CME Japanese Yen Future June 2009

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Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary Previous Current 30-Dec-2008 31-Dec-2008 Change Change % Previous Week Open 1.1108 1.1052 -0.0056 -0.5% 1.1136 High 1.1111 1.1052 -0.0059 -0.5% 1.1156 Low 1.1094 1.1052 -0.0042 -0.4% 1.1061 Close 1.1114 1.1052 -0.0062 -0.6% 1.1082 Range 0.0017 0.0000 -0.0017 -100.0% 0.0095 ATR 0.0102 0.0099 -0.0003 -2.8% 0.0000 Volume 7 9 2 28.6% 18
Daily Pivots for day following 31-Dec-2008 Classic Woodie Camarilla DeMark R4 1.1052 1.1052 1.1052 R3 1.1052 1.1052 1.1052 R2 1.1052 1.1052 1.1052 R1 1.1052 1.1052 1.1052 1.1052 PP 1.1052 1.1052 1.1052 1.1052 S1 1.1052 1.1052 1.1052 1.1052 S2 1.1052 1.1052 1.1052 S3 1.1052 1.1052 1.1052 S4 1.1052 1.1052 1.1052	Weekly Pivots for week ending 26-Dec-2008 Classic Woodie Camarilla DeMark R4 1.1385 1.1328 1.1134 R3 1.1290 1.1233 1.1108 R2 1.1195 1.1195 1.1099 R1 1.1138 1.1138 1.1091 1.1119 PP 1.1100 1.1100 1.1100 1.1090 S1 1.1043 1.1043 1.1073 1.1024 S2 1.1005 1.1005 1.1065 S3 1.0910 1.0948 1.1056 S4 1.0815 1.0853 1.1030
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1111 1.1052 0.0059 0.5% 0.0009 0.1% 0% False True 11 10 1.1509 1.1052 0.0457 4.1% 0.0059 0.5% 0% False True 11
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 0.0001 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.1052 2.618 1.1052 1.618 1.1052 1.000 1.1052 0.618 1.1052 HIGH 1.1052 0.618 1.1052 0.500 1.1052 0.382 1.1052 LOW 1.1052 0.618 1.1052 1.000 1.1052 1.618 1.1052 2.618 1.1052 4.250 1.1052
Fisher Pivots for day following 31-Dec-2008 Pivot 1 day 3 day R1 1.1052 1.1082 PP 1.1052 1.1072 S1 1.1052 1.1062

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