CME Japanese Yen Future September 2007

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Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary Previous Current 20-Feb-2007 21-Feb-2007 Change Change % Previous Week Open 0.8613 0.8499 -0.0114 -1.3% 0.8455 High 0.8613 0.8499 -0.0114 -1.3% 0.8606 Low 0.8613 0.8479 -0.0134 -1.6% 0.8437 Close 0.8559 0.8493 -0.0066 -0.8% 0.8613 Range 0.0000 0.0020 0.0020 0.0169 ATR 0.0008 0.0014 0.0005 60.6% 0.0000 Volume
Daily Pivots for day following 21-Feb-2007 Classic Woodie Camarilla DeMark R4 0.8550 0.8542 0.8504 R3 0.8530 0.8522 0.8499 R2 0.8510 0.8510 0.8497 R1 0.8502 0.8502 0.8495 0.8496 PP 0.8490 0.8490 0.8490 0.8488 S1 0.8482 0.8482 0.8491 0.8476 S2 0.8470 0.8470 0.8489 S3 0.8450 0.8462 0.8488 S4 0.8430 0.8442 0.8482	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 0.8479 0.0134 1.6% 0.0005 0.1% 10% False True 1,522 10 0.8613 0.8437 0.0176 2.1% 0.0003 0.0% 32% False False 761 20 0.8613 0.8437 0.0176 2.1% 0.0004 0.0% 32% False False 381 40 0.8708 0.8437 0.0271 3.2% 0.0003 0.0% 21% False False 191
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True 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 55 trading days	Fibonacci Retracements and Extensions 4.250 0.8584 2.618 0.8551 1.618 0.8531 1.000 0.8519 0.618 0.8511 HIGH 0.8499 0.618 0.8491 0.500 0.8489 0.382 0.8487 LOW 0.8479 0.618 0.8467 1.000 0.8459 1.618 0.8447 2.618 0.8427 4.250 0.8394
Fisher Pivots for day following 21-Feb-2007 Pivot 1 day 3 day R1 0.8492 0.8546 PP 0.8490 0.8528 S1 0.8489 0.8511

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