CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary Previous Current 11-Sep-2007 12-Sep-2007 Change Change % Previous Week Open 0.8976 0.8960 -0.0016 -0.2% 0.8850 High 0.8976 0.8960 -0.0016 -0.2% 0.9027 Low 0.8976 0.8960 -0.0016 -0.2% 0.8834 Close 0.8950 0.8953 0.0003 0.0% 0.9027 Range ATR 0.0052 0.0049 -0.0003 -5.8% 0.0000 Volume 3 2 -1 -33.3% 155
Daily Pivots for day following 12-Sep-2007 Classic Woodie Camarilla DeMark R4 0.8958 0.8955 0.8953 R3 0.8958 0.8955 0.8953 R2 0.8958 0.8958 0.8953 R1 0.8955 0.8955 0.8953 0.8957 PP 0.8958 0.8958 0.8958 0.8958 S1 0.8955 0.8955 0.8953 0.8957 S2 0.8958 0.8958 0.8953 S3 0.8958 0.8955 0.8953 S4 0.8958 0.8955 0.8953	Weekly Pivots for week ending 07-Sep-2007 Classic Woodie Camarilla DeMark R4 0.9542 0.9477 0.9133 R3 0.9349 0.9284 0.9080 R2 0.9156 0.9156 0.9062 R1 0.9091 0.9091 0.9045 0.9124 PP 0.8963 0.8963 0.8963 0.8979 S1 0.8898 0.8898 0.9009 0.8931 S2 0.8770 0.8770 0.8992 S3 0.8577 0.8705 0.8974 S4 0.8384 0.8512 0.8921
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9060 0.8870 0.0190 2.1% 0.0009 0.1% 44% False False 21 10 0.9060 0.8834 0.0226 2.5% 0.0005 0.1% 53% False False 19 20 0.9098 0.8756 0.0342 3.8% 0.0020 0.2% 58% False False 30 40 0.9098 0.8435 0.0663 7.4% 0.0010 0.1% 78% False False 18
Crabel Price Patterns NR False 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 0.0000	Fibonacci Retracements and Extensions 4.250 0.8960 2.618 0.8960 1.618 0.8960 1.000 0.8960 0.618 0.8960 HIGH 0.8960 0.618 0.8960 0.500 0.8960 0.382 0.8960 LOW 0.8960 0.618 0.8960 1.000 0.8960 1.618 0.8960 2.618 0.8960 4.250 0.8960
Fisher Pivots for day following 12-Sep-2007 Pivot 1 day 3 day R1 0.8960 0.9010 PP 0.8958 0.8991 S1 0.8955 0.8972

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