
	Previous	Current
	19-Jun-2008	20-Jun-2008	Change	Change %	Previous Week
Open	0.9317	0.9304	-0.0013	-0.1%	0.9308
High	0.9353	0.9378	0.0025	0.3%	0.9378
Low	0.9295	0.9296	0.0001	0.0%	0.9258
Close	0.9306	0.9377	0.0071	0.8%	0.9377
Range	0.0058	0.0082	0.0024	41.4%	0.0120
ATR	0.0093	0.0092	-0.0001	-0.8%	0.0000
Volume	100,673	131,444	30,771	30.6%	590,637

Daily Pivots for day following 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9569	0.9422
R3	0.9514	0.9487	0.9400
R2	0.9432	0.9432	0.9392
R1	0.9405	0.9405	0.9385	0.9419
PP	0.9350	0.9350	0.9350	0.9357
S1	0.9323	0.9323	0.9369	0.9337
S2	0.9268	0.9268	0.9362
S3	0.9186	0.9241	0.9354
S4	0.9104	0.9159	0.9332

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9698	0.9657	0.9443
R3	0.9578	0.9537	0.9410
R2	0.9458	0.9458	0.9399
R1	0.9417	0.9417	0.9388	0.9438
PP	0.9338	0.9338	0.9338	0.9348
S1	0.9297	0.9297	0.9366	0.9318
S2	0.9218	0.9218	0.9355
S3	0.9098	0.9177	0.9344
S4	0.8978	0.9057	0.9311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9378	0.9258	0.0120	1.3%	0.0067	0.7%	99%	True	False	118,127
10	0.9632	0.9258	0.0374	4.0%	0.0090	1.0%	32%	False	False	78,472
20	0.9747	0.9258	0.0489	5.2%	0.0094	1.0%	24%	False	False	40,003
40	0.9790	0.9258	0.0532	5.7%	0.0090	1.0%	22%	False	False	20,167
60	1.0139	0.9258	0.0881	9.4%	0.0082	0.9%	14%	False	False	13,483
80	1.0505	0.9258	0.1247	13.3%	0.0086	0.9%	10%	False	False	10,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9727
2.618	0.9593
1.618	0.9511
1.000	0.9460
0.618	0.9429
HIGH	0.9378
0.618	0.9347
0.500	0.9337
0.382	0.9327
LOW	0.9296
0.618	0.9245
1.000	0.9214
1.618	0.9163
2.618	0.9081
4.250	0.8948

Fisher Pivots for day following 20-Jun-2008
Pivot	1 day	3 day
R1	0.9364	0.9359
PP	0.9350	0.9341
S1	0.9337	0.9323

Download as Excel Spreadsheet

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

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