CME Japanese Yen Future March 2011

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	1.1945	1.1919	-0.0026	-0.2%	1.1993
High	1.1945	1.1999	0.0054	0.5%	1.1999
Low	1.1877	1.1909	0.0032	0.3%	1.1877
Close	1.1912	1.1983	0.0071	0.6%	1.1912
Range	0.0068	0.0090	0.0022	32.4%	0.0122
ATR	0.0064	0.0066	0.0002	2.9%	0.0000
Volume	8	28	20	250.0%	61

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2234	1.2198	1.2033
R3	1.2144	1.2108	1.2008
R2	1.2054	1.2054	1.2000
R1	1.2018	1.2018	1.1991	1.2036
PP	1.1964	1.1964	1.1964	1.1973
S1	1.1928	1.1928	1.1975	1.1946
S2	1.1874	1.1874	1.1967
S3	1.1784	1.1838	1.1958
S4	1.1694	1.1748	1.1934

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2295	1.2226	1.1979
R3	1.2173	1.2104	1.1946
R2	1.2051	1.2051	1.1934
R1	1.1982	1.1982	1.1923	1.1956
PP	1.1929	1.1929	1.1929	1.1916
S1	1.1860	1.1860	1.1901	1.1834
S2	1.1807	1.1807	1.1890
S3	1.1685	1.1738	1.1878
S4	1.1563	1.1616	1.1845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1999	1.1877	0.0122	1.0%	0.0049	0.4%	87%	True	False	17
10	1.1999	1.1837	0.0162	1.4%	0.0024	0.2%	90%	True	False	9
20	1.1999	1.1688	0.0311	2.6%	0.0019	0.2%	95%	True	False	7
40	1.1999	1.1416	0.0583	4.9%	0.0014	0.1%	97%	True	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.2382
2.618	1.2235
1.618	1.2145
1.000	1.2089
0.618	1.2055
HIGH	1.1999
0.618	1.1965
0.500	1.1954
0.382	1.1943
LOW	1.1909
0.618	1.1853
1.000	1.1819
1.618	1.1763
2.618	1.1673
4.250	1.1527

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	1.1973	1.1968
PP	1.1964	1.1953
S1	1.1954	1.1938

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

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