CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 11-Sep-2008

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	0.9367	0.9284	-0.0083	-0.9%	0.9200
High	0.9383	0.9428	0.0045	0.5%	0.9480
Low	0.9266	0.9273	0.0007	0.1%	0.9164
Close	0.9283	0.9373	0.0090	1.0%	0.9338
Range	0.0117	0.0155	0.0038	32.5%	0.0316
ATR	0.0113	0.0116	0.0003	2.6%	0.0000
Volume	173,907	215,949	42,042	24.2%	572,432

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9823	0.9753	0.9458
R3	0.9668	0.9598	0.9416
R2	0.9513	0.9513	0.9401
R1	0.9443	0.9443	0.9387	0.9478
PP	0.9358	0.9358	0.9358	0.9376
S1	0.9288	0.9288	0.9359	0.9323
S2	0.9203	0.9203	0.9345
S3	0.9048	0.9133	0.9330
S4	0.8893	0.8978	0.9288

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	0.9170	0.0310	3.3%	0.0143	1.5%	65%	False	False	183,565
10	0.9480	0.9121	0.0359	3.8%	0.0125	1.3%	70%	False	False	158,577
20	0.9480	0.9013	0.0467	5.0%	0.0111	1.2%	77%	False	False	138,431
40	0.9577	0.9013	0.0564	6.0%	0.0101	1.1%	64%	False	False	123,658
60	0.9672	0.9013	0.0659	7.0%	0.0102	1.1%	55%	False	False	128,147
80	0.9785	0.9013	0.0772	8.2%	0.0101	1.1%	47%	False	False	101,859
100	0.9808	0.9013	0.0795	8.5%	0.0097	1.0%	45%	False	False	81,548
120	1.0170	0.9013	0.1157	12.3%	0.0092	1.0%	31%	False	False	67,970

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0087
2.618	0.9834
1.618	0.9679
1.000	0.9583
0.618	0.9524
HIGH	0.9428
0.618	0.9369
0.500	0.9351
0.382	0.9332
LOW	0.9273
0.618	0.9177
1.000	0.9118
1.618	0.9022
2.618	0.8867
4.250	0.8614

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	0.9366	0.9361
PP	0.9358	0.9348
S1	0.9351	0.9336

Download as Excel Spreadsheet

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

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