CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	1.0504	1.0531	0.0027	0.3%	1.0560
High	1.0572	1.0531	-0.0041	-0.4%	1.0645
Low	1.0504	1.0467	-0.0037	-0.4%	1.0444
Close	1.0546	1.0491	-0.0055	-0.5%	1.0563
Range	0.0068	0.0064	-0.0004	-5.9%	0.0201
ATR	0.0090	0.0090	-0.0001	-0.9%	0.0000
Volume	27	9	-18	-66.7%	1,152

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0688	1.0654	1.0526
R3	1.0624	1.0590	1.0509
R2	1.0560	1.0560	1.0503
R1	1.0526	1.0526	1.0497	1.0511
PP	1.0496	1.0496	1.0496	1.0489
S1	1.0462	1.0462	1.0485	1.0447
S2	1.0432	1.0432	1.0479
S3	1.0368	1.0398	1.0473
S4	1.0304	1.0334	1.0456

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	1.0464	0.0146	1.4%	0.0087	0.8%	18%	False	False	97
10	1.0645	1.0444	0.0201	1.9%	0.0087	0.8%	23%	False	False	139
20	1.0875	1.0444	0.0431	4.1%	0.0078	0.7%	11%	False	False	88
40	1.0895	1.0186	0.0709	6.8%	0.0068	0.6%	43%	False	False	61

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	False
Stretch	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0803
2.618	1.0699
1.618	1.0635
1.000	1.0595
0.618	1.0571
HIGH	1.0531
0.618	1.0507
0.500	1.0499
0.382	1.0491
LOW	1.0467
0.618	1.0427
1.000	1.0403
1.618	1.0363
2.618	1.0299
4.250	1.0195

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	1.0499	1.0539
PP	1.0496	1.0523
S1	1.0494	1.0507

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

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