CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 22-Jul-2008

Day Change Summary
	Previous	Current
	21-Jul-2008	22-Jul-2008	Change	Change %	Previous Week
Open	0.9384	0.9423	0.0039	0.4%	0.9458
High	0.9432	0.9459	0.0027	0.3%	0.9672
Low	0.9361	0.9335	-0.0026	-0.3%	0.9367
Close	0.9398	0.9356	-0.0042	-0.4%	0.9384
Range	0.0071	0.0124	0.0053	74.6%	0.0305
ATR	0.0110	0.0111	0.0001	0.9%	0.0000
Volume	114,732	71,574	-43,158	-37.6%	828,337

Daily Pivots for day following 22-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9755	0.9680	0.9424
R3	0.9631	0.9556	0.9390
R2	0.9507	0.9507	0.9379
R1	0.9432	0.9432	0.9367	0.9408
PP	0.9383	0.9383	0.9383	0.9371
S1	0.9308	0.9308	0.9345	0.9284
S2	0.9259	0.9259	0.9333
S3	0.9135	0.9184	0.9322
S4	0.9011	0.9060	0.9288

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	0.9335	0.0337	3.6%	0.0126	1.4%	6%	False	True	140,804
10	0.9672	0.9323	0.0349	3.7%	0.0121	1.3%	9%	False	False	138,331
20	0.9672	0.9251	0.0421	4.5%	0.0114	1.2%	25%	False	False	138,575
40	0.9747	0.9251	0.0496	5.3%	0.0105	1.1%	21%	False	False	92,625
60	0.9790	0.9251	0.0539	5.8%	0.0099	1.1%	19%	False	False	61,872
80	1.0062	0.9251	0.0811	8.7%	0.0091	1.0%	13%	False	False	46,434
100	1.0505	0.9251	0.1254	13.4%	0.0092	1.0%	8%	False	False	37,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9986
2.618	0.9784
1.618	0.9660
1.000	0.9583
0.618	0.9536
HIGH	0.9459
0.618	0.9412
0.500	0.9397
0.382	0.9382
LOW	0.9335
0.618	0.9258
1.000	0.9211
1.618	0.9134
2.618	0.9010
4.250	0.8808

Fisher Pivots for day following 22-Jul-2008
Pivot	1 day	3 day
R1	0.9397	0.9401
PP	0.9383	0.9386
S1	0.9370	0.9371

Download as Excel Spreadsheet

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

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