CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary Previous Current 04-Jan-2007 05-Jan-2007 Change Change % Previous Week Open 0.8561 0.8606 0.0045 0.5% 0.8594 High 0.8576 0.8645 0.0069 0.8% 0.8645 Low 0.8552 0.8586 0.0034 0.4% 0.8540 Close 0.8577 0.8609 0.0032 0.4% 0.8609 Range 0.0024 0.0059 0.0035 145.8% 0.0105 ATR 0.0031 0.0034 0.0003 8.5% 0.0000 Volume 100 404 304 304.0% 576
Daily Pivots for day following 05-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8790 0.8759 0.8641 R3 0.8731 0.8700 0.8625 R2 0.8672 0.8672 0.8620 R1 0.8641 0.8641 0.8614 0.8657 PP 0.8613 0.8613 0.8613 0.8621 S1 0.8582 0.8582 0.8604 0.8598 S2 0.8554 0.8554 0.8598 S3 0.8495 0.8523 0.8593 S4 0.8436 0.8464 0.8577	Weekly Pivots for week ending 05-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8913 0.8866 0.8667 R3 0.8808 0.8761 0.8638 R2 0.8703 0.8703 0.8628 R1 0.8656 0.8656 0.8619 0.8680 PP 0.8598 0.8598 0.8598 0.8610 S1 0.8551 0.8551 0.8599 0.8575 S2 0.8493 0.8493 0.8590 S3 0.8388 0.8446 0.8580 S4 0.8283 0.8341 0.8551
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8645 0.8540 0.0105 1.2% 0.0035 0.4% 66% True False 118 10 0.8660 0.8540 0.0120 1.4% 0.0031 0.4% 58% False False 502 20 0.8901 0.8540 0.0361 4.2% 0.0028 0.3% 19% False False 316
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.0003 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8896 2.618 0.8799 1.618 0.8740 1.000 0.8704 0.618 0.8681 HIGH 0.8645 0.618 0.8622 0.500 0.8616 0.382 0.8609 LOW 0.8586 0.618 0.8550 1.000 0.8527 1.618 0.8491 2.618 0.8432 4.250 0.8335
Fisher Pivots for day following 05-Jan-2007 Pivot 1 day 3 day R1 0.8616 0.8604 PP 0.8613 0.8598 S1 0.8611 0.8593

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