CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary Previous Current 02-Jan-2007 03-Jan-2007 Change Change % Previous Week Open 0.8594 0.8603 0.0009 0.1% 0.8602 High 0.8603 0.8603 0.0000 0.0% 0.8627 Low 0.8594 0.8540 -0.0054 -0.6% 0.8577 Close 0.8598 0.8561 -0.0037 -0.4% 0.8582 Range 0.0009 0.0063 0.0054 600.0% 0.0050 ATR 0.0029 0.0032 0.0002 8.2% 0.0000 Volume 17 55 38 223.5% 1,230
Daily Pivots for day following 03-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8757 0.8722 0.8596 R3 0.8694 0.8659 0.8578 R2 0.8631 0.8631 0.8573 R1 0.8596 0.8596 0.8567 0.8582 PP 0.8568 0.8568 0.8568 0.8561 S1 0.8533 0.8533 0.8555 0.8519 S2 0.8505 0.8505 0.8549 S3 0.8442 0.8470 0.8544 S4 0.8379 0.8407 0.8526	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 0.8540 0.0087 1.0% 0.0029 0.3% 24% False True 243 10 0.8686 0.8540 0.0146 1.7% 0.0028 0.3% 14% False True 539 20 0.8918 0.8540 0.0378 4.4% 0.0025 0.3% 6% False True 293
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 0.0001 Widest range in 16 trading days	Fibonacci Retracements and Extensions 4.250 0.8871 2.618 0.8768 1.618 0.8705 1.000 0.8666 0.618 0.8642 HIGH 0.8603 0.618 0.8579 0.500 0.8572 0.382 0.8564 LOW 0.8540 0.618 0.8501 1.000 0.8477 1.618 0.8438 2.618 0.8375 4.250 0.8272
Fisher Pivots for day following 03-Jan-2007 Pivot 1 day 3 day R1 0.8572 0.8572 PP 0.8568 0.8568 S1 0.8565 0.8565

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