CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	1.1154	1.1120	-0.0034	-0.3%	1.1198
High	1.1167	1.1151	-0.0016	-0.1%	1.1215
Low	1.1067	1.1060	-0.0007	-0.1%	1.1067
Close	1.1125	1.1101	-0.0024	-0.2%	1.1125
Range	0.0100	0.0091	-0.0009	-9.0%	0.0148
ATR	0.0102	0.0101	-0.0001	-0.8%	0.0000
Volume	256	676	420	164.1%	1,043

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1377	1.1330	1.1151
R3	1.1286	1.1239	1.1126
R2	1.1195	1.1195	1.1118
R1	1.1148	1.1148	1.1109	1.1126
PP	1.1104	1.1104	1.1104	1.1093
S1	1.1057	1.1057	1.1093	1.1035
S2	1.1013	1.1013	1.1084
S3	1.0922	1.0966	1.1076
S4	1.0831	1.0875	1.1051

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1580	1.1500	1.1206
R3	1.1432	1.1352	1.1166
R2	1.1284	1.1284	1.1152
R1	1.1204	1.1204	1.1139	1.1170
PP	1.1136	1.1136	1.1136	1.1119
S1	1.1056	1.1056	1.1111	1.1022
S2	1.0988	1.0988	1.1098
S3	1.0840	1.0908	1.1084
S4	1.0692	1.0760	1.1044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1207	1.1060	0.0147	1.3%	0.0075	0.7%	28%	False	True	294
10	1.1288	1.0968	0.0320	2.9%	0.0102	0.9%	42%	False	False	222
20	1.1288	1.0896	0.0392	3.5%	0.0104	0.9%	52%	False	False	183
40	1.1288	1.0693	0.0595	5.4%	0.0095	0.9%	69%	False	False	150

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1538
2.618	1.1389
1.618	1.1298
1.000	1.1242
0.618	1.1207
HIGH	1.1151
0.618	1.1116
0.500	1.1106
0.382	1.1095
LOW	1.1060
0.618	1.1004
1.000	1.0969
1.618	1.0913
2.618	1.0822
4.250	1.0673

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	1.1106	1.1114
PP	1.1104	1.1109
S1	1.1103	1.1105

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

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