CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary Previous Current 20-Dec-2006 21-Dec-2006 Change Change % Previous Week Open 0.8672 0.8660 -0.0012 -0.1% 0.8758 High 0.8672 0.8660 -0.0012 -0.1% 0.8766 Low 0.8644 0.8639 -0.0005 -0.1% 0.8660 Close 0.8651 0.8646 -0.0005 -0.1% 0.8670 Range 0.0028 0.0021 -0.0007 -25.0% 0.0106 ATR 0.0032 0.0031 -0.0001 -2.4% 0.0000 Volume 573 3,078 2,505 437.2% 311
Daily Pivots for day following 21-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8711 0.8700 0.8658 R3 0.8690 0.8679 0.8652 R2 0.8669 0.8669 0.8650 R1 0.8658 0.8658 0.8648 0.8653 PP 0.8648 0.8648 0.8648 0.8646 S1 0.8637 0.8637 0.8644 0.8632 S2 0.8627 0.8627 0.8642 S3 0.8606 0.8616 0.8640 S4 0.8585 0.8595 0.8634	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 0.8686 0.8639 0.0047 0.5% 0.0020 0.2% 15% False True 807 10 0.8882 0.8639 0.0243 2.8% 0.0026 0.3% 3% False True 431
Crabel Price Patterns NR True 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 0.0002 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.8749 2.618 0.8715 1.618 0.8694 1.000 0.8681 0.618 0.8673 HIGH 0.8660 0.618 0.8652 0.500 0.8650 0.382 0.8647 LOW 0.8639 0.618 0.8626 1.000 0.8618 1.618 0.8605 2.618 0.8584 4.250 0.8550
Fisher Pivots for day following 21-Dec-2006 Pivot 1 day 3 day R1 0.8650 0.8663 PP 0.8648 0.8657 S1 0.8647 0.8652

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