CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 18-Jul-2008

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	0.9546	0.9447	-0.0099	-1.0%	0.9458
High	0.9577	0.9467	-0.0110	-1.1%	0.9672
Low	0.9367	0.9376	0.0009	0.1%	0.9367
Close	0.9403	0.9384	-0.0019	-0.2%	0.9384
Range	0.0210	0.0091	-0.0119	-56.7%	0.0305
ATR	0.0115	0.0113	-0.0002	-1.5%	0.0000
Volume	150,690	167,670	16,980	11.3%	828,337

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9682	0.9624	0.9434
R3	0.9591	0.9533	0.9409
R2	0.9500	0.9500	0.9401
R1	0.9442	0.9442	0.9392	0.9426
PP	0.9409	0.9409	0.9409	0.9401
S1	0.9351	0.9351	0.9376	0.9335
S2	0.9318	0.9318	0.9367
S3	0.9227	0.9260	0.9359
S4	0.9136	0.9169	0.9334

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0389	1.0192	0.9552
R3	1.0084	0.9887	0.9468
R2	0.9779	0.9779	0.9440
R1	0.9582	0.9582	0.9412	0.9528
PP	0.9474	0.9474	0.9474	0.9448
S1	0.9277	0.9277	0.9356	0.9223
S2	0.9169	0.9169	0.9328
S3	0.8864	0.8972	0.9300
S4	0.8559	0.8667	0.9216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9672	0.9367	0.0305	3.3%	0.0141	1.5%	6%	False	False	165,667
10	0.9672	0.9316	0.0356	3.8%	0.0122	1.3%	19%	False	False	149,135
20	0.9672	0.9251	0.0421	4.5%	0.0112	1.2%	32%	False	False	142,544
40	0.9756	0.9251	0.0505	5.4%	0.0104	1.1%	26%	False	False	88,007
60	0.9790	0.9251	0.0539	5.7%	0.0097	1.0%	25%	False	False	58,780
80	1.0150	0.9251	0.0899	9.6%	0.0090	1.0%	15%	False	False	44,106
100	1.0505	0.9251	0.1254	13.4%	0.0091	1.0%	11%	False	False	35,299

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9854
2.618	0.9705
1.618	0.9614
1.000	0.9558
0.618	0.9523
HIGH	0.9467
0.618	0.9432
0.500	0.9422
0.382	0.9411
LOW	0.9376
0.618	0.9320
1.000	0.9285
1.618	0.9229
2.618	0.9138
4.250	0.8989

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	0.9422	0.9520
PP	0.9409	0.9474
S1	0.9397	0.9429

Download as Excel Spreadsheet

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

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