CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 25-Aug-2008

Day Change Summary
	Previous	Current
	22-Aug-2008	25-Aug-2008	Change	Change %	Previous Week
Open	0.9231	0.9069	-0.0162	-1.8%	0.9061
High	0.9236	0.9185	-0.0051	-0.6%	0.9259
Low	0.9089	0.9013	-0.0076	-0.8%	0.9059
Close	0.9102	0.9161	0.0059	0.6%	0.9102
Range	0.0147	0.0172	0.0025	17.0%	0.0200
ATR	0.0093	0.0099	0.0006	6.1%	0.0000
Volume	194,768	123,938	-70,830	-36.4%	591,100

Daily Pivots for day following 25-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9636	0.9570	0.9256
R3	0.9464	0.9398	0.9208
R2	0.9292	0.9292	0.9193
R1	0.9226	0.9226	0.9177	0.9259
PP	0.9120	0.9120	0.9120	0.9136
S1	0.9054	0.9054	0.9145	0.9087
S2	0.8948	0.8948	0.9129
S3	0.8776	0.8882	0.9114
S4	0.8604	0.8710	0.9066

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9740	0.9621	0.9212
R3	0.9540	0.9421	0.9157
R2	0.9340	0.9340	0.9139
R1	0.9221	0.9221	0.9120	0.9281
PP	0.9140	0.9140	0.9140	0.9170
S1	0.9021	0.9021	0.9084	0.9081
S2	0.8940	0.8940	0.9065
S3	0.8740	0.8821	0.9047
S4	0.8540	0.8621	0.8992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9259	0.9013	0.0246	2.7%	0.0117	1.3%	60%	False	True	122,793
10	0.9259	0.9013	0.0246	2.7%	0.0101	1.1%	60%	False	True	115,788
20	0.9347	0.9013	0.0334	3.6%	0.0089	1.0%	44%	False	True	109,395
40	0.9672	0.9013	0.0659	7.2%	0.0099	1.1%	22%	False	True	122,889
60	0.9678	0.9013	0.0665	7.3%	0.0099	1.1%	22%	False	True	105,853
80	0.9790	0.9013	0.0777	8.5%	0.0096	1.0%	19%	False	True	79,509
100	1.0062	0.9013	0.1049	11.5%	0.0090	1.0%	14%	False	True	63,626
120	1.0505	0.9013	0.1492	16.3%	0.0093	1.0%	10%	False	True	53,042

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	0.0020
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.9916
2.618	0.9635
1.618	0.9463
1.000	0.9357
0.618	0.9291
HIGH	0.9185
0.618	0.9119
0.500	0.9099
0.382	0.9079
LOW	0.9013
0.618	0.8907
1.000	0.8841
1.618	0.8735
2.618	0.8563
4.250	0.8282

Fisher Pivots for day following 25-Aug-2008
Pivot	1 day	3 day
R1	0.9140	0.9153
PP	0.9120	0.9144
S1	0.9099	0.9136

Download as Excel Spreadsheet

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

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