CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary Previous Current 27-Dec-2006 28-Dec-2006 Change Change % Previous Week Open 0.8583 0.8605 0.0022 0.3% 0.8667 High 0.8627 0.8616 -0.0011 -0.1% 0.8686 Low 0.8583 0.8604 0.0021 0.2% 0.8603 Close 0.8615 0.8595 -0.0020 -0.2% 0.8604 Range 0.0044 0.0012 -0.0032 -72.7% 0.0083 ATR 0.0032 0.0031 -0.0001 -4.5% 0.0000 Volume 2 1,127 1,125 56,250.0% 4,129
Daily Pivots for day following 28-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8641 0.8630 0.8602 R3 0.8629 0.8618 0.8598 R2 0.8617 0.8617 0.8597 R1 0.8606 0.8606 0.8596 0.8606 PP 0.8605 0.8605 0.8605 0.8605 S1 0.8594 0.8594 0.8594 0.8594 S2 0.8593 0.8593 0.8593 S3 0.8581 0.8582 0.8592 S4 0.8569 0.8570 0.8588	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 0.8660 0.8583 0.0077 0.9% 0.0028 0.3% 16% False False 887 10 0.8721 0.8583 0.0138 1.6% 0.0023 0.3% 9% False False 545
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 0.8667 2.618 0.8647 1.618 0.8635 1.000 0.8628 0.618 0.8623 HIGH 0.8616 0.618 0.8611 0.500 0.8610 0.382 0.8609 LOW 0.8604 0.618 0.8597 1.000 0.8592 1.618 0.8585 2.618 0.8573 4.250 0.8553
Fisher Pivots for day following 28-Dec-2006 Pivot 1 day 3 day R1 0.8610 0.8605 PP 0.8605 0.8602 S1 0.8600 0.8598

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