CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	1.1057	1.1114	0.0057	0.5%	1.1146
High	1.1161	1.1114	-0.0047	-0.4%	1.1180
Low	1.1057	1.1103	0.0046	0.4%	1.0954
Close	1.1125	1.1121	-0.0004	0.0%	1.1125
Range	0.0104	0.0011	-0.0093	-89.4%	0.0226
ATR	0.0101	0.0095	-0.0006	-5.6%	0.0000
Volume	22	61	39	177.3%	487

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1146	1.1144	1.1127
R3	1.1135	1.1133	1.1124
R2	1.1124	1.1124	1.1123
R1	1.1122	1.1122	1.1122	1.1123
PP	1.1113	1.1113	1.1113	1.1113
S1	1.1111	1.1111	1.1120	1.1112
S2	1.1102	1.1102	1.1119
S3	1.1091	1.1100	1.1118
S4	1.1080	1.1089	1.1115

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1764	1.1671	1.1249
R3	1.1538	1.1445	1.1187
R2	1.1312	1.1312	1.1166
R1	1.1219	1.1219	1.1146	1.1153
PP	1.1086	1.1086	1.1086	1.1053
S1	1.0993	1.0993	1.1104	1.0927
S2	1.0860	1.0860	1.1084
S3	1.0634	1.0767	1.1063
S4	1.0408	1.0541	1.1001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1161	1.0954	0.0207	1.9%	0.0066	0.6%	81%	False	False	106
10	1.1180	1.0868	0.0312	2.8%	0.0084	0.8%	81%	False	False	80
20	1.1260	1.0847	0.0413	3.7%	0.0075	0.7%	66%	False	False	62

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 34 trading days

Fibonacci Retracements and Extensions
4.250	1.1161
2.618	1.1143
1.618	1.1132
1.000	1.1125
0.618	1.1121
HIGH	1.1114
0.618	1.1110
0.500	1.1109
0.382	1.1107
LOW	1.1103
0.618	1.1096
1.000	1.1092
1.618	1.1085
2.618	1.1074
4.250	1.1056

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	1.1117	1.1114
PP	1.1113	1.1106
S1	1.1109	1.1099

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

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