CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary Previous Current 25-Jan-2007 26-Jan-2007 Change Change % Previous Week Open 0.8438 0.8409 -0.0029 -0.3% 0.8385 High 0.8475 0.8409 -0.0066 -0.8% 0.8475 Low 0.8404 0.8380 -0.0024 -0.3% 0.8373 Close 0.8413 0.8381 -0.0032 -0.4% 0.8381 Range 0.0071 0.0029 -0.0042 -59.2% 0.0102 ATR 0.0041 0.0040 -0.0001 -1.4% 0.0000 Volume 470 478 8 1.7% 21,898
Daily Pivots for day following 26-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8477 0.8458 0.8397 R3 0.8448 0.8429 0.8389 R2 0.8419 0.8419 0.8386 R1 0.8400 0.8400 0.8384 0.8395 PP 0.8390 0.8390 0.8390 0.8388 S1 0.8371 0.8371 0.8378 0.8366 S2 0.8361 0.8361 0.8376 S3 0.8332 0.8342 0.8373 S4 0.8303 0.8313 0.8365	Weekly Pivots for week ending 26-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8716 0.8650 0.8437 R3 0.8614 0.8548 0.8409 R2 0.8512 0.8512 0.8400 R1 0.8446 0.8446 0.8390 0.8428 PP 0.8410 0.8410 0.8410 0.8401 S1 0.8344 0.8344 0.8372 0.8326 S2 0.8308 0.8308 0.8362 S3 0.8206 0.8242 0.8353 S4 0.8104 0.8140 0.8325
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% 0.0044 0.5% 8% False False 4,379 10 0.8485 0.8373 0.0112 1.3% 0.0040 0.5% 7% False False 2,367 20 0.8645 0.8373 0.0272 3.2% 0.0036 0.4% 3% False False 1,301
Crabel Price Patterns NR True NR4 True NR5 False NR7 False 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 0.0005 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.8532 2.618 0.8485 1.618 0.8456 1.000 0.8438 0.618 0.8427 HIGH 0.8409 0.618 0.8398 0.500 0.8395 0.382 0.8391 LOW 0.8380 0.618 0.8362 1.000 0.8351 1.618 0.8333 2.618 0.8304 4.250 0.8257
Fisher Pivots for day following 26-Jan-2007 Pivot 1 day 3 day R1 0.8395 0.8425 PP 0.8390 0.8410 S1 0.8386 0.8396

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