CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary Previous Current 28-Jun-2007 29-Jun-2007 Change Change % Previous Week Open 0.8294 0.8268 -0.0026 -0.3% 0.8260 High 0.8312 0.8295 -0.0017 -0.2% 0.8356 Low 0.8278 0.8268 -0.0010 -0.1% 0.8245 Close 0.8291 0.8292 0.0001 0.0% 0.8292 Range 0.0034 0.0027 -0.0007 -20.6% 0.0111 ATR 0.0037 0.0036 -0.0001 -1.9% 0.0000 Volume 51 23 -28 -54.9% 5,157
Daily Pivots for day following 29-Jun-2007 Classic Woodie Camarilla DeMark R4 0.8366 0.8356 0.8307 R3 0.8339 0.8329 0.8299 R2 0.8312 0.8312 0.8297 R1 0.8302 0.8302 0.8294 0.8307 PP 0.8285 0.8285 0.8285 0.8288 S1 0.8275 0.8275 0.8290 0.8280 S2 0.8258 0.8258 0.8287 S3 0.8231 0.8248 0.8285 S4 0.8204 0.8221 0.8277	Weekly Pivots for week ending 29-Jun-2007 Classic Woodie Camarilla DeMark R4 0.8631 0.8572 0.8353 R3 0.8520 0.8461 0.8323 R2 0.8409 0.8409 0.8312 R1 0.8350 0.8350 0.8302 0.8380 PP 0.8298 0.8298 0.8298 0.8312 S1 0.8239 0.8239 0.8282 0.8269 S2 0.8187 0.8187 0.8272 S3 0.8076 0.8128 0.8261 S4 0.7965 0.8017 0.8231
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8356 0.8245 0.0111 1.3% 0.0034 0.4% 42% False False 1,031 10 0.8356 0.8235 0.0121 1.5% 0.0024 0.3% 47% False False 531
Crabel Price Patterns NR True NR4 True NR5 True 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 True Bull Hook False Stretch 0.0004 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.8410 2.618 0.8366 1.618 0.8339 1.000 0.8322 0.618 0.8312 HIGH 0.8295 0.618 0.8285 0.500 0.8282 0.382 0.8278 LOW 0.8268 0.618 0.8251 1.000 0.8241 1.618 0.8224 2.618 0.8197 4.250 0.8153
Fisher Pivots for day following 29-Jun-2007 Pivot 1 day 3 day R1 0.8289 0.8312 PP 0.8285 0.8305 S1 0.8282 0.8299

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