CME Japanese Yen Future June 2009

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Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary Previous Current 26-Dec-2008 29-Dec-2008 Change Change % Previous Week Open 1.1068 1.1073 0.0005 0.0% 1.1136 High 1.1078 1.1073 -0.0005 0.0% 1.1156 Low 1.1061 1.1063 0.0002 0.0% 1.1061 Close 1.1082 1.1112 0.0030 0.3% 1.1082 Range 0.0017 0.0010 -0.0007 -41.2% 0.0095 ATR 0.0115 0.0108 -0.0007 -6.0% 0.0000 Volume 0 29 29 18
Daily Pivots for day following 29-Dec-2008 Classic Woodie Camarilla DeMark R4 1.1113 1.1122 1.1118 R3 1.1103 1.1112 1.1115 R2 1.1093 1.1093 1.1114 R1 1.1102 1.1102 1.1113 1.1098 PP 1.1083 1.1083 1.1083 1.1080 S1 1.1092 1.1092 1.1111 1.1088 S2 1.1073 1.1073 1.1110 S3 1.1063 1.1082 1.1109 S4 1.1053 1.1072 1.1107	Weekly Pivots for week ending 26-Dec-2008 Classic Woodie Camarilla DeMark R4 1.1385 1.1328 1.1134 R3 1.1290 1.1233 1.1108 R2 1.1195 1.1195 1.1099 R1 1.1138 1.1138 1.1091 1.1119 PP 1.1100 1.1100 1.1100 1.1090 S1 1.1043 1.1043 1.1073 1.1024 S2 1.1005 1.1005 1.1065 S3 1.0910 1.0948 1.1056 S4 1.0815 1.0853 1.1030
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1156 1.1061 0.0095 0.9% 0.0024 0.2% 54% False False 9 10 1.1509 1.1047 0.0462 4.2% 0.0084 0.8% 14% False False 12
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1116 2.618 1.1099 1.618 1.1089 1.000 1.1083 0.618 1.1079 HIGH 1.1073 0.618 1.1069 0.500 1.1068 0.382 1.1067 LOW 1.1063 0.618 1.1057 1.000 1.1053 1.618 1.1047 2.618 1.1037 4.250 1.1021
Fisher Pivots for day following 29-Dec-2008 Pivot 1 day 3 day R1 1.1097 1.1098 PP 1.1083 1.1084 S1 1.1068 1.1070

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