CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary Previous Current 24-Jan-2007 25-Jan-2007 Change Change % Previous Week Open 0.8375 0.8438 0.0063 0.8% 0.8481 High 0.8438 0.8475 0.0037 0.4% 0.8481 Low 0.8375 0.8404 0.0029 0.3% 0.8392 Close 0.8427 0.8413 -0.0014 -0.2% 0.8410 Range 0.0063 0.0071 0.0008 12.7% 0.0089 ATR 0.0039 0.0041 0.0002 5.9% 0.0000 Volume 20,287 470 -19,817 -97.7% 1,235
Daily Pivots for day following 25-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8644 0.8599 0.8452 R3 0.8573 0.8528 0.8433 R2 0.8502 0.8502 0.8426 R1 0.8457 0.8457 0.8420 0.8444 PP 0.8431 0.8431 0.8431 0.8424 S1 0.8386 0.8386 0.8406 0.8373 S2 0.8360 0.8360 0.8400 S3 0.8289 0.8315 0.8393 S4 0.8218 0.8244 0.8374	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 0.8475 0.8373 0.0102 1.2% 0.0042 0.5% 39% True False 4,416 10 0.8527 0.8373 0.0154 1.8% 0.0044 0.5% 26% False False 2,322 20 0.8645 0.8373 0.0272 3.2% 0.0037 0.4% 15% False False 1,277
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.8777 2.618 0.8661 1.618 0.8590 1.000 0.8546 0.618 0.8519 HIGH 0.8475 0.618 0.8448 0.500 0.8440 0.382 0.8431 LOW 0.8404 0.618 0.8360 1.000 0.8333 1.618 0.8289 2.618 0.8218 4.250 0.8102
Fisher Pivots for day following 25-Jan-2007 Pivot 1 day 3 day R1 0.8440 0.8425 PP 0.8431 0.8421 S1 0.8422 0.8417

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