CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	1.1120	1.1047	-0.0073	-0.7%	1.1245
High	1.1124	1.1085	-0.0039	-0.4%	1.1346
Low	1.1009	1.1024	0.0015	0.1%	1.1038
Close	1.1047	1.1038	-0.0009	-0.1%	1.1068
Range	0.0115	0.0061	-0.0054	-47.0%	0.0308
ATR	0.0117	0.0113	-0.0004	-3.4%	0.0000
Volume	121,165	117,156	-4,009	-3.3%	502,350

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1232	1.1196	1.1072
R3	1.1171	1.1135	1.1055
R2	1.1110	1.1110	1.1049
R1	1.1074	1.1074	1.1044	1.1062
PP	1.1049	1.1049	1.1049	1.1043
S1	1.1013	1.1013	1.1032	1.1001
S2	1.0988	1.0988	1.1027
S3	1.0927	1.0952	1.1021
S4	1.0866	1.0891	1.1004

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2075	1.1879	1.1237
R3	1.1767	1.1571	1.1153
R2	1.1459	1.1459	1.1124
R1	1.1263	1.1263	1.1096	1.1207
PP	1.1151	1.1151	1.1151	1.1123
S1	1.0955	1.0955	1.1040	1.0899
S2	1.0843	1.0843	1.1012
S3	1.0535	1.0647	1.0983
S4	1.0227	1.0339	1.0899

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1224	1.1009	0.0215	1.9%	0.0103	0.9%	13%	False	False	118,189
10	1.1346	1.1009	0.0337	3.1%	0.0103	0.9%	9%	False	False	112,726
20	1.1346	1.0852	0.0494	4.5%	0.0111	1.0%	38%	False	False	114,818
40	1.1346	1.0852	0.0494	4.5%	0.0117	1.1%	38%	False	False	123,312
60	1.1346	1.0679	0.0667	6.0%	0.0121	1.1%	54%	False	False	107,882
80	1.1789	1.0679	0.1110	10.1%	0.0126	1.1%	32%	False	False	82,483
100	1.1789	1.0679	0.1110	10.1%	0.0115	1.0%	32%	False	False	66,001

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	0.0022
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.1344
2.618	1.1245
1.618	1.1184
1.000	1.1146
0.618	1.1123
HIGH	1.1085
0.618	1.1062
0.500	1.1055
0.382	1.1047
LOW	1.1024
0.618	1.0986
1.000	1.0963
1.618	1.0925
2.618	1.0864
4.250	1.0765

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	1.1055	1.1084
PP	1.1049	1.1068
S1	1.1044	1.1053

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

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