CME Japanese Yen Future June 2010

Trading Metrics calculated at close of trading on 19-Feb-2010

Day Change Summary
	Previous	Current
	18-Feb-2010	19-Feb-2010	Change	Change %	Previous Week
Open	1.0972	1.0871	-0.0101	-0.9%	1.1120
High	1.1043	1.0924	-0.0119	-1.1%	1.1151
Low	1.0896	1.0860	-0.0036	-0.3%	1.0860
Close	1.0957	1.0907	-0.0050	-0.5%	1.0907
Range	0.0147	0.0064	-0.0083	-56.5%	0.0291
ATR	0.0108	0.0107	-0.0001	-0.7%	0.0000
Volume	263	676	413	157.0%	1,742

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1089	1.1062	1.0942
R3	1.1025	1.0998	1.0925
R2	1.0961	1.0961	1.0919
R1	1.0934	1.0934	1.0913	1.0948
PP	1.0897	1.0897	1.0897	1.0904
S1	1.0870	1.0870	1.0901	1.0884
S2	1.0833	1.0833	1.0895
S3	1.0769	1.0806	1.0889
S4	1.0705	1.0742	1.0872

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1846	1.1667	1.1067
R3	1.1555	1.1376	1.0987
R2	1.1264	1.1264	1.0960
R1	1.1085	1.1085	1.0934	1.1029
PP	1.0973	1.0973	1.0973	1.0945
S1	1.0794	1.0794	1.0880	1.0738
S2	1.0682	1.0682	1.0854
S3	1.0391	1.0503	1.0827
S4	1.0100	1.0212	1.0747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1167	1.0860	0.0307	2.8%	0.0109	1.0%	15%	False	True	399
10	1.1257	1.0860	0.0397	3.6%	0.0088	0.8%	12%	False	True	304
20	1.1288	1.0860	0.0428	3.9%	0.0104	0.9%	11%	False	True	224
40	1.1288	1.0693	0.0595	5.5%	0.0096	0.9%	36%	False	False	170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1196
2.618	1.1092
1.618	1.1028
1.000	1.0988
0.618	1.0964
HIGH	1.0924
0.618	1.0900
0.500	1.0892
0.382	1.0884
LOW	1.0860
0.618	1.0820
1.000	1.0796
1.618	1.0756
2.618	1.0692
4.250	1.0588

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	1.0902	1.0974
PP	1.0897	1.0952
S1	1.0892	1.0929

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

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