CME Japanese Yen Future September 2007

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Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary Previous Current 31-Jan-2007 01-Feb-2007 Change Change % Previous Week Open 0.8479 0.8551 0.0072 0.8% 0.8500 High 0.8479 0.8552 0.0073 0.9% 0.8537 Low 0.8479 0.8535 0.0056 0.7% 0.8496 Close 0.8531 0.8533 0.0002 0.0% 0.8476 Range 0.0000 0.0017 0.0017 0.0041 ATR 0.0011 0.0012 0.0001 6.7% 0.0000 Volume 4 0 -4 -100.0% 19
Daily Pivots for day following 01-Feb-2007 Classic Woodie Camarilla DeMark R4 0.8591 0.8579 0.8542 R3 0.8574 0.8562 0.8538 R2 0.8557 0.8557 0.8536 R1 0.8545 0.8545 0.8535 0.8543 PP 0.8540 0.8540 0.8540 0.8539 S1 0.8528 0.8528 0.8531 0.8526 S2 0.8523 0.8523 0.8530 S3 0.8506 0.8511 0.8528 S4 0.8489 0.8494 0.8524	Weekly Pivots for week ending 26-Jan-2007 Classic Woodie Camarilla DeMark R4 0.8626 0.8592 0.8499 R3 0.8585 0.8551 0.8487 R2 0.8544 0.8544 0.8484 R1 0.8510 0.8510 0.8480 0.8507 PP 0.8503 0.8503 0.8503 0.8501 S1 0.8469 0.8469 0.8472 0.8466 S2 0.8462 0.8462 0.8468 S3 0.8421 0.8428 0.8465 S4 0.8380 0.8387 0.8453
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8552 0.8476 0.0076 0.9% 0.0003 0.0% 75% True False 10 0.8552 0.8476 0.0076 0.9% 0.0007 0.1% 75% True False 2 20 0.8702 0.8476 0.0226 2.6% 0.0004 0.1% 25% False False 1 40 0.9024 0.8476 0.0548 6.4% 0.0002 0.0% 10% False False
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 0.0000 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.8624 2.618 0.8597 1.618 0.8580 1.000 0.8569 0.618 0.8563 HIGH 0.8552 0.618 0.8546 0.500 0.8544 0.382 0.8541 LOW 0.8535 0.618 0.8524 1.000 0.8518 1.618 0.8507 2.618 0.8490 4.250 0.8463
Fisher Pivots for day following 01-Feb-2007 Pivot 1 day 3 day R1 0.8544 0.8527 PP 0.8540 0.8521 S1 0.8537 0.8516

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