CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary Previous Current 03-Sep-2007 04-Sep-2007 Change Change % Previous Week Open 0.8850 0.8834 -0.0016 -0.2% 0.8818 High 0.8850 0.8834 -0.0016 -0.2% 0.8935 Low 0.8848 0.8834 -0.0014 -0.2% 0.8818 Close 0.8836 0.8813 -0.0023 -0.3% 0.8836 Range 0.0002 0.0000 -0.0002 -100.0% 0.0117 ATR 0.0050 0.0047 -0.0003 -6.9% 0.0000 Volume 37 16 -21 -56.8% 37
Daily Pivots for day following 04-Sep-2007 Classic Woodie Camarilla DeMark R4 0.8827 0.8820 0.8813 R3 0.8827 0.8820 0.8813 R2 0.8827 0.8827 0.8813 R1 0.8820 0.8820 0.8813 0.8824 PP 0.8827 0.8827 0.8827 0.8829 S1 0.8820 0.8820 0.8813 0.8824 S2 0.8827 0.8827 0.8813 S3 0.8827 0.8820 0.8813 S4 0.8827 0.8820 0.8813	Weekly Pivots for week ending 31-Aug-2007 Classic Woodie Camarilla DeMark R4 0.9214 0.9142 0.8900 R3 0.9097 0.9025 0.8868 R2 0.8980 0.8980 0.8857 R1 0.8908 0.8908 0.8847 0.8944 PP 0.8863 0.8863 0.8863 0.8881 S1 0.8791 0.8791 0.8825 0.8827 S2 0.8746 0.8746 0.8815 S3 0.8629 0.8674 0.8804 S4 0.8512 0.8557 0.8772
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8871 0.8834 0.0037 0.4% 0.0001 0.0% -57% False True 18 10 0.8935 0.8756 0.0179 2.0% 0.0012 0.1% 32% False False 40 20 0.9098 0.8580 0.0518 5.9% 0.0018 0.2% 45% False False 25
Crabel Price Patterns NR True NR4 True 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 0.0000 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.8834 2.618 0.8834 1.618 0.8834 1.000 0.8834 0.618 0.8834 HIGH 0.8834 0.618 0.8834 0.500 0.8834 0.382 0.8834 LOW 0.8834 0.618 0.8834 1.000 0.8834 1.618 0.8834 2.618 0.8834 4.250 0.8834
Fisher Pivots for day following 04-Sep-2007 Pivot 1 day 3 day R1 0.8834 0.8842 PP 0.8827 0.8832 S1 0.8820 0.8823

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