CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary Previous Current 19-Jan-2007 22-Jan-2007 Change Change % Previous Week Open 0.8406 0.8385 -0.0021 -0.2% 0.8481 High 0.8420 0.8394 -0.0026 -0.3% 0.8481 Low 0.8398 0.8373 -0.0025 -0.3% 0.8392 Close 0.8410 0.8384 -0.0026 -0.3% 0.8410 Range 0.0022 0.0021 -0.0001 -4.5% 0.0089 ATR 0.0037 0.0037 0.0000 0.0% 0.0000 Volume 660 122 -538 -81.5% 1,235
Daily Pivots for day following 22-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8447 0.8436 0.8396 R3 0.8426 0.8415 0.8390 R2 0.8405 0.8405 0.8388 R1 0.8394 0.8394 0.8386 0.8389 PP 0.8384 0.8384 0.8384 0.8381 S1 0.8373 0.8373 0.8382 0.8368 S2 0.8363 0.8363 0.8380 S3 0.8342 0.8352 0.8378 S4 0.8321 0.8331 0.8372	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 0.8481 0.8373 0.0108 1.3% 0.0035 0.4% 10% False True 271 10 0.8632 0.8373 0.0259 3.1% 0.0034 0.4% 4% False True 253 20 0.8660 0.8373 0.0287 3.4% 0.0033 0.4% 4% False True 378
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False 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 0.0002 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 0.8483 2.618 0.8449 1.618 0.8428 1.000 0.8415 0.618 0.8407 HIGH 0.8394 0.618 0.8386 0.500 0.8384 0.382 0.8381 LOW 0.8373 0.618 0.8360 1.000 0.8352 1.618 0.8339 2.618 0.8318 4.250 0.8284
Fisher Pivots for day following 22-Jan-2007 Pivot 1 day 3 day R1 0.8384 0.8418 PP 0.8384 0.8407 S1 0.8384 0.8395

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