CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary Previous Current 17-Jan-2007 18-Jan-2007 Change Change % Previous Week Open 0.8443 0.8463 0.0020 0.2% 0.8603 High 0.8475 0.8463 -0.0012 -0.1% 0.8632 Low 0.8443 0.8392 -0.0051 -0.6% 0.8458 Close 0.8454 0.8412 -0.0042 -0.5% 0.8476 Range 0.0032 0.0071 0.0039 121.9% 0.0174 ATR 0.0036 0.0038 0.0003 7.1% 0.0000 Volume 281 133 -148 -52.7% 1,178
Daily Pivots for day following 18-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8635 0.8595 0.8451 R3 0.8564 0.8524 0.8432 R2 0.8493 0.8493 0.8425 R1 0.8453 0.8453 0.8419 0.8438 PP 0.8422 0.8422 0.8422 0.8415 S1 0.8382 0.8382 0.8405 0.8367 S2 0.8351 0.8351 0.8399 S3 0.8280 0.8311 0.8392 S4 0.8209 0.8240 0.8373	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 0.8527 0.8392 0.0135 1.6% 0.0046 0.5% 15% False True 229 10 0.8645 0.8392 0.0253 3.0% 0.0038 0.4% 8% False True 225 20 0.8686 0.8392 0.0294 3.5% 0.0033 0.4% 7% False True 382
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 0.0003 Widest range in 26 trading days	Fibonacci Retracements and Extensions 4.250 0.8765 2.618 0.8649 1.618 0.8578 1.000 0.8534 0.618 0.8507 HIGH 0.8463 0.618 0.8436 0.500 0.8428 0.382 0.8419 LOW 0.8392 0.618 0.8348 1.000 0.8321 1.618 0.8277 2.618 0.8206 4.250 0.8090
Fisher Pivots for day following 18-Jan-2007 Pivot 1 day 3 day R1 0.8428 0.8437 PP 0.8422 0.8428 S1 0.8417 0.8420

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