CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary Previous Current 14-Dec-2006 15-Dec-2006 Change Change % Previous Week Open 0.8721 0.8680 -0.0041 -0.5% 0.8758 High 0.8721 0.8680 -0.0041 -0.5% 0.8766 Low 0.8709 0.8660 -0.0049 -0.6% 0.8660 Close 0.8692 0.8670 -0.0022 -0.3% 0.8670 Range 0.0012 0.0020 0.0008 66.7% 0.0106 ATR Volume 62 51 -11 -17.7% 311
Daily Pivots for day following 15-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8730 0.8720 0.8681 R3 0.8710 0.8700 0.8676 R2 0.8690 0.8690 0.8674 R1 0.8680 0.8680 0.8672 0.8675 PP 0.8670 0.8670 0.8670 0.8668 S1 0.8660 0.8660 0.8668 0.8655 S2 0.8650 0.8650 0.8666 S3 0.8630 0.8640 0.8665 S4 0.8610 0.8620 0.8659	Weekly Pivots for week ending 15-Dec-2006 Classic Woodie Camarilla DeMark R4 0.9017 0.8949 0.8728 R3 0.8911 0.8843 0.8699 R2 0.8805 0.8805 0.8689 R1 0.8737 0.8737 0.8680 0.8718 PP 0.8699 0.8699 0.8699 0.8689 S1 0.8631 0.8631 0.8660 0.8612 S2 0.8593 0.8593 0.8651 S3 0.8487 0.8525 0.8641 S4 0.8381 0.8419 0.8612
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8766 0.8660 0.0106 1.2% 0.0021 0.2% 9% False True 62 10 0.8918 0.8660 0.0258 3.0% 0.0025 0.3% 4% False True 49
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.0001 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8765 2.618 0.8732 1.618 0.8712 1.000 0.8700 0.618 0.8692 HIGH 0.8680 0.618 0.8672 0.500 0.8670 0.382 0.8668 LOW 0.8660 0.618 0.8648 1.000 0.8640 1.618 0.8628 2.618 0.8608 4.250 0.8575
Fisher Pivots for day following 15-Dec-2006 Pivot 1 day 3 day R1 0.8670 0.8712 PP 0.8670 0.8698 S1 0.8670 0.8684

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