CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary Previous Current 17-Aug-2007 20-Aug-2007 Change Change % Previous Week Open 0.8973 0.8895 -0.0078 -0.9% 0.8671 High 0.8991 0.8895 -0.0096 -1.1% 0.9098 Low 0.8909 0.8895 -0.0014 -0.2% 0.8663 Close 0.8990 0.8920 -0.0070 -0.8% 0.8990 Range 0.0082 0.0000 -0.0082 -100.0% 0.0435 ATR 0.0056 0.0059 0.0003 5.0% 0.0000 Volume 66 33 -33 -50.0% 68
Daily Pivots for day following 20-Aug-2007 Classic Woodie Camarilla DeMark R4 0.8903 0.8912 0.8920 R3 0.8903 0.8912 0.8920 R2 0.8903 0.8903 0.8920 R1 0.8912 0.8912 0.8920 0.8908 PP 0.8903 0.8903 0.8903 0.8901 S1 0.8912 0.8912 0.8920 0.8908 S2 0.8903 0.8903 0.8920 S3 0.8903 0.8912 0.8920 S4 0.8903 0.8912 0.8920	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 4.9% 0.0047 0.5% 59% False False 20 10 0.9098 0.8580 0.0518 5.8% 0.0024 0.3% 66% False False 11 20 0.9098 0.8484 0.0614 6.9% 0.0012 0.1% 71% False False 11
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 3 trading days	Fibonacci Retracements and Extensions 4.250 0.8895 2.618 0.8895 1.618 0.8895 1.000 0.8895 0.618 0.8895 HIGH 0.8895 0.618 0.8895 0.500 0.8895 0.382 0.8895 LOW 0.8895 0.618 0.8895 1.000 0.8895 1.618 0.8895 2.618 0.8895 4.250 0.8895
Fisher Pivots for day following 20-Aug-2007 Pivot 1 day 3 day R1 0.8912 0.8997 PP 0.8903 0.8971 S1 0.8895 0.8946

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