CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary Previous Current 16-Aug-2007 17-Aug-2007 Change Change % Previous Week Open 0.8946 0.8973 0.0027 0.3% 0.8671 High 0.9098 0.8991 -0.0107 -1.2% 0.9098 Low 0.8943 0.8909 -0.0034 -0.4% 0.8663 Close 0.9063 0.8990 -0.0073 -0.8% 0.8990 Range 0.0155 0.0082 -0.0073 -47.1% 0.0435 ATR 0.0048 0.0056 0.0008 15.7% 0.0000 Volume 1 66 65 6,500.0% 68
Daily Pivots for day following 17-Aug-2007 Classic Woodie Camarilla DeMark R4 0.9209 0.9182 0.9035 R3 0.9127 0.9100 0.9013 R2 0.9045 0.9045 0.9005 R1 0.9018 0.9018 0.8998 0.9032 PP 0.8963 0.8963 0.8963 0.8970 S1 0.8936 0.8936 0.8982 0.8950 S2 0.8881 0.8881 0.8975 S3 0.8799 0.8854 0.8967 S4 0.8717 0.8772 0.8945	Weekly Pivots for week ending 17-Aug-2007 Classic Woodie Camarilla DeMark R4 1.0222 1.0041 0.9229 R3 0.9787 0.9606 0.9110 R2 0.9352 0.9352 0.9070 R1 0.9171 0.9171 0.9030 0.9262 PP 0.8917 0.8917 0.8917 0.8962 S1 0.8736 0.8736 0.8950 0.8827 S2 0.8482 0.8482 0.8910 S3 0.8047 0.8301 0.8870 S4 0.7612 0.7866 0.8751
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9098 0.8663 0.0435 4.8% 0.0047 0.5% 75% False False 13 10 0.9098 0.8580 0.0518 5.8% 0.0024 0.3% 79% False False 7 20 0.9098 0.8484 0.0614 6.8% 0.0012 0.1% 82% False False 10
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 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9340 2.618 0.9206 1.618 0.9124 1.000 0.9073 0.618 0.9042 HIGH 0.8991 0.618 0.8960 0.500 0.8950 0.382 0.8940 LOW 0.8909 0.618 0.8858 1.000 0.8827 1.618 0.8776 2.618 0.8694 4.250 0.8561
Fisher Pivots for day following 17-Aug-2007 Pivot 1 day 3 day R1 0.8977 0.8973 PP 0.8963 0.8956 S1 0.8950 0.8939

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