CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	0.9149	0.9126	-0.0023	-0.3%	0.9090
High	0.9188	0.9136	-0.0052	-0.6%	0.9247
Low	0.9107	0.9050	-0.0057	-0.6%	0.9050
Close	0.9126	0.9062	-0.0064	-0.7%	0.9062
Range	0.0081	0.0086	0.0005	6.2%	0.0197
ATR	0.0092	0.0091	0.0000	-0.5%	0.0000
Volume	166,383	94,518	-71,865	-43.2%	575,930

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9341	0.9287	0.9109
R3	0.9255	0.9201	0.9086
R2	0.9169	0.9169	0.9078
R1	0.9115	0.9115	0.9070	0.9099
PP	0.9083	0.9083	0.9083	0.9075
S1	0.9029	0.9029	0.9054	0.9013
S2	0.8997	0.8997	0.9046
S3	0.8911	0.8943	0.9038
S4	0.8825	0.8857	0.9015

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9711	0.9583	0.9170
R3	0.9514	0.9386	0.9116
R2	0.9317	0.9317	0.9098
R1	0.9189	0.9189	0.9080	0.9155
PP	0.9120	0.9120	0.9120	0.9102
S1	0.8992	0.8992	0.9044	0.8958
S2	0.8923	0.8923	0.9026
S3	0.8726	0.8795	0.9008
S4	0.8529	0.8598	0.8954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9247	0.9050	0.0197	2.2%	0.0090	1.0%	6%	False	True	115,186
10	0.9329	0.9050	0.0279	3.1%	0.0088	1.0%	4%	False	True	110,100
20	0.9459	0.9050	0.0409	4.5%	0.0084	0.9%	3%	False	True	106,013
40	0.9672	0.9050	0.0622	6.9%	0.0098	1.1%	2%	False	True	124,278
60	0.9756	0.9050	0.0706	7.8%	0.0097	1.1%	2%	False	True	94,009
80	0.9790	0.9050	0.0740	8.2%	0.0094	1.0%	2%	False	True	70,588
100	1.0150	0.9050	0.1100	12.1%	0.0088	1.0%	1%	False	True	56,487
120	1.0505	0.9050	0.1455	16.1%	0.0090	1.0%	1%	False	True	47,085

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9502
2.618	0.9361
1.618	0.9275
1.000	0.9222
0.618	0.9189
HIGH	0.9136
0.618	0.9103
0.500	0.9093
0.382	0.9083
LOW	0.9050
0.618	0.8997
1.000	0.8964
1.618	0.8911
2.618	0.8825
4.250	0.8685

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	0.9093	0.9149
PP	0.9083	0.9120
S1	0.9072	0.9091

Download as Excel Spreadsheet

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

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