CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary Previous Current 29-Jan-2007 30-Jan-2007 Change Change % Previous Week Open 0.8389 0.8377 -0.0012 -0.1% 0.8385 High 0.8389 0.8385 -0.0004 0.0% 0.8475 Low 0.8346 0.8358 0.0012 0.1% 0.8373 Close 0.8356 0.8375 0.0019 0.2% 0.8381 Range 0.0043 0.0027 -0.0016 -37.2% 0.0102 ATR 0.0041 0.0040 -0.0001 -2.0% 0.0000 Volume 163 272 109 66.9% 21,898
Daily Pivots for day following 30-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8454 0.8441 0.8390 R3 0.8427 0.8414 0.8382 R2 0.8400 0.8400 0.8380 R1 0.8387 0.8387 0.8377 0.8380 PP 0.8373 0.8373 0.8373 0.8369 S1 0.8360 0.8360 0.8373 0.8353 S2 0.8346 0.8346 0.8370 S3 0.8319 0.8333 0.8368 S4 0.8292 0.8306 0.8360	Weekly Pivots for week ending 26-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8716 0.8650 0.8437 R3 0.8614 0.8548 0.8409 R2 0.8512 0.8512 0.8400 R1 0.8446 0.8446 0.8390 0.8428 PP 0.8410 0.8410 0.8410 0.8401 S1 0.8344 0.8344 0.8372 0.8326 S2 0.8308 0.8308 0.8362 S3 0.8206 0.8242 0.8353 S4 0.8104 0.8140 0.8325
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8475 0.8346 0.0129 1.5% 0.0047 0.6% 22% False False 4,334 10 0.8475 0.8346 0.0129 1.5% 0.0041 0.5% 22% False False 2,340 20 0.8645 0.8346 0.0299 3.6% 0.0038 0.5% 10% False False 1,266
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0006 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.8500 2.618 0.8456 1.618 0.8429 1.000 0.8412 0.618 0.8402 HIGH 0.8385 0.618 0.8375 0.500 0.8372 0.382 0.8368 LOW 0.8358 0.618 0.8341 1.000 0.8331 1.618 0.8314 2.618 0.8287 4.250 0.8243
Fisher Pivots for day following 30-Jan-2007 Pivot 1 day 3 day R1 0.8374 0.8378 PP 0.8373 0.8377 S1 0.8372 0.8376

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