CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	0.9200	0.9211	0.0011	0.1%	0.9069
High	0.9299	0.9261	-0.0038	-0.4%	0.9231
Low	0.9164	0.9172	0.0008	0.1%	0.9013
Close	0.9212	0.9248	0.0036	0.4%	0.9202
Range	0.0135	0.0089	-0.0046	-34.1%	0.0218
ATR	0.0098	0.0098	-0.0001	-0.7%	0.0000
Volume	110,956	191,834	80,878	72.9%	576,200

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9494	0.9460	0.9297
R3	0.9405	0.9371	0.9272
R2	0.9316	0.9316	0.9264
R1	0.9282	0.9282	0.9256	0.9299
PP	0.9227	0.9227	0.9227	0.9236
S1	0.9193	0.9193	0.9240	0.9210
S2	0.9138	0.9138	0.9232
S3	0.9049	0.9104	0.9224
S4	0.8960	0.9015	0.9199

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9803	0.9720	0.9322
R3	0.9585	0.9502	0.9262
R2	0.9367	0.9367	0.9242
R1	0.9284	0.9284	0.9222	0.9326
PP	0.9149	0.9149	0.9149	0.9169
S1	0.9066	0.9066	0.9182	0.9108
S2	0.8931	0.8931	0.9162
S3	0.8713	0.8848	0.9142
S4	0.8495	0.8630	0.9082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9299	0.9109	0.0190	2.1%	0.0100	1.1%	73%	False	False	130,540
10	0.9299	0.9013	0.0286	3.1%	0.0109	1.2%	82%	False	False	129,386
20	0.9299	0.9013	0.0286	3.1%	0.0097	1.0%	82%	False	False	118,191
40	0.9672	0.9013	0.0659	7.1%	0.0097	1.1%	36%	False	False	119,683
60	0.9672	0.9013	0.0659	7.1%	0.0096	1.0%	36%	False	False	118,112
80	0.9785	0.9013	0.0772	8.3%	0.0096	1.0%	30%	False	False	88,928
100	0.9958	0.9013	0.0945	10.2%	0.0092	1.0%	25%	False	False	71,175
120	1.0505	0.9013	0.1492	16.1%	0.0094	1.0%	16%	False	False	59,333

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9639
2.618	0.9494
1.618	0.9405
1.000	0.9350
0.618	0.9316
HIGH	0.9261
0.618	0.9227
0.500	0.9217
0.382	0.9206
LOW	0.9172
0.618	0.9117
1.000	0.9083
1.618	0.9028
2.618	0.8939
4.250	0.8794

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	0.9238	0.9237
PP	0.9227	0.9227
S1	0.9217	0.9216

Download as Excel Spreadsheet

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

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