CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary Previous Current 22-Dec-2006 26-Dec-2006 Change Change % Previous Week Open 0.8647 0.8602 -0.0045 -0.5% 0.8667 High 0.8648 0.8602 -0.0046 -0.5% 0.8686 Low 0.8603 0.8583 -0.0020 -0.2% 0.8603 Close 0.8604 0.8586 -0.0018 -0.2% 0.8604 Range 0.0045 0.0019 -0.0026 -57.8% 0.0083 ATR 0.0032 0.0031 -0.0001 -2.5% 0.0000 Volume 142 86 -56 -39.4% 4,129
Daily Pivots for day following 26-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8647 0.8636 0.8596 R3 0.8628 0.8617 0.8591 R2 0.8609 0.8609 0.8589 R1 0.8598 0.8598 0.8588 0.8594 PP 0.8590 0.8590 0.8590 0.8589 S1 0.8579 0.8579 0.8584 0.8575 S2 0.8571 0.8571 0.8583 S3 0.8552 0.8560 0.8581 S4 0.8533 0.8541 0.8576	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 0.8583 0.0103 1.2% 0.0027 0.3% 3% False True 834 10 0.8766 0.8583 0.0183 2.1% 0.0025 0.3% 2% False True 444
Crabel Price Patterns NR True NR4 True NR5 True 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 5 trading days	Fibonacci Retracements and Extensions 4.250 0.8683 2.618 0.8652 1.618 0.8633 1.000 0.8621 0.618 0.8614 HIGH 0.8602 0.618 0.8595 0.500 0.8593 0.382 0.8590 LOW 0.8583 0.618 0.8571 1.000 0.8564 1.618 0.8552 2.618 0.8533 4.250 0.8502
Fisher Pivots for day following 26-Dec-2006 Pivot 1 day 3 day R1 0.8593 0.8622 PP 0.8590 0.8610 S1 0.8588 0.8598

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