CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary Previous Current 23-Jan-2007 24-Jan-2007 Change Change % Previous Week Open 0.8379 0.8375 -0.0004 0.0% 0.8481 High 0.8413 0.8438 0.0025 0.3% 0.8481 Low 0.8378 0.8375 -0.0003 0.0% 0.8392 Close 0.8381 0.8427 0.0046 0.5% 0.8410 Range 0.0035 0.0063 0.0028 80.0% 0.0089 ATR 0.0037 0.0039 0.0002 5.1% 0.0000 Volume 541 20,287 19,746 3,649.9% 1,235
Daily Pivots for day following 24-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8602 0.8578 0.8462 R3 0.8539 0.8515 0.8444 R2 0.8476 0.8476 0.8439 R1 0.8452 0.8452 0.8433 0.8464 PP 0.8413 0.8413 0.8413 0.8420 S1 0.8389 0.8389 0.8421 0.8401 S2 0.8350 0.8350 0.8415 S3 0.8287 0.8326 0.8410 S4 0.8224 0.8263 0.8392	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 0.8463 0.8373 0.0090 1.1% 0.0042 0.5% 60% False False 4,348 10 0.8531 0.8373 0.0158 1.9% 0.0037 0.4% 34% False False 2,290 20 0.8645 0.8373 0.0272 3.2% 0.0034 0.4% 20% False False 1,258
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.8706 2.618 0.8603 1.618 0.8540 1.000 0.8501 0.618 0.8477 HIGH 0.8438 0.618 0.8414 0.500 0.8407 0.382 0.8399 LOW 0.8375 0.618 0.8336 1.000 0.8312 1.618 0.8273 2.618 0.8210 4.250 0.8107
Fisher Pivots for day following 24-Jan-2007 Pivot 1 day 3 day R1 0.8420 0.8420 PP 0.8413 0.8413 S1 0.8407 0.8406

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