CME Japanese Yen Future June 2007

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Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary Previous Current 26-Jan-2007 29-Jan-2007 Change Change % Previous Week Open 0.8409 0.8389 -0.0020 -0.2% 0.8385 High 0.8409 0.8389 -0.0020 -0.2% 0.8475 Low 0.8380 0.8346 -0.0034 -0.4% 0.8373 Close 0.8381 0.8356 -0.0025 -0.3% 0.8381 Range 0.0029 0.0043 0.0014 48.3% 0.0102 ATR 0.0040 0.0041 0.0000 0.4% 0.0000 Volume 478 163 -315 -65.9% 21,898
Daily Pivots for day following 29-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8493 0.8467 0.8380 R3 0.8450 0.8424 0.8368 R2 0.8407 0.8407 0.8364 R1 0.8381 0.8381 0.8360 0.8373 PP 0.8364 0.8364 0.8364 0.8359 S1 0.8338 0.8338 0.8352 0.8330 S2 0.8321 0.8321 0.8348 S3 0.8278 0.8295 0.8344 S4 0.8235 0.8252 0.8332	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 0.8346 0.0129 1.5% 0.0048 0.6% 8% False True 4,387 10 0.8481 0.8346 0.0135 1.6% 0.0042 0.5% 7% False True 2,329 20 0.8645 0.8346 0.0299 3.6% 0.0038 0.4% 3% False True 1,253
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8572 2.618 0.8502 1.618 0.8459 1.000 0.8432 0.618 0.8416 HIGH 0.8389 0.618 0.8373 0.500 0.8368 0.382 0.8362 LOW 0.8346 0.618 0.8319 1.000 0.8303 1.618 0.8276 2.618 0.8233 4.250 0.8163
Fisher Pivots for day following 29-Jan-2007 Pivot 1 day 3 day R1 0.8368 0.8411 PP 0.8364 0.8392 S1 0.8360 0.8374

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