CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 03-Jul-2008

Day Change Summary
	Previous	Current
	02-Jul-2008	03-Jul-2008	Change	Change %	Previous Week
Open	0.9474	0.9486	0.0012	0.1%	0.9365
High	0.9493	0.9492	-0.0001	0.0%	0.9492
Low	0.9403	0.9387	-0.0016	-0.2%	0.9251
Close	0.9475	0.9409	-0.0066	-0.7%	0.9452
Range	0.0090	0.0105	0.0015	16.7%	0.0241
ATR	0.0098	0.0099	0.0000	0.5%	0.0000
Volume	165,498	144,862	-20,636	-12.5%	639,150

Daily Pivots for day following 03-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9744	0.9682	0.9467
R3	0.9639	0.9577	0.9438
R2	0.9534	0.9534	0.9428
R1	0.9472	0.9472	0.9419	0.9451
PP	0.9429	0.9429	0.9429	0.9419
S1	0.9367	0.9367	0.9399	0.9346
S2	0.9324	0.9324	0.9390
S3	0.9219	0.9262	0.9380
S4	0.9114	0.9157	0.9351

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	0.9565	0.9367	0.0198	2.1%	0.0112	1.2%	21%	False	False	148,909
10	0.9565	0.9251	0.0314	3.3%	0.0103	1.1%	50%	False	False	135,953
20	0.9632	0.9251	0.0381	4.0%	0.0098	1.0%	41%	False	False	100,837
40	0.9790	0.9251	0.0539	5.7%	0.0095	1.0%	29%	False	False	50,825
60	0.9989	0.9251	0.0738	7.8%	0.0087	0.9%	21%	False	False	33,931
80	1.0505	0.9251	0.1254	13.3%	0.0092	1.0%	13%	False	False	25,479

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9938
2.618	0.9767
1.618	0.9662
1.000	0.9597
0.618	0.9557
HIGH	0.9492
0.618	0.9452
0.500	0.9440
0.382	0.9427
LOW	0.9387
0.618	0.9322
1.000	0.9282
1.618	0.9217
2.618	0.9112
4.250	0.8941

Fisher Pivots for day following 03-Jul-2008
Pivot	1 day	3 day
R1	0.9440	0.9466
PP	0.9429	0.9447
S1	0.9419	0.9428

Download as Excel Spreadsheet

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

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