CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary Previous Current 29-Dec-2006 02-Jan-2007 Change Change % Previous Week Open 0.8593 0.8594 0.0001 0.0% 0.8602 High 0.8595 0.8603 0.0008 0.1% 0.8627 Low 0.8577 0.8594 0.0017 0.2% 0.8577 Close 0.8582 0.8598 0.0016 0.2% 0.8582 Range 0.0018 0.0009 -0.0009 -50.0% 0.0050 ATR 0.0030 0.0029 -0.0001 -2.1% 0.0000 Volume 15 17 2 13.3% 1,230
Daily Pivots for day following 02-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8625 0.8621 0.8603 R3 0.8616 0.8612 0.8600 R2 0.8607 0.8607 0.8600 R1 0.8603 0.8603 0.8599 0.8605 PP 0.8598 0.8598 0.8598 0.8600 S1 0.8594 0.8594 0.8597 0.8596 S2 0.8589 0.8589 0.8596 S3 0.8580 0.8585 0.8596 S4 0.8571 0.8576 0.8593	Weekly Pivots for week ending 29-Dec-2006 Classic Woodie Camarilla DeMark R4 0.8745 0.8714 0.8610 R3 0.8695 0.8664 0.8596 R2 0.8645 0.8645 0.8591 R1 0.8614 0.8614 0.8587 0.8605 PP 0.8595 0.8595 0.8595 0.8591 S1 0.8564 0.8564 0.8577 0.8555 S2 0.8545 0.8545 0.8573 S3 0.8495 0.8514 0.8568 S4 0.8445 0.8464 0.8555
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8627 0.8577 0.0050 0.6% 0.0020 0.2% 42% False False 249 10 0.8686 0.8577 0.0109 1.3% 0.0023 0.3% 19% False False 537 20 0.8918 0.8577 0.0341 4.0% 0.0024 0.3% 6% False False 293
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 9 trading days	Fibonacci Retracements and Extensions 4.250 0.8641 2.618 0.8627 1.618 0.8618 1.000 0.8612 0.618 0.8609 HIGH 0.8603 0.618 0.8600 0.500 0.8599 0.382 0.8597 LOW 0.8594 0.618 0.8588 1.000 0.8585 1.618 0.8579 2.618 0.8570 4.250 0.8556
Fisher Pivots for day following 02-Jan-2007 Pivot 1 day 3 day R1 0.8599 0.8598 PP 0.8598 0.8597 S1 0.8598 0.8597

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