CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 16-Jul-2008

Day Change Summary
	Previous	Current
	15-Jul-2008	16-Jul-2008	Change	Change %	Previous Week
Open	0.9454	0.9587	0.0133	1.4%	0.9410
High	0.9638	0.9672	0.0034	0.4%	0.9499
Low	0.9442	0.9536	0.0094	1.0%	0.9316
Close	0.9554	0.9561	0.0007	0.1%	0.9418
Range	0.0196	0.0136	-0.0060	-30.6%	0.0183
ATR	0.0105	0.0108	0.0002	2.1%	0.0000
Volume	109,361	199,354	89,993	82.3%	663,015

Daily Pivots for day following 16-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9998	0.9915	0.9636
R3	0.9862	0.9779	0.9598
R2	0.9726	0.9726	0.9586
R1	0.9643	0.9643	0.9573	0.9617
PP	0.9590	0.9590	0.9590	0.9576
S1	0.9507	0.9507	0.9549	0.9481
S2	0.9454	0.9454	0.9536
S3	0.9318	0.9371	0.9524
S4	0.9182	0.9235	0.9486

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9960	0.9872	0.9519
R3	0.9777	0.9689	0.9468
R2	0.9594	0.9594	0.9452
R1	0.9506	0.9506	0.9435	0.9550
PP	0.9411	0.9411	0.9411	0.9433
S1	0.9323	0.9323	0.9401	0.9367
S2	0.9228	0.9228	0.9384
S3	0.9045	0.9140	0.9368
S4	0.8862	0.8957	0.9317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9672	0.9336	0.0336	3.5%	0.0124	1.3%	67%	True	False	146,425
10	0.9672	0.9316	0.0356	3.7%	0.0112	1.2%	69%	True	False	148,335
20	0.9672	0.9251	0.0421	4.4%	0.0103	1.1%	74%	True	False	137,123
40	0.9785	0.9251	0.0534	5.6%	0.0101	1.1%	58%	False	False	80,060
60	0.9808	0.9251	0.0557	5.8%	0.0095	1.0%	56%	False	False	53,474
80	1.0170	0.9251	0.0919	9.6%	0.0087	0.9%	34%	False	False	40,126
100	1.0505	0.9251	0.1254	13.1%	0.0088	0.9%	25%	False	False	32,116

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0250
2.618	1.0028
1.618	0.9892
1.000	0.9808
0.618	0.9756
HIGH	0.9672
0.618	0.9620
0.500	0.9604
0.382	0.9588
LOW	0.9536
0.618	0.9452
1.000	0.9400
1.618	0.9316
2.618	0.9180
4.250	0.8958

Fisher Pivots for day following 16-Jul-2008
Pivot	1 day	3 day
R1	0.9604	0.9552
PP	0.9590	0.9543
S1	0.9575	0.9534

Download as Excel Spreadsheet

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

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