CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 08-Jul-2008

Day Change Summary
	Previous	Current
	07-Jul-2008	08-Jul-2008	Change	Change %	Previous Week
Open	0.9410	0.9370	-0.0040	-0.4%	0.9455
High	0.9412	0.9448	0.0036	0.4%	0.9565
Low	0.9316	0.9333	0.0017	0.2%	0.9387
Close	0.9385	0.9340	-0.0045	-0.5%	0.9409
Range	0.0096	0.0115	0.0019	19.8%	0.0178
ATR	0.0098	0.0100	0.0001	1.2%	0.0000
Volume	145,142	149,204	4,062	2.8%	588,936

Daily Pivots for day following 08-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9719	0.9644	0.9403
R3	0.9604	0.9529	0.9372
R2	0.9489	0.9489	0.9361
R1	0.9414	0.9414	0.9351	0.9394
PP	0.9374	0.9374	0.9374	0.9364
S1	0.9299	0.9299	0.9329	0.9279
S2	0.9259	0.9259	0.9319
S3	0.9144	0.9184	0.9308
S4	0.9029	0.9069	0.9277

Weekly Pivots for week ending 04-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9988	0.9876	0.9507
R3	0.9810	0.9698	0.9458
R2	0.9632	0.9632	0.9442
R1	0.9520	0.9520	0.9425	0.9487
PP	0.9454	0.9454	0.9454	0.9437
S1	0.9342	0.9342	0.9393	0.9309
S2	0.9276	0.9276	0.9376
S3	0.9098	0.9164	0.9360
S4	0.8920	0.8986	0.9311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9545	0.9316	0.0229	2.5%	0.0103	1.1%	10%	False	False	145,857
10	0.9565	0.9251	0.0314	3.4%	0.0107	1.1%	28%	False	False	138,819
20	0.9565	0.9251	0.0314	3.4%	0.0094	1.0%	28%	False	False	114,970
40	0.9785	0.9251	0.0534	5.7%	0.0096	1.0%	17%	False	False	58,172
60	0.9958	0.9251	0.0707	7.6%	0.0089	0.9%	13%	False	False	38,836
80	1.0505	0.9251	0.1254	13.4%	0.0092	1.0%	7%	False	False	29,158

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9937
2.618	0.9749
1.618	0.9634
1.000	0.9563
0.618	0.9519
HIGH	0.9448
0.618	0.9404
0.500	0.9391
0.382	0.9377
LOW	0.9333
0.618	0.9262
1.000	0.9218
1.618	0.9147
2.618	0.9032
4.250	0.8844

Fisher Pivots for day following 08-Jul-2008
Pivot	1 day	3 day
R1	0.9391	0.9404
PP	0.9374	0.9383
S1	0.9357	0.9361

Download as Excel Spreadsheet

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

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