CME Japanese Yen Future March 2009

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

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	1.0140	1.0251	0.0111	1.1%	1.0216
High	1.0276	1.0298	0.0022	0.2%	1.0351
Low	1.0111	1.0249	0.0138	1.4%	1.0001
Close	1.0275	1.0268	-0.0007	-0.1%	1.0237
Range	0.0165	0.0049	-0.0116	-70.3%	0.0350
ATR	0.0197	0.0187	-0.0011	-5.4%	0.0000
Volume	7	123	116	1,657.1%	605

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0419	1.0392	1.0295
R3	1.0370	1.0343	1.0281
R2	1.0321	1.0321	1.0277
R1	1.0294	1.0294	1.0272	1.0308
PP	1.0272	1.0272	1.0272	1.0278
S1	1.0245	1.0245	1.0264	1.0259
S2	1.0223	1.0223	1.0259
S3	1.0174	1.0196	1.0255
S4	1.0125	1.0147	1.0241

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1246	1.1092	1.0430
R3	1.0896	1.0742	1.0333
R2	1.0546	1.0546	1.0301
R1	1.0392	1.0392	1.0269	1.0469
PP	1.0196	1.0196	1.0196	1.0235
S1	1.0042	1.0042	1.0205	1.0119
S2	0.9846	0.9846	1.0173
S3	0.9496	0.9692	1.0141
S4	0.9146	0.9342	1.0045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0351	1.0068	0.0283	2.8%	0.0115	1.1%	71%	False	False	120
10	1.0478	1.0001	0.0477	4.6%	0.0151	1.5%	56%	False	False	88
20	1.1055	0.9910	0.1145	11.2%	0.0186	1.8%	31%	False	False	127
40	1.1055	0.9394	0.1661	16.2%	0.0140	1.4%	53%	False	False	89

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	0.0023
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.0506
2.618	1.0426
1.618	1.0377
1.000	1.0347
0.618	1.0328
HIGH	1.0298
0.618	1.0279
0.500	1.0274
0.382	1.0268
LOW	1.0249
0.618	1.0219
1.000	1.0200
1.618	1.0170
2.618	1.0121
4.250	1.0041

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	1.0274	1.0256
PP	1.0272	1.0243
S1	1.0270	1.0231

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

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