CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary Previous Current 20-Jun-2007 21-Jun-2007 Change Change % Previous Week Open 0.8278 0.8265 -0.0013 -0.2% 0.8417 High 0.8280 0.8278 -0.0002 0.0% 0.8425 Low 0.8270 0.8263 -0.0007 -0.1% 0.8266 Close 0.8278 0.8267 -0.0011 -0.1% 0.8289 Range 0.0010 0.0015 0.0005 50.0% 0.0159 ATR Volume 36 91 55 152.8% 3,386
Daily Pivots for day following 21-Jun-2007 Classic Woodie Camarilla DeMark R4 0.8314 0.8306 0.8275 R3 0.8299 0.8291 0.8271 R2 0.8284 0.8284 0.8270 R1 0.8276 0.8276 0.8268 0.8280 PP 0.8269 0.8269 0.8269 0.8272 S1 0.8261 0.8261 0.8266 0.8265 S2 0.8254 0.8254 0.8264 S3 0.8239 0.8246 0.8263 S4 0.8224 0.8231 0.8259	Weekly Pivots for week ending 15-Jun-2007 Classic Woodie Camarilla DeMark R4 0.8804 0.8705 0.8376 R3 0.8645 0.8546 0.8333 R2 0.8486 0.8486 0.8318 R1 0.8387 0.8387 0.8304 0.8357 PP 0.8327 0.8327 0.8327 0.8312 S1 0.8228 0.8228 0.8274 0.8198 S2 0.8168 0.8168 0.8260 S3 0.8009 0.8069 0.8245 S4 0.7850 0.7910 0.8202
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8288 0.8263 0.0025 0.3% 0.0013 0.2% 16% False True 30 10 0.8459 0.8263 0.0196 2.4% 0.0024 0.3% 2% False True 352
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 0.0001 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8342 2.618 0.8317 1.618 0.8302 1.000 0.8293 0.618 0.8287 HIGH 0.8278 0.618 0.8272 0.500 0.8271 0.382 0.8269 LOW 0.8263 0.618 0.8254 1.000 0.8248 1.618 0.8239 2.618 0.8224 4.250 0.8199
Fisher Pivots for day following 21-Jun-2007 Pivot 1 day 3 day R1 0.8271 0.8275 PP 0.8269 0.8272 S1 0.8268 0.8270

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