CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	1.1086	1.1195	0.0109	1.0%	1.1553
High	1.1237	1.1348	0.0111	1.0%	1.1653
Low	1.1030	1.1187	0.0157	1.4%	1.1024
Close	1.1185	1.1328	0.0143	1.3%	1.1030
Range	0.0207	0.0161	-0.0046	-22.2%	0.0629
ATR	0.0140	0.0141	0.0002	1.2%	0.0000
Volume	9,173	14,141	4,968	54.2%	14,426

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1771	1.1710	1.1417
R3	1.1610	1.1549	1.1372
R2	1.1449	1.1449	1.1358
R1	1.1388	1.1388	1.1343	1.1419
PP	1.1288	1.1288	1.1288	1.1303
S1	1.1227	1.1227	1.1313	1.1258
S2	1.1127	1.1127	1.1298
S3	1.0966	1.1066	1.1284
S4	1.0805	1.0905	1.1239

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3123	1.2705	1.1376
R3	1.2494	1.2076	1.1203
R2	1.1865	1.1865	1.1145
R1	1.1447	1.1447	1.1088	1.1342
PP	1.1236	1.1236	1.1236	1.1183
S1	1.0818	1.0818	1.0972	1.0713
S2	1.0607	1.0607	1.0915
S3	0.9978	1.0189	1.0857
S4	0.9349	0.9560	1.0684

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1548	1.1024	0.0524	4.6%	0.0191	1.7%	58%	False	False	6,604
10	1.1789	1.1024	0.0765	6.8%	0.0185	1.6%	40%	False	False	4,028
20	1.1789	1.1024	0.0765	6.8%	0.0132	1.2%	40%	False	False	2,211
40	1.1789	1.0847	0.0942	8.3%	0.0103	0.9%	51%	False	False	1,136

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2032
2.618	1.1769
1.618	1.1608
1.000	1.1509
0.618	1.1447
HIGH	1.1348
0.618	1.1286
0.500	1.1268
0.382	1.1249
LOW	1.1187
0.618	1.1088
1.000	1.1026
1.618	1.0927
2.618	1.0766
4.250	1.0503

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	1.1308	1.1284
PP	1.1288	1.1240
S1	1.1268	1.1196

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

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