CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	0.9296	0.9330	0.0034	0.4%	0.9384
High	0.9342	0.9347	0.0005	0.1%	0.9459
Low	0.9278	0.9258	-0.0020	-0.2%	0.9286
Close	0.9329	0.9276	-0.0053	-0.6%	0.9293
Range	0.0064	0.0089	0.0025	39.1%	0.0173
ATR	0.0104	0.0103	-0.0001	-1.0%	0.0000
Volume	135,664	70,112	-65,552	-48.3%	511,731

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9561	0.9507	0.9325
R3	0.9472	0.9418	0.9300
R2	0.9383	0.9383	0.9292
R1	0.9329	0.9329	0.9284	0.9312
PP	0.9294	0.9294	0.9294	0.9285
S1	0.9240	0.9240	0.9268	0.9223
S2	0.9205	0.9205	0.9260
S3	0.9116	0.9151	0.9252
S4	0.9027	0.9062	0.9227

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9865	0.9752	0.9388
R3	0.9692	0.9579	0.9341
R2	0.9519	0.9519	0.9325
R1	0.9406	0.9406	0.9309	0.9376
PP	0.9346	0.9346	0.9346	0.9331
S1	0.9233	0.9233	0.9277	0.9203
S2	0.9173	0.9173	0.9261
S3	0.9000	0.9060	0.9245
S4	0.8827	0.8887	0.9198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9409	0.9258	0.0151	1.6%	0.0083	0.9%	12%	False	True	106,240
10	0.9672	0.9258	0.0414	4.5%	0.0105	1.1%	4%	False	True	123,522
20	0.9672	0.9258	0.0414	4.5%	0.0107	1.2%	4%	False	True	132,190
40	0.9678	0.9251	0.0427	4.6%	0.0103	1.1%	6%	False	False	105,808
60	0.9790	0.9251	0.0539	5.8%	0.0099	1.1%	5%	False	False	70,708
80	1.0062	0.9251	0.0811	8.7%	0.0091	1.0%	3%	False	False	53,059
100	1.0505	0.9251	0.1254	13.5%	0.0094	1.0%	2%	False	False	42,472

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	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9725
2.618	0.9580
1.618	0.9491
1.000	0.9436
0.618	0.9402
HIGH	0.9347
0.618	0.9313
0.500	0.9303
0.382	0.9292
LOW	0.9258
0.618	0.9203
1.000	0.9169
1.618	0.9114
2.618	0.9025
4.250	0.8880

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	0.9303	0.9334
PP	0.9294	0.9314
S1	0.9285	0.9295

Download as Excel Spreadsheet

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

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