CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 18-Jul-2007
Day Change Summary Previous Current 17-Jul-2007 18-Jul-2007 Change Change % Previous Week Open 0.8354 0.8340 -0.0014 -0.2% 0.8271 High 0.8369 0.8380 0.0011 0.1% 0.8415 Low 0.8327 0.8340 0.0013 0.2% 0.8252 Close 0.8328 0.8361 0.0033 0.4% 0.8354 Range 0.0042 0.0040 -0.0002 -4.8% 0.0163 ATR 0.0040 0.0041 0.0001 2.2% 0.0000 Volume 3 67 64 2,133.3% 286
Daily Pivots for day following 18-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8480 0.8461 0.8383 R3 0.8440 0.8421 0.8372 R2 0.8400 0.8400 0.8368 R1 0.8381 0.8381 0.8365 0.8391 PP 0.8360 0.8360 0.8360 0.8365 S1 0.8341 0.8341 0.8357 0.8351 S2 0.8320 0.8320 0.8354 S3 0.8280 0.8301 0.8350 S4 0.8240 0.8261 0.8339	Weekly Pivots for week ending 13-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8829 0.8755 0.8444 R3 0.8666 0.8592 0.8399 R2 0.8503 0.8503 0.8384 R1 0.8429 0.8429 0.8369 0.8466 PP 0.8340 0.8340 0.8340 0.8359 S1 0.8266 0.8266 0.8339 0.8303 S2 0.8177 0.8177 0.8324 S3 0.8014 0.8103 0.8309 S4 0.7851 0.7940 0.8264
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8380 0.8325 0.0055 0.7% 0.0030 0.4% 65% True False 42 10 0.8415 0.8252 0.0163 1.9% 0.0040 0.5% 67% False False 42 20 0.8415 0.8235 0.0180 2.2% 0.0035 0.4% 70% False False 292
Crabel Price Patterns NR True NR4 False 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 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8550 2.618 0.8485 1.618 0.8445 1.000 0.8420 0.618 0.8405 HIGH 0.8380 0.618 0.8365 0.500 0.8360 0.382 0.8355 LOW 0.8340 0.618 0.8315 1.000 0.8300 1.618 0.8275 2.618 0.8235 4.250 0.8170
Fisher Pivots for day following 18-Jul-2007 Pivot 1 day 3 day R1 0.8361 0.8359 PP 0.8360 0.8356 S1 0.8360 0.8354

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