CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary Previous Current 21-Dec-2006 22-Dec-2006 Change Change % Previous Week Open 0.8660 0.8647 -0.0013 -0.2% 0.8667 High 0.8660 0.8648 -0.0012 -0.1% 0.8686 Low 0.8639 0.8603 -0.0036 -0.4% 0.8603 Close 0.8646 0.8604 -0.0042 -0.5% 0.8604 Range 0.0021 0.0045 0.0024 114.3% 0.0083 ATR 0.0031 0.0032 0.0001 3.2% 0.0000 Volume 3,078 142 -2,936 -95.4% 4,129
Daily Pivots for day following 22-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8753 0.8724 0.8629 R3 0.8708 0.8679 0.8616 R2 0.8663 0.8663 0.8612 R1 0.8634 0.8634 0.8608 0.8626 PP 0.8618 0.8618 0.8618 0.8615 S1 0.8589 0.8589 0.8600 0.8581 S2 0.8573 0.8573 0.8596 S3 0.8528 0.8544 0.8592 S4 0.8483 0.8499 0.8579	Weekly Pivots for week ending 22-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8880 0.8825 0.8650 R3 0.8797 0.8742 0.8627 R2 0.8714 0.8714 0.8619 R1 0.8659 0.8659 0.8612 0.8645 PP 0.8631 0.8631 0.8631 0.8624 S1 0.8576 0.8576 0.8596 0.8562 S2 0.8548 0.8548 0.8589 S3 0.8465 0.8493 0.8581 S4 0.8382 0.8410 0.8558
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8686 0.8603 0.0083 1.0% 0.0025 0.3% 1% False True 825 10 0.8766 0.8603 0.0163 1.9% 0.0023 0.3% 1% False True 444
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True 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 7 trading days	Fibonacci Retracements and Extensions 4.250 0.8839 2.618 0.8766 1.618 0.8721 1.000 0.8693 0.618 0.8676 HIGH 0.8648 0.618 0.8631 0.500 0.8626 0.382 0.8620 LOW 0.8603 0.618 0.8575 1.000 0.8558 1.618 0.8530 2.618 0.8485 4.250 0.8412
Fisher Pivots for day following 22-Dec-2006 Pivot 1 day 3 day R1 0.8626 0.8638 PP 0.8618 0.8626 S1 0.8611 0.8615

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