CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 24-Jun-2008

Day Change Summary
	Previous	Current
	23-Jun-2008	24-Jun-2008	Change	Change %	Previous Week
Open	0.9365	0.9316	-0.0049	-0.5%	0.9308
High	0.9380	0.9359	-0.0021	-0.2%	0.9378
Low	0.9294	0.9281	-0.0013	-0.1%	0.9258
Close	0.9321	0.9311	-0.0010	-0.1%	0.9377
Range	0.0086	0.0078	-0.0008	-9.3%	0.0120
ATR	0.0091	0.0090	-0.0001	-1.0%	0.0000
Volume	134,237	124,710	-9,527	-7.1%	590,637

Daily Pivots for day following 24-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9551	0.9509	0.9354
R3	0.9473	0.9431	0.9332
R2	0.9395	0.9395	0.9325
R1	0.9353	0.9353	0.9318	0.9335
PP	0.9317	0.9317	0.9317	0.9308
S1	0.9275	0.9275	0.9304	0.9257
S2	0.9239	0.9239	0.9297
S3	0.9161	0.9197	0.9290
S4	0.9083	0.9119	0.9268

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	0.9380	0.9268	0.0112	1.2%	0.0073	0.8%	38%	False	False	120,068
10	0.9435	0.9258	0.0177	1.9%	0.0078	0.8%	30%	False	False	101,226
20	0.9678	0.9258	0.0420	4.5%	0.0096	1.0%	13%	False	False	52,906
40	0.9790	0.9258	0.0532	5.7%	0.0091	1.0%	10%	False	False	26,637
60	1.0062	0.9258	0.0804	8.6%	0.0082	0.9%	7%	False	False	17,798
80	1.0505	0.9258	0.1247	13.4%	0.0086	0.9%	4%	False	False	13,368

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9691
2.618	0.9563
1.618	0.9485
1.000	0.9437
0.618	0.9407
HIGH	0.9359
0.618	0.9329
0.500	0.9320
0.382	0.9311
LOW	0.9281
0.618	0.9233
1.000	0.9203
1.618	0.9155
2.618	0.9077
4.250	0.8950

Fisher Pivots for day following 24-Jun-2008
Pivot	1 day	3 day
R1	0.9320	0.9331
PP	0.9317	0.9324
S1	0.9314	0.9318

Download as Excel Spreadsheet

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

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