CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 08-Sep-2008

Day Change Summary
	Previous	Current
	05-Sep-2008	08-Sep-2008	Change	Change %	Previous Week
Open	0.9383	0.9212	-0.0171	-1.8%	0.9200
High	0.9480	0.9284	-0.0196	-2.1%	0.9480
Low	0.9286	0.9170	-0.0116	-1.2%	0.9164
Close	0.9338	0.9262	-0.0076	-0.8%	0.9338
Range	0.0194	0.0114	-0.0080	-41.2%	0.0316
ATR	0.0107	0.0112	0.0004	4.0%	0.0000
Volume	149,828	200,376	50,548	33.7%	572,432

Daily Pivots for day following 08-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9581	0.9535	0.9325
R3	0.9467	0.9421	0.9293
R2	0.9353	0.9353	0.9283
R1	0.9307	0.9307	0.9272	0.9330
PP	0.9239	0.9239	0.9239	0.9250
S1	0.9193	0.9193	0.9252	0.9216
S2	0.9125	0.9125	0.9241
S3	0.9011	0.9079	0.9231
S4	0.8897	0.8965	0.9199

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0275	1.0123	0.9512
R3	0.9959	0.9807	0.9425
R2	0.9643	0.9643	0.9396
R1	0.9491	0.9491	0.9367	0.9567
PP	0.9327	0.9327	0.9327	0.9366
S1	0.9175	0.9175	0.9309	0.9251
S2	0.9011	0.9011	0.9280
S3	0.8695	0.8859	0.9251
S4	0.8379	0.8543	0.9164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9480	0.9164	0.0316	3.4%	0.0134	1.4%	31%	False	False	154,561
10	0.9480	0.9013	0.0467	5.0%	0.0119	1.3%	53%	False	False	134,900
20	0.9480	0.9013	0.0467	5.0%	0.0105	1.1%	53%	False	False	125,801
40	0.9672	0.9013	0.0659	7.1%	0.0101	1.1%	38%	False	False	122,217
60	0.9672	0.9013	0.0659	7.1%	0.0098	1.1%	38%	False	False	124,221
80	0.9785	0.9013	0.0772	8.3%	0.0099	1.1%	32%	False	False	94,787
100	0.9832	0.9013	0.0819	8.8%	0.0096	1.0%	30%	False	False	75,875
120	1.0290	0.9013	0.1277	13.8%	0.0092	1.0%	19%	False	False	63,249

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9769
2.618	0.9582
1.618	0.9468
1.000	0.9398
0.618	0.9354
HIGH	0.9284
0.618	0.9240
0.500	0.9227
0.382	0.9214
LOW	0.9170
0.618	0.9100
1.000	0.9056
1.618	0.8986
2.618	0.8872
4.250	0.8686

Fisher Pivots for day following 08-Sep-2008
Pivot	1 day	3 day
R1	0.9250	0.9325
PP	0.9239	0.9304
S1	0.9227	0.9283

Download as Excel Spreadsheet

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

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