CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary Previous Current 03-Jan-2007 04-Jan-2007 Change Change % Previous Week Open 0.8603 0.8561 -0.0042 -0.5% 0.8602 High 0.8603 0.8576 -0.0027 -0.3% 0.8627 Low 0.8540 0.8552 0.0012 0.1% 0.8577 Close 0.8561 0.8577 0.0016 0.2% 0.8582 Range 0.0063 0.0024 -0.0039 -61.9% 0.0050 ATR 0.0032 0.0031 -0.0001 -1.7% 0.0000 Volume 55 100 45 81.8% 1,230
Daily Pivots for day following 04-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8640 0.8633 0.8590 R3 0.8616 0.8609 0.8584 R2 0.8592 0.8592 0.8581 R1 0.8585 0.8585 0.8579 0.8589 PP 0.8568 0.8568 0.8568 0.8570 S1 0.8561 0.8561 0.8575 0.8565 S2 0.8544 0.8544 0.8573 S3 0.8520 0.8537 0.8570 S4 0.8496 0.8513 0.8564	Weekly Pivots for week ending 29-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8745 0.8714 0.8610 R3 0.8695 0.8664 0.8596 R2 0.8645 0.8645 0.8591 R1 0.8614 0.8614 0.8587 0.8605 PP 0.8595 0.8595 0.8595 0.8591 S1 0.8564 0.8564 0.8577 0.8555 S2 0.8545 0.8545 0.8573 S3 0.8495 0.8514 0.8568 S4 0.8445 0.8464 0.8555
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8616 0.8540 0.0076 0.9% 0.0025 0.3% 49% False False 262 10 0.8672 0.8540 0.0132 1.5% 0.0028 0.3% 28% False False 519 20 0.8914 0.8540 0.0374 4.4% 0.0026 0.3% 10% False False 298
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8678 2.618 0.8639 1.618 0.8615 1.000 0.8600 0.618 0.8591 HIGH 0.8576 0.618 0.8567 0.500 0.8564 0.382 0.8561 LOW 0.8552 0.618 0.8537 1.000 0.8528 1.618 0.8513 2.618 0.8489 4.250 0.8450
Fisher Pivots for day following 04-Jan-2007 Pivot 1 day 3 day R1 0.8573 0.8575 PP 0.8568 0.8573 S1 0.8564 0.8572

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