CME Japanese Yen Future March 2009

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Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary Previous Current 23-Sep-2008 24-Sep-2008 Change Change % Previous Week Open 0.9613 0.9637 0.0024 0.2% 0.9609 High 0.9626 0.9637 0.0011 0.1% 0.9759 Low 0.9594 0.9569 -0.0025 -0.3% 0.9394 Close 0.9631 0.9599 -0.0032 -0.3% 0.9477 Range 0.0032 0.0068 0.0036 112.5% 0.0365 ATR Volume 4 258 254 6,350.0% 73
Daily Pivots for day following 24-Sep-2008 Classic Woodie Camarilla DeMark R4 0.9806 0.9770 0.9636 R3 0.9738 0.9702 0.9618 R2 0.9670 0.9670 0.9611 R1 0.9634 0.9634 0.9605 0.9618 PP 0.9602 0.9602 0.9602 0.9594 S1 0.9566 0.9566 0.9593 0.9550 S2 0.9534 0.9534 0.9587 S3 0.9466 0.9498 0.9580 S4 0.9398 0.9430 0.9562	Weekly Pivots for week ending 19-Sep-2008 Classic Woodie Camarilla DeMark R4 1.0638 1.0423 0.9678 R3 1.0273 1.0058 0.9577 R2 0.9908 0.9908 0.9544 R1 0.9693 0.9693 0.9510 0.9618 PP 0.9543 0.9543 0.9543 0.9506 S1 0.9328 0.9328 0.9444 0.9253 S2 0.9178 0.9178 0.9410 S3 0.8813 0.8963 0.9377 S4 0.8448 0.8598 0.9276
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9666 0.9394 0.0272 2.8% 0.0052 0.5% 75% False False 64 10 0.9759 0.9360 0.0399 4.2% 0.0057 0.6% 60% False False 34
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0004 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9926 2.618 0.9815 1.618 0.9747 1.000 0.9705 0.618 0.9679 HIGH 0.9637 0.618 0.9611 0.500 0.9603 0.382 0.9595 LOW 0.9569 0.618 0.9527 1.000 0.9501 1.618 0.9459 2.618 0.9391 4.250 0.9280
Fisher Pivots for day following 24-Sep-2008 Pivot 1 day 3 day R1 0.9603 0.9595 PP 0.9602 0.9590 S1 0.9600 0.9586

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