CME Japanese Yen Future March 2009

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Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary Previous Current 25-Sep-2008 26-Sep-2008 Change Change % Previous Week Open 0.9600 0.9659 0.0059 0.6% 0.9555 High 0.9600 0.9659 0.0059 0.6% 0.9659 Low 0.9535 0.9659 0.0124 1.3% 0.9535 Close 0.9548 0.9578 0.0030 0.3% 0.9578 Range 0.0065 0.0000 -0.0065 -100.0% 0.0124 ATR 0.0113 0.0113 0.0000 -0.1% 0.0000 Volume 27 91 64 237.0% 386
Daily Pivots for day following 26-Sep-2008 Classic Woodie Camarilla DeMark R4 0.9632 0.9605 0.9578 R3 0.9632 0.9605 0.9578 R2 0.9632 0.9632 0.9578 R1 0.9605 0.9605 0.9578 0.9619 PP 0.9632 0.9632 0.9632 0.9639 S1 0.9605 0.9605 0.9578 0.9619 S2 0.9632 0.9632 0.9578 S3 0.9632 0.9605 0.9578 S4 0.9632 0.9605 0.9578	Weekly Pivots for week ending 26-Sep-2008 Classic Woodie Camarilla DeMark R4 0.9963 0.9894 0.9646 R3 0.9839 0.9770 0.9612 R2 0.9715 0.9715 0.9601 R1 0.9646 0.9646 0.9589 0.9681 PP 0.9591 0.9591 0.9591 0.9608 S1 0.9522 0.9522 0.9567 0.9557 S2 0.9467 0.9467 0.9555 S3 0.9343 0.9398 0.9544 S4 0.9219 0.9274 0.9510
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9659 0.9535 0.0124 1.3% 0.0043 0.4% 35% True False 77 10 0.9759 0.9394 0.0365 3.8% 0.0054 0.6% 50% False False 45
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0004 Narrowest range in 11 trading days	Fibonacci Retracements and Extensions 4.250 0.9659 2.618 0.9659 1.618 0.9659 1.000 0.9659 0.618 0.9659 HIGH 0.9659 0.618 0.9659 0.500 0.9659 0.382 0.9659 LOW 0.9659 0.618 0.9659 1.000 0.9659 1.618 0.9659 2.618 0.9659 4.250 0.9659
Fisher Pivots for day following 26-Sep-2008 Pivot 1 day 3 day R1 0.9659 0.9597 PP 0.9632 0.9591 S1 0.9605 0.9584

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