CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary Previous Current 05-Jul-2007 06-Jul-2007 Change Change % Previous Week Open 0.8355 0.8291 -0.0064 -0.8% 0.8301 High 0.8355 0.8291 -0.0064 -0.8% 0.8360 Low 0.8310 0.8272 -0.0038 -0.5% 0.8272 Close 0.8307 0.8271 -0.0036 -0.4% 0.8271 Range 0.0045 0.0019 -0.0026 -57.8% 0.0088 ATR 0.0038 0.0038 0.0000 -0.5% 0.0000 Volume 52 4 -48 -92.3% 178
Daily Pivots for day following 06-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8335 0.8322 0.8281 R3 0.8316 0.8303 0.8276 R2 0.8297 0.8297 0.8274 R1 0.8284 0.8284 0.8273 0.8281 PP 0.8278 0.8278 0.8278 0.8277 S1 0.8265 0.8265 0.8269 0.8262 S2 0.8259 0.8259 0.8268 S3 0.8240 0.8246 0.8266 S4 0.8221 0.8227 0.8261	Weekly Pivots for week ending 06-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8565 0.8506 0.8319 R3 0.8477 0.8418 0.8295 R2 0.8389 0.8389 0.8287 R1 0.8330 0.8330 0.8279 0.8316 PP 0.8301 0.8301 0.8301 0.8294 S1 0.8242 0.8242 0.8263 0.8228 S2 0.8213 0.8213 0.8255 S3 0.8125 0.8154 0.8247 S4 0.8037 0.8066 0.8223
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8360 0.8268 0.0092 1.1% 0.0035 0.4% 3% False False 40 10 0.8360 0.8235 0.0125 1.5% 0.0034 0.4% 29% False False 536 20 0.8459 0.8235 0.0224 2.7% 0.0029 0.3% 16% False False 444
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0004 Narrowest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 0.8372 2.618 0.8341 1.618 0.8322 1.000 0.8310 0.618 0.8303 HIGH 0.8291 0.618 0.8284 0.500 0.8282 0.382 0.8279 LOW 0.8272 0.618 0.8260 1.000 0.8253 1.618 0.8241 2.618 0.8222 4.250 0.8191
Fisher Pivots for day following 06-Jul-2007 Pivot 1 day 3 day R1 0.8282 0.8315 PP 0.8278 0.8300 S1 0.8275 0.8286

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