CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 26-Aug-2008

Day Change Summary
	Previous	Current
	25-Aug-2008	26-Aug-2008	Change	Change %	Previous Week
Open	0.9069	0.9157	0.0088	1.0%	0.9061
High	0.9185	0.9173	-0.0012	-0.1%	0.9259
Low	0.9013	0.9106	0.0093	1.0%	0.9059
Close	0.9161	0.9132	-0.0029	-0.3%	0.9102
Range	0.0172	0.0067	-0.0105	-61.0%	0.0200
ATR	0.0099	0.0096	-0.0002	-2.3%	0.0000
Volume	123,938	102,351	-21,587	-17.4%	591,100

Daily Pivots for day following 26-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9338	0.9302	0.9169
R3	0.9271	0.9235	0.9150
R2	0.9204	0.9204	0.9144
R1	0.9168	0.9168	0.9138	0.9153
PP	0.9137	0.9137	0.9137	0.9129
S1	0.9101	0.9101	0.9126	0.9086
S2	0.9070	0.9070	0.9120
S3	0.9003	0.9034	0.9114
S4	0.8936	0.8967	0.9095

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%	48%	False	False	128,231
10	0.9259	0.9013	0.0246	2.7%	0.0099	1.1%	48%	False	False	117,586
20	0.9344	0.9013	0.0331	3.6%	0.0088	1.0%	36%	False	False	111,007
40	0.9672	0.9013	0.0659	7.2%	0.0097	1.1%	18%	False	False	121,598
60	0.9678	0.9013	0.0665	7.3%	0.0098	1.1%	18%	False	False	107,541
80	0.9790	0.9013	0.0777	8.5%	0.0096	1.1%	15%	False	False	80,782
100	1.0062	0.9013	0.1049	11.5%	0.0090	1.0%	11%	False	False	64,649
120	1.0505	0.9013	0.1492	16.3%	0.0093	1.0%	8%	False	False	53,895

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9458
2.618	0.9348
1.618	0.9281
1.000	0.9240
0.618	0.9214
HIGH	0.9173
0.618	0.9147
0.500	0.9140
0.382	0.9132
LOW	0.9106
0.618	0.9065
1.000	0.9039
1.618	0.8998
2.618	0.8931
4.250	0.8821

Fisher Pivots for day following 26-Aug-2008
Pivot	1 day	3 day
R1	0.9140	0.9130
PP	0.9137	0.9127
S1	0.9135	0.9125

Download as Excel Spreadsheet

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

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