CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 27-Nov-2008

Day Change Summary
	Previous	Current
	26-Nov-2008	27-Nov-2008	Change	Change %	Previous Week
Open	1.0600	1.0538	-0.0062	-0.6%	1.0427
High	1.0615	1.0565	-0.0050	-0.5%	1.0730
Low	1.0519	1.0531	0.0012	0.1%	1.0333
Close	1.0531	1.0531	0.0000	0.0%	1.0555
Range	0.0096	0.0034	-0.0062	-64.6%	0.0397
ATR	0.0188	0.0177	-0.0011	-5.9%	0.0000
Volume	906	906	0	0.0%	1,003

Daily Pivots for day following 27-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0644	1.0622	1.0550
R3	1.0610	1.0588	1.0540
R2	1.0576	1.0576	1.0537
R1	1.0554	1.0554	1.0534	1.0548
PP	1.0542	1.0542	1.0542	1.0540
S1	1.0520	1.0520	1.0528	1.0514
S2	1.0508	1.0508	1.0525
S3	1.0474	1.0486	1.0522
S4	1.0440	1.0452	1.0512

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	1.0705	1.0375	0.0330	3.1%	0.0147	1.4%	47%	False	False	584
10	1.0730	1.0286	0.0444	4.2%	0.0145	1.4%	55%	False	False	384
20	1.0730	1.0001	0.0729	6.9%	0.0156	1.5%	73%	False	False	235
40	1.1055	0.9641	0.1414	13.4%	0.0175	1.7%	63%	False	False	175

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1.0710
2.618	1.0654
1.618	1.0620
1.000	1.0599
0.618	1.0586
HIGH	1.0565
0.618	1.0552
0.500	1.0548
0.382	1.0544
LOW	1.0531
0.618	1.0510
1.000	1.0497
1.618	1.0476
2.618	1.0442
4.250	1.0387

Fisher Pivots for day following 27-Nov-2008
Pivot	1 day	3 day
R1	1.0548	1.0526
PP	1.0542	1.0520
S1	1.0537	1.0515

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

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