CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	0.9140	0.9156	0.0016	0.2%	0.9302
High	0.9183	0.9167	-0.0016	-0.2%	0.9329
Low	0.9135	0.9079	-0.0056	-0.6%	0.9079
Close	0.9157	0.9090	-0.0067	-0.7%	0.9090
Range	0.0048	0.0088	0.0040	83.3%	0.0250
ATR	0.0092	0.0092	0.0000	-0.3%	0.0000
Volume	117,593	96,359	-21,234	-18.1%	525,079

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9376	0.9321	0.9138
R3	0.9288	0.9233	0.9114
R2	0.9200	0.9200	0.9106
R1	0.9145	0.9145	0.9098	0.9129
PP	0.9112	0.9112	0.9112	0.9104
S1	0.9057	0.9057	0.9082	0.9041
S2	0.9024	0.9024	0.9074
S3	0.8936	0.8969	0.9066
S4	0.8848	0.8881	0.9042

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9916	0.9753	0.9228
R3	0.9666	0.9503	0.9159
R2	0.9416	0.9416	0.9136
R1	0.9253	0.9253	0.9113	0.9210
PP	0.9166	0.9166	0.9166	0.9144
S1	0.9003	0.9003	0.9067	0.8960
S2	0.8916	0.8916	0.9044
S3	0.8666	0.8753	0.9021
S4	0.8416	0.8503	0.8953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9329	0.9079	0.0250	2.8%	0.0086	0.9%	4%	False	True	105,015
10	0.9347	0.9079	0.0268	2.9%	0.0077	0.8%	4%	False	True	103,260
20	0.9672	0.9079	0.0593	6.5%	0.0096	1.1%	2%	False	True	118,633
40	0.9672	0.9079	0.0593	6.5%	0.0095	1.0%	2%	False	True	123,431
60	0.9785	0.9079	0.0706	7.8%	0.0097	1.1%	2%	False	True	84,448
80	0.9832	0.9079	0.0753	8.3%	0.0093	1.0%	1%	False	True	63,393
100	1.0290	0.9079	0.1211	13.3%	0.0089	1.0%	1%	False	True	50,739
120	1.0505	0.9079	0.1426	15.7%	0.0086	0.9%	1%	False	True	42,292

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9541
2.618	0.9397
1.618	0.9309
1.000	0.9255
0.618	0.9221
HIGH	0.9167
0.618	0.9133
0.500	0.9123
0.382	0.9113
LOW	0.9079
0.618	0.9025
1.000	0.8991
1.618	0.8937
2.618	0.8849
4.250	0.8705

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	0.9123	0.9170
PP	0.9112	0.9143
S1	0.9101	0.9117

Download as Excel Spreadsheet

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

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