CME Japanese Yen Future March 2011

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

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	1.2060	1.1741	-0.0319	-2.6%	1.1993
High	1.2083	1.1741	-0.0342	-2.8%	1.1999
Low	1.1698	1.1666	-0.0032	-0.3%	1.1877
Close	1.1706	1.1683	-0.0023	-0.2%	1.1912
Range	0.0385	0.0075	-0.0310	-80.5%	0.0122
ATR	0.0092	0.0091	-0.0001	-1.3%	0.0000
Volume	80	913	833	1,041.3%	61

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1922	1.1877	1.1724
R3	1.1847	1.1802	1.1704
R2	1.1772	1.1772	1.1697
R1	1.1727	1.1727	1.1690	1.1712
PP	1.1697	1.1697	1.1697	1.1689
S1	1.1652	1.1652	1.1676	1.1637
S2	1.1622	1.1622	1.1669
S3	1.1547	1.1577	1.1662
S4	1.1472	1.1502	1.1642

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	1.2083	1.1666	0.0417	3.6%	0.0146	1.2%	4%	False	True	207
10	1.2083	1.1666	0.0417	3.6%	0.0081	0.7%	4%	False	True	109
20	1.2083	1.1666	0.0417	3.6%	0.0047	0.4%	4%	False	True	57
40	1.2083	1.1416	0.0667	5.7%	0.0028	0.2%	40%	False	False	32

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2060
2.618	1.1937
1.618	1.1862
1.000	1.1816
0.618	1.1787
HIGH	1.1741
0.618	1.1712
0.500	1.1704
0.382	1.1695
LOW	1.1666
0.618	1.1620
1.000	1.1591
1.618	1.1545
2.618	1.1470
4.250	1.1347

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	1.1704	1.1875
PP	1.1697	1.1811
S1	1.1690	1.1747

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

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