CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 14-Aug-2008

Day Change Summary
	Previous	Current
	13-Aug-2008	14-Aug-2008	Change	Change %	Previous Week
Open	0.9166	0.9149	-0.0017	-0.2%	0.9302
High	0.9247	0.9188	-0.0059	-0.6%	0.9329
Low	0.9129	0.9107	-0.0022	-0.2%	0.9079
Close	0.9147	0.9126	-0.0021	-0.2%	0.9090
Range	0.0118	0.0081	-0.0037	-31.4%	0.0250
ATR	0.0093	0.0092	-0.0001	-0.9%	0.0000
Volume	97,575	166,383	68,808	70.5%	525,079

Daily Pivots for day following 14-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9383	0.9336	0.9171
R3	0.9302	0.9255	0.9148
R2	0.9221	0.9221	0.9141
R1	0.9174	0.9174	0.9133	0.9157
PP	0.9140	0.9140	0.9140	0.9132
S1	0.9093	0.9093	0.9119	0.9076
S2	0.9059	0.9059	0.9111
S3	0.8978	0.9012	0.9104
S4	0.8897	0.8931	0.9081

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	0.9247	0.9075	0.0172	1.9%	0.0091	1.0%	30%	False	False	115,554
10	0.9344	0.9075	0.0269	2.9%	0.0085	0.9%	19%	False	False	112,588
20	0.9467	0.9075	0.0392	4.3%	0.0084	0.9%	13%	False	False	109,670
40	0.9672	0.9075	0.0597	6.5%	0.0097	1.1%	9%	False	False	124,432
60	0.9785	0.9075	0.0710	7.8%	0.0098	1.1%	7%	False	False	92,437
80	0.9790	0.9075	0.0715	7.8%	0.0094	1.0%	7%	False	False	69,407
100	1.0170	0.9075	0.1095	12.0%	0.0089	1.0%	5%	False	False	55,542
120	1.0505	0.9075	0.1430	15.7%	0.0089	1.0%	4%	False	False	46,297

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9532
2.618	0.9400
1.618	0.9319
1.000	0.9269
0.618	0.9238
HIGH	0.9188
0.618	0.9157
0.500	0.9148
0.382	0.9138
LOW	0.9107
0.618	0.9057
1.000	0.9026
1.618	0.8976
2.618	0.8895
4.250	0.8763

Fisher Pivots for day following 14-Aug-2008
Pivot	1 day	3 day
R1	0.9148	0.9163
PP	0.9140	0.9151
S1	0.9133	0.9138

Download as Excel Spreadsheet

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

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