CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	0.9284	0.9331	0.0047	0.5%	0.9212
High	0.9428	0.9370	-0.0058	-0.6%	0.9428
Low	0.9273	0.9260	-0.0013	-0.1%	0.9170
Close	0.9373	0.9274	-0.0099	-1.1%	0.9274
Range	0.0155	0.0110	-0.0045	-29.0%	0.0258
ATR	0.0116	0.0116	0.0000	-0.2%	0.0000
Volume	215,949	112,356	-103,593	-48.0%	880,354

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9631	0.9563	0.9335
R3	0.9521	0.9453	0.9304
R2	0.9411	0.9411	0.9294
R1	0.9343	0.9343	0.9284	0.9322
PP	0.9301	0.9301	0.9301	0.9291
S1	0.9233	0.9233	0.9264	0.9212
S2	0.9191	0.9191	0.9254
S3	0.9081	0.9123	0.9244
S4	0.8971	0.9013	0.9214

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0065	0.9927	0.9416
R3	0.9807	0.9669	0.9345
R2	0.9549	0.9549	0.9321
R1	0.9411	0.9411	0.9298	0.9480
PP	0.9291	0.9291	0.9291	0.9325
S1	0.9153	0.9153	0.9250	0.9222
S2	0.9033	0.9033	0.9227
S3	0.8775	0.8895	0.9203
S4	0.8517	0.8637	0.9132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9428	0.9170	0.0258	2.8%	0.0126	1.4%	40%	False	False	176,070
10	0.9480	0.9133	0.0347	3.7%	0.0128	1.4%	41%	False	False	156,899
20	0.9480	0.9013	0.0467	5.0%	0.0113	1.2%	56%	False	False	135,730
40	0.9480	0.9013	0.0467	5.0%	0.0098	1.1%	56%	False	False	122,700
60	0.9672	0.9013	0.0659	7.1%	0.0102	1.1%	40%	False	False	128,198
80	0.9785	0.9013	0.0772	8.3%	0.0102	1.1%	34%	False	False	103,260
100	0.9790	0.9013	0.0777	8.4%	0.0098	1.1%	34%	False	False	82,671
120	1.0170	0.9013	0.1157	12.5%	0.0093	1.0%	23%	False	False	68,907

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	0.0032
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9838
2.618	0.9658
1.618	0.9548
1.000	0.9480
0.618	0.9438
HIGH	0.9370
0.618	0.9328
0.500	0.9315
0.382	0.9302
LOW	0.9260
0.618	0.9192
1.000	0.9150
1.618	0.9082
2.618	0.8972
4.250	0.8793

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	0.9315	0.9344
PP	0.9301	0.9321
S1	0.9288	0.9297

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

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