CME Japanese Yen Future September 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 0.8500 0.8500 0.0000 0.0% 0.8569 High 0.8504 0.8510 0.0006 0.1% 0.8569 Low 0.8500 0.8500 0.0000 0.0% 0.8489 Close 0.8503 0.8477 -0.0026 -0.3% 0.8503 Range 0.0004 0.0010 0.0006 150.0% 0.0080 ATR 0.0005 0.0006 0.0000 6.5% 0.0000 Volume 4 9 5 125.0% 4
Daily Pivots for day following 22-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8526 0.8511 0.8483 R3 0.8516 0.8501 0.8480 R2 0.8506 0.8506 0.8479 R1 0.8491 0.8491 0.8478 0.8494 PP 0.8496 0.8496 0.8496 0.8497 S1 0.8481 0.8481 0.8476 0.8484 S2 0.8486 0.8486 0.8475 S3 0.8476 0.8471 0.8474 S4 0.8466 0.8461 0.8472	Weekly Pivots for week ending 19-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8760 0.8712 0.8547 R3 0.8680 0.8632 0.8525 R2 0.8600 0.8600 0.8518 R1 0.8552 0.8552 0.8510 0.8536 PP 0.8520 0.8520 0.8520 0.8513 S1 0.8472 0.8472 0.8496 0.8456 S2 0.8440 0.8440 0.8488 S3 0.8360 0.8392 0.8481 S4 0.8280 0.8312 0.8459
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8569 0.8489 0.0080 0.9% 0.0007 0.1% -15% False False 2 10 0.8702 0.8489 0.0213 2.5% 0.0003 0.0% -6% False False 1 20 0.8744 0.8489 0.0255 3.0% 0.0002 0.0% -5% False False
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 0.0000 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8553 2.618 0.8536 1.618 0.8526 1.000 0.8520 0.618 0.8516 HIGH 0.8510 0.618 0.8506 0.500 0.8505 0.382 0.8504 LOW 0.8500 0.618 0.8494 1.000 0.8490 1.618 0.8484 2.618 0.8474 4.250 0.8458
Fisher Pivots for day following 22-Jan-2007 Pivot 1 day 3 day R1 0.8505 0.8500 PP 0.8496 0.8492 S1 0.8486 0.8485

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