CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	1.0618	1.0366	-0.0252	-2.4%	1.0941
High	1.0630	1.0407	-0.0223	-2.1%	1.0954
Low	1.0340	1.0252	-0.0088	-0.9%	1.0620
Close	1.0350	1.0258	-0.0092	-0.9%	1.0754
Range	0.0290	0.0155	-0.0135	-46.6%	0.0334
ATR	0.0162	0.0161	0.0000	-0.3%	0.0000
Volume	269	651	382	142.0%	3,990

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0771	1.0669	1.0343
R3	1.0616	1.0514	1.0301
R2	1.0461	1.0461	1.0286
R1	1.0359	1.0359	1.0272	1.0333
PP	1.0306	1.0306	1.0306	1.0292
S1	1.0204	1.0204	1.0244	1.0178
S2	1.0151	1.0151	1.0230
S3	0.9996	1.0049	1.0215
S4	0.9841	0.9894	1.0173

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1778	1.1600	1.0938
R3	1.1444	1.1266	1.0846
R2	1.1110	1.1110	1.0815
R1	1.0932	1.0932	1.0785	1.0854
PP	1.0776	1.0776	1.0776	1.0737
S1	1.0598	1.0598	1.0723	1.0520
S2	1.0442	1.0442	1.0693
S3	1.0108	1.0264	1.0662
S4	0.9774	0.9930	1.0570

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0822	1.0252	0.0570	5.6%	0.0200	2.0%	1%	False	True	407
10	1.1155	1.0252	0.0903	8.8%	0.0169	1.6%	1%	False	True	556
20	1.1300	1.0252	0.1048	10.2%	0.0152	1.5%	1%	False	True	387
40	1.1510	1.0252	0.1258	12.3%	0.0139	1.4%	0%	False	True	246

Crabel Price Patterns
NR	True
NR4	True
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	0.0033
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1066
2.618	1.0813
1.618	1.0658
1.000	1.0562
0.618	1.0503
HIGH	1.0407
0.618	1.0348
0.500	1.0330
0.382	1.0311
LOW	1.0252
0.618	1.0156
1.000	1.0097
1.618	1.0001
2.618	0.9846
4.250	0.9593

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	1.0330	1.0528
PP	1.0306	1.0438
S1	1.0282	1.0348

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

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