CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	0.9260	0.9256	-0.0004	0.0%	0.9296
High	0.9310	0.9261	-0.0049	-0.5%	0.9347
Low	0.9230	0.9121	-0.0109	-1.2%	0.9248
Close	0.9264	0.9147	-0.0117	-1.3%	0.9309
Range	0.0080	0.0140	0.0060	75.0%	0.0099
ATR	0.0092	0.0096	0.0004	4.0%	0.0000
Volume	86,403	103,848	17,445	20.2%	507,522

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9512	0.9224
R3	0.9456	0.9372	0.9186
R2	0.9316	0.9316	0.9173
R1	0.9232	0.9232	0.9160	0.9204
PP	0.9176	0.9176	0.9176	0.9163
S1	0.9092	0.9092	0.9134	0.9064
S2	0.9036	0.9036	0.9121
S3	0.8896	0.8952	0.9109
S4	0.8756	0.8812	0.9070

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9598	0.9553	0.9363
R3	0.9499	0.9454	0.9336
R2	0.9400	0.9400	0.9327
R1	0.9355	0.9355	0.9318	0.9378
PP	0.9301	0.9301	0.9301	0.9313
S1	0.9256	0.9256	0.9300	0.9279
S2	0.9202	0.9202	0.9291
S3	0.9103	0.9157	0.9282
S4	0.9004	0.9058	0.9255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9344	0.9121	0.0223	2.4%	0.0084	0.9%	12%	False	True	103,905
10	0.9409	0.9121	0.0288	3.1%	0.0082	0.9%	9%	False	True	102,261
20	0.9672	0.9121	0.0551	6.0%	0.0100	1.1%	5%	False	True	119,043
40	0.9672	0.9121	0.0551	6.0%	0.0097	1.1%	5%	False	True	120,078
60	0.9785	0.9121	0.0664	7.3%	0.0097	1.1%	4%	False	True	80,901
80	0.9958	0.9121	0.0837	9.2%	0.0093	1.0%	3%	False	True	60,719
100	1.0335	0.9121	0.1214	13.3%	0.0091	1.0%	2%	False	True	48,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9856
2.618	0.9628
1.618	0.9488
1.000	0.9401
0.618	0.9348
HIGH	0.9261
0.618	0.9208
0.500	0.9191
0.382	0.9174
LOW	0.9121
0.618	0.9034
1.000	0.8981
1.618	0.8894
2.618	0.8754
4.250	0.8526

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	0.9191	0.9225
PP	0.9176	0.9199
S1	0.9162	0.9173

Download as Excel Spreadsheet

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

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