CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary Previous Current 18-Jan-2007 19-Jan-2007 Change Change % Previous Week Open 0.8463 0.8406 -0.0057 -0.7% 0.8481 High 0.8463 0.8420 -0.0043 -0.5% 0.8481 Low 0.8392 0.8398 0.0006 0.1% 0.8392 Close 0.8412 0.8410 -0.0002 0.0% 0.8410 Range 0.0071 0.0022 -0.0049 -69.0% 0.0089 ATR 0.0038 0.0037 -0.0001 -3.0% 0.0000 Volume 133 660 527 396.2% 1,235
Daily Pivots for day following 19-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8475 0.8465 0.8422 R3 0.8453 0.8443 0.8416 R2 0.8431 0.8431 0.8414 R1 0.8421 0.8421 0.8412 0.8426 PP 0.8409 0.8409 0.8409 0.8412 S1 0.8399 0.8399 0.8408 0.8404 S2 0.8387 0.8387 0.8406 S3 0.8365 0.8377 0.8404 S4 0.8343 0.8355 0.8398	Weekly Pivots for week ending 19-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8695 0.8641 0.8459 R3 0.8606 0.8552 0.8434 R2 0.8517 0.8517 0.8426 R1 0.8463 0.8463 0.8418 0.8446 PP 0.8428 0.8428 0.8428 0.8419 S1 0.8374 0.8374 0.8402 0.8357 S2 0.8339 0.8339 0.8394 S3 0.8250 0.8285 0.8386 S4 0.8161 0.8196 0.8361
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8485 0.8392 0.0093 1.1% 0.0037 0.4% 19% False False 356 10 0.8645 0.8392 0.0253 3.0% 0.0038 0.4% 7% False False 281 20 0.8672 0.8392 0.0280 3.3% 0.0033 0.4% 6% False False 400
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.8514 2.618 0.8478 1.618 0.8456 1.000 0.8442 0.618 0.8434 HIGH 0.8420 0.618 0.8412 0.500 0.8409 0.382 0.8406 LOW 0.8398 0.618 0.8384 1.000 0.8376 1.618 0.8362 2.618 0.8340 4.250 0.8305
Fisher Pivots for day following 19-Jan-2007 Pivot 1 day 3 day R1 0.8410 0.8434 PP 0.8409 0.8426 S1 0.8409 0.8418

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