CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary Previous Current 10-Jan-2007 11-Jan-2007 Change Change % Previous Week Open 0.8531 0.8527 -0.0004 0.0% 0.8594 High 0.8531 0.8527 -0.0004 0.0% 0.8645 Low 0.8528 0.8459 -0.0069 -0.8% 0.8540 Close 0.8535 0.8475 -0.0060 -0.7% 0.8609 Range 0.0003 0.0068 0.0065 2,166.7% 0.0105 ATR 0.0034 0.0037 0.0003 8.8% 0.0000 Volume 152 24 -128 -84.2% 576
Daily Pivots for day following 11-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8691 0.8651 0.8512 R3 0.8623 0.8583 0.8494 R2 0.8555 0.8555 0.8487 R1 0.8515 0.8515 0.8481 0.8501 PP 0.8487 0.8487 0.8487 0.8480 S1 0.8447 0.8447 0.8469 0.8433 S2 0.8419 0.8419 0.8463 S3 0.8351 0.8379 0.8456 S4 0.8283 0.8311 0.8438	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 0.8459 0.0186 2.2% 0.0038 0.5% 9% False True 207 10 0.8645 0.8459 0.0186 2.2% 0.0032 0.4% 9% False True 235 20 0.8763 0.8459 0.0304 3.6% 0.0029 0.3% 5% False True 339
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 0.0004 Widest range in 22 trading days	Fibonacci Retracements and Extensions 4.250 0.8816 2.618 0.8705 1.618 0.8637 1.000 0.8595 0.618 0.8569 HIGH 0.8527 0.618 0.8501 0.500 0.8493 0.382 0.8485 LOW 0.8459 0.618 0.8417 1.000 0.8391 1.618 0.8349 2.618 0.8281 4.250 0.8170
Fisher Pivots for day following 11-Jan-2007 Pivot 1 day 3 day R1 0.8493 0.8520 PP 0.8487 0.8505 S1 0.8481 0.8490

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