CME Japanese Yen Future June 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	1.2158	1.2100	-0.0058	-0.5%	1.2256
High	1.2171	1.2117	-0.0054	-0.4%	1.2270
Low	1.2076	1.2065	-0.0011	-0.1%	1.2045
Close	1.2104	1.2102	-0.0002	0.0%	1.2153
Range	0.0095	0.0052	-0.0043	-45.3%	0.0225
ATR	0.0088	0.0086	-0.0003	-2.9%	0.0000
Volume	24,520	66,317	41,797	170.5%	16,366

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2251	1.2228	1.2131
R3	1.2199	1.2176	1.2116
R2	1.2147	1.2147	1.2112
R1	1.2124	1.2124	1.2107	1.2136
PP	1.2095	1.2095	1.2095	1.2100
S1	1.2072	1.2072	1.2097	1.2084
S2	1.2043	1.2043	1.2092
S3	1.1991	1.2020	1.2088
S4	1.1939	1.1968	1.2073

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2831	1.2717	1.2277
R3	1.2606	1.2492	1.2215
R2	1.2381	1.2381	1.2194
R1	1.2267	1.2267	1.2174	1.2212
PP	1.2156	1.2156	1.2156	1.2128
S1	1.2042	1.2042	1.2132	1.1987
S2	1.1931	1.1931	1.2112
S3	1.1706	1.1817	1.2091
S4	1.1481	1.1592	1.2029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2244	1.2045	0.0199	1.6%	0.0091	0.8%	29%	False	False	22,777
10	1.2270	1.2045	0.0225	1.9%	0.0085	0.7%	25%	False	False	12,316
20	1.2270	1.1919	0.0351	2.9%	0.0083	0.7%	52%	False	False	6,369
40	1.2388	1.1919	0.0469	3.9%	0.0085	0.7%	39%	False	False	3,246

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2338
2.618	1.2253
1.618	1.2201
1.000	1.2169
0.618	1.2149
HIGH	1.2117
0.618	1.2097
0.500	1.2091
0.382	1.2085
LOW	1.2065
0.618	1.2033
1.000	1.2013
1.618	1.1981
2.618	1.1929
4.250	1.1844

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	1.2098	1.2138
PP	1.2095	1.2126
S1	1.2091	1.2114

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

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