CME Japanese Yen Future September 2007

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Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary Previous Current 27-Feb-2007 28-Feb-2007 Change Change % Previous Week Open 0.8579 0.8579 0.0000 0.0% 0.8613 High 0.8622 0.8622 0.0000 0.0% 0.8613 Low 0.8579 0.8579 0.0000 0.0% 0.8465 Close 0.8675 0.8666 -0.0009 -0.1% 0.8479 Range 0.0043 0.0043 0.0000 0.0% 0.0148 ATR 0.0025 0.0030 0.0005 20.1% 0.0000 Volume 4 52 48 1,200.0% 7
Daily Pivots for day following 28-Feb-2007 Classic Woodie Camarilla DeMark R4 0.8751 0.8752 0.8690 R3 0.8708 0.8709 0.8678 R2 0.8665 0.8665 0.8674 R1 0.8666 0.8666 0.8670 0.8666 PP 0.8622 0.8622 0.8622 0.8622 S1 0.8623 0.8623 0.8662 0.8623 S2 0.8579 0.8579 0.8658 S3 0.8536 0.8580 0.8654 S4 0.8493 0.8537 0.8642	Weekly Pivots for week ending 23-Feb-2007 Classic Woodie Camarilla DeMark R4 0.8963 0.8869 0.8560 R3 0.8815 0.8721 0.8520 R2 0.8667 0.8667 0.8506 R1 0.8573 0.8573 0.8493 0.8546 PP 0.8519 0.8519 0.8519 0.8506 S1 0.8425 0.8425 0.8465 0.8398 S2 0.8371 0.8371 0.8452 S3 0.8223 0.8277 0.8438 S4 0.8075 0.8129 0.8398
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8622 0.8465 0.0157 1.8% 0.0026 0.3% 128% True False 13 10 0.8622 0.8465 0.0157 1.8% 0.0015 0.2% 128% True False 768 20 0.8622 0.8437 0.0185 2.1% 0.0009 0.1% 124% True False 384 40 0.8702 0.8437 0.0265 3.1% 0.0007 0.1% 86% False False 192
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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 0.8805 2.618 0.8735 1.618 0.8692 1.000 0.8665 0.618 0.8649 HIGH 0.8622 0.618 0.8606 0.500 0.8601 0.382 0.8595 LOW 0.8579 0.618 0.8552 1.000 0.8536 1.618 0.8509 2.618 0.8466 4.250 0.8396
Fisher Pivots for day following 28-Feb-2007 Pivot 1 day 3 day R1 0.8644 0.8633 PP 0.8622 0.8600 S1 0.8601 0.8567

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