CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary Previous Current 16-Jan-2007 17-Jan-2007 Change Change % Previous Week Open 0.8481 0.8443 -0.0038 -0.4% 0.8603 High 0.8481 0.8475 -0.0006 -0.1% 0.8632 Low 0.8450 0.8443 -0.0007 -0.1% 0.8458 Close 0.8459 0.8454 -0.0005 -0.1% 0.8476 Range 0.0031 0.0032 0.0001 3.2% 0.0174 ATR 0.0036 0.0036 0.0000 -0.8% 0.0000 Volume 161 281 120 74.5% 1,178
Daily Pivots for day following 17-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8553 0.8536 0.8472 R3 0.8521 0.8504 0.8463 R2 0.8489 0.8489 0.8460 R1 0.8472 0.8472 0.8457 0.8481 PP 0.8457 0.8457 0.8457 0.8462 S1 0.8440 0.8440 0.8451 0.8449 S2 0.8425 0.8425 0.8448 S3 0.8393 0.8408 0.8445 S4 0.8361 0.8376 0.8436	Weekly Pivots for week ending 12-Jan-2007 Classic Woodie Camarilla DeMark R4 0.9044 0.8934 0.8572 R3 0.8870 0.8760 0.8524 R2 0.8696 0.8696 0.8508 R1 0.8586 0.8586 0.8492 0.8554 PP 0.8522 0.8522 0.8522 0.8506 S1 0.8412 0.8412 0.8460 0.8380 S2 0.8348 0.8348 0.8444 S3 0.8174 0.8238 0.8428 S4 0.8000 0.8064 0.8380
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8531 0.8443 0.0088 1.0% 0.0032 0.4% 13% False True 232 10 0.8645 0.8443 0.0202 2.4% 0.0037 0.4% 5% False True 217 20 0.8686 0.8443 0.0243 2.9% 0.0030 0.4% 5% False True 377
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 3 trading days	Fibonacci Retracements and Extensions 4.250 0.8611 2.618 0.8559 1.618 0.8527 1.000 0.8507 0.618 0.8495 HIGH 0.8475 0.618 0.8463 0.500 0.8459 0.382 0.8455 LOW 0.8443 0.618 0.8423 1.000 0.8411 1.618 0.8391 2.618 0.8359 4.250 0.8307
Fisher Pivots for day following 17-Jan-2007 Pivot 1 day 3 day R1 0.8459 0.8464 PP 0.8457 0.8461 S1 0.8456 0.8457

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