CME Japanese Yen Future September 2007

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Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary Previous Current 22-Jan-2007 23-Jan-2007 Change Change % Previous Week Open 0.8500 0.8496 -0.0004 0.0% 0.8569 High 0.8510 0.8496 -0.0014 -0.2% 0.8569 Low 0.8500 0.8496 -0.0004 0.0% 0.8489 Close 0.8477 0.8474 -0.0003 0.0% 0.8503 Range 0.0010 0.0000 -0.0010 -100.0% 0.0080 ATR 0.0006 0.0007 0.0001 17.2% 0.0000 Volume 9 0 -9 -100.0% 4
Daily Pivots for day following 23-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8489 0.8481 0.8474 R3 0.8489 0.8481 0.8474 R2 0.8489 0.8489 0.8474 R1 0.8481 0.8481 0.8474 0.8485 PP 0.8489 0.8489 0.8489 0.8491 S1 0.8481 0.8481 0.8474 0.8485 S2 0.8489 0.8489 0.8474 S3 0.8489 0.8481 0.8474 S4 0.8489 0.8481 0.8474	Weekly Pivots for week ending 19-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8760 0.8712 0.8547 R3 0.8680 0.8632 0.8525 R2 0.8600 0.8600 0.8518 R1 0.8552 0.8552 0.8510 0.8536 PP 0.8520 0.8520 0.8520 0.8513 S1 0.8472 0.8472 0.8496 0.8456 S2 0.8440 0.8440 0.8488 S3 0.8360 0.8392 0.8481 S4 0.8280 0.8312 0.8459
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8552 0.8489 0.0063 0.7% 0.0007 0.1% -24% False False 2 10 0.8692 0.8489 0.0203 2.4% 0.0003 0.0% -7% False False 1 20 0.8739 0.8489 0.0250 3.0% 0.0002 0.0% -6% False False
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 0.0000 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.8496 2.618 0.8496 1.618 0.8496 1.000 0.8496 0.618 0.8496 HIGH 0.8496 0.618 0.8496 0.500 0.8496 0.382 0.8496 LOW 0.8496 0.618 0.8496 1.000 0.8496 1.618 0.8496 2.618 0.8496 4.250 0.8496
Fisher Pivots for day following 23-Jan-2007 Pivot 1 day 3 day R1 0.8496 0.8503 PP 0.8489 0.8493 S1 0.8481 0.8484

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