CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	1.0499	1.0364	-0.0135	-1.3%	1.0540
High	1.0598	1.0501	-0.0097	-0.9%	1.0585
Low	1.0346	1.0364	0.0018	0.2%	1.0298
Close	1.0375	1.0468	0.0093	0.9%	1.0521
Range	0.0252	0.0137	-0.0115	-45.6%	0.0287
ATR	0.0132	0.0133	0.0000	0.3%	0.0000
Volume	1,030	2,137	1,107	107.5%	5,620

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0855	1.0799	1.0543
R3	1.0718	1.0662	1.0506
R2	1.0581	1.0581	1.0493
R1	1.0525	1.0525	1.0481	1.0553
PP	1.0444	1.0444	1.0444	1.0459
S1	1.0388	1.0388	1.0455	1.0416
S2	1.0307	1.0307	1.0443
S3	1.0170	1.0251	1.0430
S4	1.0033	1.0114	1.0393

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1329	1.1212	1.0679
R3	1.1042	1.0925	1.0600
R2	1.0755	1.0755	1.0574
R1	1.0638	1.0638	1.0547	1.0553
PP	1.0468	1.0468	1.0468	1.0426
S1	1.0351	1.0351	1.0495	1.0266
S2	1.0181	1.0181	1.0468
S3	0.9894	1.0064	1.0442
S4	0.9607	0.9777	1.0363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0598	1.0298	0.0300	2.9%	0.0173	1.7%	57%	False	False	1,542
10	1.0664	1.0298	0.0366	3.5%	0.0140	1.3%	46%	False	False	1,197
20	1.0664	1.0052	0.0612	5.8%	0.0125	1.2%	68%	False	False	659
40	1.0664	0.9898	0.0766	7.3%	0.0101	1.0%	74%	False	False	355

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1083
2.618	1.0860
1.618	1.0723
1.000	1.0638
0.618	1.0586
HIGH	1.0501
0.618	1.0449
0.500	1.0433
0.382	1.0416
LOW	1.0364
0.618	1.0279
1.000	1.0227
1.618	1.0142
2.618	1.0005
4.250	0.9782

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	1.0456	1.0467
PP	1.0444	1.0466
S1	1.0433	1.0465

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

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