CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary Previous Current 05-Jan-2007 08-Jan-2007 Change Change % Previous Week Open 0.8606 0.8603 -0.0003 0.0% 0.8594 High 0.8645 0.8632 -0.0013 -0.2% 0.8645 Low 0.8586 0.8599 0.0013 0.2% 0.8540 Close 0.8609 0.8599 -0.0010 -0.1% 0.8609 Range 0.0059 0.0033 -0.0026 -44.1% 0.0105 ATR 0.0034 0.0034 0.0000 -0.2% 0.0000 Volume 404 265 -139 -34.4% 576
Daily Pivots for day following 08-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8709 0.8687 0.8617 R3 0.8676 0.8654 0.8608 R2 0.8643 0.8643 0.8605 R1 0.8621 0.8621 0.8602 0.8616 PP 0.8610 0.8610 0.8610 0.8607 S1 0.8588 0.8588 0.8596 0.8583 S2 0.8577 0.8577 0.8593 S3 0.8544 0.8555 0.8590 S4 0.8511 0.8522 0.8581	Weekly Pivots for week ending 05-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8913 0.8866 0.8667 R3 0.8808 0.8761 0.8638 R2 0.8703 0.8703 0.8628 R1 0.8656 0.8656 0.8619 0.8680 PP 0.8598 0.8598 0.8598 0.8610 S1 0.8551 0.8551 0.8599 0.8575 S2 0.8493 0.8493 0.8590 S3 0.8388 0.8446 0.8580 S4 0.8283 0.8341 0.8551
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8645 0.8540 0.0105 1.2% 0.0038 0.4% 56% False False 168 10 0.8648 0.8540 0.0108 1.3% 0.0033 0.4% 55% False False 221 20 0.8882 0.8540 0.0342 4.0% 0.0030 0.3% 17% False False 326
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 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8772 2.618 0.8718 1.618 0.8685 1.000 0.8665 0.618 0.8652 HIGH 0.8632 0.618 0.8619 0.500 0.8616 0.382 0.8612 LOW 0.8599 0.618 0.8579 1.000 0.8566 1.618 0.8546 2.618 0.8513 4.250 0.8459
Fisher Pivots for day following 08-Jan-2007 Pivot 1 day 3 day R1 0.8616 0.8599 PP 0.8610 0.8599 S1 0.8605 0.8599

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