CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	1.0178	1.0292	0.0114	1.1%	1.0710
High	1.0350	1.0342	-0.0008	-0.1%	1.0804
Low	1.0178	1.0244	0.0066	0.6%	1.0157
Close	1.0242	1.0253	0.0011	0.1%	1.0242
Range	0.0172	0.0098	-0.0074	-43.0%	0.0647
ATR	0.0160	0.0156	-0.0004	-2.7%	0.0000
Volume	2,712	739	-1,973	-72.8%	4,500

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0574	1.0511	1.0307
R3	1.0476	1.0413	1.0280
R2	1.0378	1.0378	1.0271
R1	1.0315	1.0315	1.0262	1.0298
PP	1.0280	1.0280	1.0280	1.0271
S1	1.0217	1.0217	1.0244	1.0200
S2	1.0182	1.0182	1.0235
S3	1.0084	1.0119	1.0226
S4	0.9986	1.0021	1.0199

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2342	1.1939	1.0598
R3	1.1695	1.1292	1.0420
R2	1.1048	1.1048	1.0361
R1	1.0645	1.0645	1.0301	1.0523
PP	1.0401	1.0401	1.0401	1.0340
S1	0.9998	0.9998	1.0183	0.9876
S2	0.9754	0.9754	1.0123
S3	0.9107	0.9351	1.0064
S4	0.8460	0.8704	0.9886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0630	1.0157	0.0473	4.6%	0.0170	1.7%	20%	False	False	1,003
10	1.0954	1.0157	0.0797	7.8%	0.0175	1.7%	12%	False	False	905
20	1.1299	1.0157	0.1142	11.1%	0.0160	1.6%	8%	False	False	580
40	1.1510	1.0157	0.1353	13.2%	0.0145	1.4%	7%	False	False	348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0032
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0759
2.618	1.0599
1.618	1.0501
1.000	1.0440
0.618	1.0403
HIGH	1.0342
0.618	1.0305
0.500	1.0293
0.382	1.0281
LOW	1.0244
0.618	1.0183
1.000	1.0146
1.618	1.0085
2.618	0.9987
4.250	0.9828

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	1.0293	1.0254
PP	1.0280	1.0253
S1	1.0266	1.0253

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

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