CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	1.0653	1.0476	-0.0177	-1.7%	1.0427
High	1.0705	1.0591	-0.0114	-1.1%	1.0730
Low	1.0486	1.0375	-0.0111	-1.1%	1.0333
Close	1.0555	1.0385	-0.0170	-1.6%	1.0555
Range	0.0219	0.0216	-0.0003	-1.4%	0.0397
ATR	0.0192	0.0194	0.0002	0.9%	0.0000
Volume	231	699	468	202.6%	1,003

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1098	1.0958	1.0504
R3	1.0882	1.0742	1.0444
R2	1.0666	1.0666	1.0425
R1	1.0526	1.0526	1.0405	1.0488
PP	1.0450	1.0450	1.0450	1.0432
S1	1.0310	1.0310	1.0365	1.0272
S2	1.0234	1.0234	1.0345
S3	1.0018	1.0094	1.0326
S4	0.9802	0.9878	1.0266

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1730	1.1540	1.0773
R3	1.1333	1.1143	1.0664
R2	1.0936	1.0936	1.0628
R1	1.0746	1.0746	1.0591	1.0841
PP	1.0539	1.0539	1.0539	1.0587
S1	1.0349	1.0349	1.0519	1.0444
S2	1.0142	1.0142	1.0482
S3	0.9745	0.9952	1.0446
S4	0.9348	0.9555	1.0337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0730	1.0333	0.0397	3.8%	0.0185	1.8%	13%	False	False	282
10	1.0730	1.0249	0.0481	4.6%	0.0175	1.7%	28%	False	False	207
20	1.0744	1.0001	0.0743	7.2%	0.0186	1.8%	52%	False	False	143
40	1.1055	0.9567	0.1488	14.3%	0.0172	1.7%	55%	False	False	126

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1509
2.618	1.1156
1.618	1.0940
1.000	1.0807
0.618	1.0724
HIGH	1.0591
0.618	1.0508
0.500	1.0483
0.382	1.0458
LOW	1.0375
0.618	1.0242
1.000	1.0159
1.618	1.0026
2.618	0.9810
4.250	0.9457

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	1.0483	1.0553
PP	1.0450	1.0497
S1	1.0418	1.0441

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

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