CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 14-May-2009

Day Change Summary
	Previous	Current
	13-May-2009	14-May-2009	Change	Change %	Previous Week
Open	1.0414	1.0496	0.0082	0.8%	1.0083
High	1.0480	1.0509	0.0029	0.3%	1.0212
Low	1.0399	1.0460	0.0061	0.6%	1.0052
Close	1.0485	1.0462	-0.0023	-0.2%	1.0181
Range	0.0081	0.0049	-0.0032	-39.5%	0.0160
ATR	0.0105	0.0101	-0.0004	-3.8%	0.0000
Volume	141	123	-18	-12.8%	302

Daily Pivots for day following 14-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0624	1.0592	1.0489
R3	1.0575	1.0543	1.0475
R2	1.0526	1.0526	1.0471
R1	1.0494	1.0494	1.0466	1.0486
PP	1.0477	1.0477	1.0477	1.0473
S1	1.0445	1.0445	1.0458	1.0437
S2	1.0428	1.0428	1.0453
S3	1.0379	1.0396	1.0449
S4	1.0330	1.0347	1.0435

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0628	1.0565	1.0269
R3	1.0468	1.0405	1.0225
R2	1.0308	1.0308	1.0210
R1	1.0245	1.0245	1.0196	1.0277
PP	1.0148	1.0148	1.0148	1.0164
S1	1.0085	1.0085	1.0166	1.0117
S2	0.9988	0.9988	1.0152
S3	0.9828	0.9925	1.0137
S4	0.9668	0.9765	1.0093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0509	1.0077	0.0432	4.1%	0.0106	1.0%	89%	True	False	123
10	1.0509	1.0052	0.0457	4.4%	0.0088	0.8%	90%	True	False	89
20	1.0509	1.0052	0.0457	4.4%	0.0087	0.8%	90%	True	False	68
40	1.0646	0.9898	0.0748	7.1%	0.0085	0.8%	75%	False	False	66

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	True
Stretch	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0717
2.618	1.0637
1.618	1.0588
1.000	1.0558
0.618	1.0539
HIGH	1.0509
0.618	1.0490
0.500	1.0485
0.382	1.0479
LOW	1.0460
0.618	1.0430
1.000	1.0411
1.618	1.0381
2.618	1.0332
4.250	1.0252

Fisher Pivots for day following 14-May-2009
Pivot	1 day	3 day
R1	1.0485	1.0436
PP	1.0477	1.0409
S1	1.0470	1.0383

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

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