CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 20-Dec-2006
Day Change Summary Previous Current 19-Dec-2006 20-Dec-2006 Change Change % Previous Week Open 0.8676 0.8672 -0.0004 0.0% 0.8758 High 0.8686 0.8672 -0.0014 -0.2% 0.8766 Low 0.8664 0.8644 -0.0020 -0.2% 0.8660 Close 0.8673 0.8651 -0.0022 -0.3% 0.8670 Range 0.0022 0.0028 0.0006 27.3% 0.0106 ATR 0.0000 0.0032 0.0032 0.0000 Volume 295 573 278 94.2% 311
Daily Pivots for day following 20-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8740 0.8723 0.8666 R3 0.8712 0.8695 0.8659 R2 0.8684 0.8684 0.8656 R1 0.8667 0.8667 0.8654 0.8662 PP 0.8656 0.8656 0.8656 0.8653 S1 0.8639 0.8639 0.8648 0.8634 S2 0.8628 0.8628 0.8646 S3 0.8600 0.8611 0.8643 S4 0.8572 0.8583 0.8636	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 0.8721 0.8644 0.0077 0.9% 0.0018 0.2% 9% False True 204 10 0.8901 0.8644 0.0257 3.0% 0.0025 0.3% 3% False True 130
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True 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 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.8791 2.618 0.8745 1.618 0.8717 1.000 0.8700 0.618 0.8689 HIGH 0.8672 0.618 0.8661 0.500 0.8658 0.382 0.8655 LOW 0.8644 0.618 0.8627 1.000 0.8616 1.618 0.8599 2.618 0.8571 4.250 0.8525
Fisher Pivots for day following 20-Dec-2006 Pivot 1 day 3 day R1 0.8658 0.8665 PP 0.8656 0.8660 S1 0.8653 0.8656

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