CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 27-Jun-2008

Day Change Summary
	Previous	Current
	26-Jun-2008	27-Jun-2008	Change	Change %	Previous Week
Open	0.9317	0.9399	0.0082	0.9%	0.9365
High	0.9422	0.9492	0.0070	0.7%	0.9492
Low	0.9284	0.9367	0.0083	0.9%	0.9251
Close	0.9417	0.9452	0.0035	0.4%	0.9452
Range	0.0138	0.0125	-0.0013	-9.4%	0.0241
ATR	0.0093	0.0096	0.0002	2.4%	0.0000
Volume	110,218	155,613	45,395	41.2%	639,150

Daily Pivots for day following 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9812	0.9757	0.9521
R3	0.9687	0.9632	0.9486
R2	0.9562	0.9562	0.9475
R1	0.9507	0.9507	0.9463	0.9535
PP	0.9437	0.9437	0.9437	0.9451
S1	0.9382	0.9382	0.9441	0.9410
S2	0.9312	0.9312	0.9429
S3	0.9187	0.9257	0.9418
S4	0.9062	0.9132	0.9383

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0121	1.0028	0.9585
R3	0.9880	0.9787	0.9518
R2	0.9639	0.9639	0.9496
R1	0.9546	0.9546	0.9474	0.9593
PP	0.9398	0.9398	0.9398	0.9422
S1	0.9305	0.9305	0.9430	0.9352
S2	0.9157	0.9157	0.9408
S3	0.8916	0.9064	0.9386
S4	0.8675	0.8823	0.9319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9492	0.9251	0.0241	2.5%	0.0102	1.1%	83%	True	False	127,830
10	0.9492	0.9251	0.0241	2.5%	0.0084	0.9%	83%	True	False	122,978
20	0.9678	0.9251	0.0427	4.5%	0.0100	1.1%	47%	False	False	71,780
40	0.9790	0.9251	0.0539	5.7%	0.0093	1.0%	37%	False	False	36,128
60	1.0062	0.9251	0.0811	8.6%	0.0084	0.9%	25%	False	False	24,116
80	1.0505	0.9251	0.1254	13.3%	0.0090	0.9%	16%	False	False	18,118

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0023
2.618	0.9819
1.618	0.9694
1.000	0.9617
0.618	0.9569
HIGH	0.9492
0.618	0.9444
0.500	0.9430
0.382	0.9415
LOW	0.9367
0.618	0.9290
1.000	0.9242
1.618	0.9165
2.618	0.9040
4.250	0.8836

Fisher Pivots for day following 27-Jun-2008
Pivot	1 day	3 day
R1	0.9445	0.9425
PP	0.9437	0.9398
S1	0.9430	0.9372

Download as Excel Spreadsheet

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

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