CME Japanese Yen Future September 2007

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Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary Previous Current 19-Feb-2007 20-Feb-2007 Change Change % Previous Week Open 0.8613 0.8613 0.0000 0.0% 0.8455 High 0.8613 0.8613 0.0000 0.0% 0.8606 Low 0.8613 0.8613 0.0000 0.0% 0.8437 Close 0.8613 0.8559 -0.0054 -0.6% 0.8613 Range ATR 0.0009 0.0008 -0.0001 -7.1% 0.0000 Volume
Daily Pivots for day following 20-Feb-2007 Classic Woodie Camarilla DeMark R4 0.8595 0.8577 0.8559 R3 0.8595 0.8577 0.8559 R2 0.8595 0.8595 0.8559 R1 0.8577 0.8577 0.8559 0.8586 PP 0.8595 0.8595 0.8595 0.8600 S1 0.8577 0.8577 0.8559 0.8586 S2 0.8595 0.8595 0.8559 S3 0.8595 0.8577 0.8559 S4 0.8595 0.8577 0.8559	Weekly Pivots for week ending 16-Feb-2007 Classic Woodie Camarilla DeMark R4 0.9059 0.9005 0.8706 R3 0.8890 0.8836 0.8659 R2 0.8721 0.8721 0.8644 R1 0.8667 0.8667 0.8628 0.8694 PP 0.8552 0.8552 0.8552 0.8566 S1 0.8498 0.8498 0.8598 0.8525 S2 0.8383 0.8383 0.8582 S3 0.8214 0.8329 0.8567 S4 0.8045 0.8160 0.8520
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8613 0.8521 0.0092 1.1% 0.0001 0.0% 41% True False 1,522 10 0.8613 0.8437 0.0176 2.1% 0.0001 0.0% 69% True False 761 20 0.8613 0.8437 0.0176 2.1% 0.0004 0.0% 69% True False 381 40 0.8739 0.8437 0.0302 3.5% 0.0003 0.0% 40% False False 191
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 0.8613 2.618 0.8613 1.618 0.8613 1.000 0.8613 0.618 0.8613 HIGH 0.8613 0.618 0.8613 0.500 0.8613 0.382 0.8613 LOW 0.8613 0.618 0.8613 1.000 0.8613 1.618 0.8613 2.618 0.8613 4.250 0.8613
Fisher Pivots for day following 20-Feb-2007 Pivot 1 day 3 day R1 0.8613 0.8610 PP 0.8595 0.8593 S1 0.8577 0.8576

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