CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	1.0523	1.0504	-0.0019	-0.2%	1.0560
High	1.0610	1.0572	-0.0038	-0.4%	1.0645
Low	1.0503	1.0504	0.0001	0.0%	1.0444
Close	1.0512	1.0546	0.0034	0.3%	1.0563
Range	0.0107	0.0068	-0.0039	-36.4%	0.0201
ATR	0.0092	0.0090	-0.0002	-1.9%	0.0000
Volume	54	27	-27	-50.0%	1,152

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0745	1.0713	1.0583
R3	1.0677	1.0645	1.0565
R2	1.0609	1.0609	1.0558
R1	1.0577	1.0577	1.0552	1.0593
PP	1.0541	1.0541	1.0541	1.0549
S1	1.0509	1.0509	1.0540	1.0525
S2	1.0473	1.0473	1.0534
S3	1.0405	1.0441	1.0527
S4	1.0337	1.0373	1.0509

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1154	1.1059	1.0674
R3	1.0953	1.0858	1.0618
R2	1.0752	1.0752	1.0600
R1	1.0657	1.0657	1.0581	1.0705
PP	1.0551	1.0551	1.0551	1.0574
S1	1.0456	1.0456	1.0545	1.0504
S2	1.0350	1.0350	1.0526
S3	1.0149	1.0255	1.0508
S4	0.9948	1.0054	1.0452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0610	1.0444	0.0166	1.6%	0.0094	0.9%	61%	False	False	155
10	1.0645	1.0444	0.0201	1.9%	0.0088	0.8%	51%	False	False	139
20	1.0875	1.0444	0.0431	4.1%	0.0080	0.8%	24%	False	False	95
40	1.0895	1.0186	0.0709	6.7%	0.0066	0.6%	51%	False	False	61

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0861
2.618	1.0750
1.618	1.0682
1.000	1.0640
0.618	1.0614
HIGH	1.0572
0.618	1.0546
0.500	1.0538
0.382	1.0530
LOW	1.0504
0.618	1.0462
1.000	1.0436
1.618	1.0394
2.618	1.0326
4.250	1.0215

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	1.0543	1.0553
PP	1.0541	1.0550
S1	1.0538	1.0548

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

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