CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	0.9130	0.9136	0.0006	0.1%	0.9061
High	0.9209	0.9200	-0.0009	-0.1%	0.9259
Low	0.9109	0.9121	0.0012	0.1%	0.9059
Close	0.9130	0.9134	0.0004	0.0%	0.9102
Range	0.0100	0.0079	-0.0021	-21.0%	0.0200
ATR	0.0097	0.0095	-0.0001	-1.3%	0.0000
Volume	104,571	129,129	24,558	23.5%	591,100

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9389	0.9340	0.9177
R3	0.9310	0.9261	0.9156
R2	0.9231	0.9231	0.9148
R1	0.9182	0.9182	0.9141	0.9167
PP	0.9152	0.9152	0.9152	0.9144
S1	0.9103	0.9103	0.9127	0.9088
S2	0.9073	0.9073	0.9120
S3	0.8994	0.9024	0.9112
S4	0.8915	0.8945	0.9091

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	0.9236	0.9013	0.0223	2.4%	0.0113	1.2%	54%	False	False	130,951
10	0.9259	0.9013	0.0246	2.7%	0.0097	1.1%	49%	False	False	114,560
20	0.9344	0.9013	0.0331	3.6%	0.0091	1.0%	37%	False	False	113,574
40	0.9672	0.9013	0.0659	7.2%	0.0097	1.1%	18%	False	False	120,189
60	0.9672	0.9013	0.0659	7.2%	0.0098	1.1%	18%	False	False	111,370
80	0.9790	0.9013	0.0777	8.5%	0.0097	1.1%	16%	False	False	83,701
100	1.0062	0.9013	0.1049	11.5%	0.0091	1.0%	12%	False	False	66,986
120	1.0505	0.9013	0.1492	16.3%	0.0093	1.0%	8%	False	False	55,842

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9536
2.618	0.9407
1.618	0.9328
1.000	0.9279
0.618	0.9249
HIGH	0.9200
0.618	0.9170
0.500	0.9161
0.382	0.9151
LOW	0.9121
0.618	0.9072
1.000	0.9042
1.618	0.8993
2.618	0.8914
4.250	0.8785

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	0.9161	0.9158
PP	0.9152	0.9150
S1	0.9143	0.9142

Download as Excel Spreadsheet

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

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