CME Japanese Yen Future June 2008

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Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary Previous Current 24-Jan-2008 25-Jan-2008 Change Change % Previous Week Open 0.9447 0.9421 -0.0026 -0.3% 0.9460 High 0.9512 0.9450 -0.0062 -0.7% 0.9597 Low 0.9418 0.9364 -0.0054 -0.6% 0.9364 Close 0.9451 0.9433 -0.0018 -0.2% 0.9433 Range 0.0094 0.0086 -0.0008 -8.5% 0.0233 ATR 0.0088 0.0088 0.0000 -0.1% 0.0000 Volume 886 284 -602 -67.9% 2,377
Daily Pivots for day following 25-Jan-2008 Classic Woodie Camarilla DeMark R4 0.9674 0.9639 0.9480 R3 0.9588 0.9553 0.9457 R2 0.9502 0.9502 0.9449 R1 0.9467 0.9467 0.9441 0.9485 PP 0.9416 0.9416 0.9416 0.9424 S1 0.9381 0.9381 0.9425 0.9399 S2 0.9330 0.9330 0.9417 S3 0.9244 0.9295 0.9409 S4 0.9158 0.9209 0.9386	Weekly Pivots for week ending 25-Jan-2008 Classic Woodie Camarilla DeMark R4 1.0164 1.0031 0.9561 R3 0.9931 0.9798 0.9497 R2 0.9698 0.9698 0.9476 R1 0.9565 0.9565 0.9454 0.9515 PP 0.9465 0.9465 0.9465 0.9440 S1 0.9332 0.9332 0.9412 0.9282 S2 0.9232 0.9232 0.9390 S3 0.8999 0.9099 0.9369 S4 0.8766 0.8866 0.9305
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9597 0.9364 0.0233 2.5% 0.0102 1.1% 30% False True 563 10 0.9597 0.9290 0.0307 3.3% 0.0095 1.0% 47% False False 500 20 0.9597 0.8882 0.0715 7.6% 0.0084 0.9% 77% False False 346
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 0.0015 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.9816 2.618 0.9675 1.618 0.9589 1.000 0.9536 0.618 0.9503 HIGH 0.9450 0.618 0.9417 0.500 0.9407 0.382 0.9397 LOW 0.9364 0.618 0.9311 1.000 0.9278 1.618 0.9225 2.618 0.9139 4.250 0.8999
Fisher Pivots for day following 25-Jan-2008 Pivot 1 day 3 day R1 0.9424 0.9481 PP 0.9416 0.9465 S1 0.9407 0.9449

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