CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary Previous Current 25-Jun-2007 26-Jun-2007 Change Change % Previous Week Open 0.8260 0.8281 0.0021 0.3% 0.8280 High 0.8284 0.8323 0.0039 0.5% 0.8288 Low 0.8245 0.8280 0.0035 0.4% 0.8235 Close 0.8267 0.8290 0.0023 0.3% 0.8254 Range 0.0039 0.0043 0.0004 10.3% 0.0053 ATR 0.0000 0.0032 0.0032 0.0000 Volume 12 16 4 33.3% 159
Daily Pivots for day following 26-Jun-2007 Classic Woodie Camarilla DeMark R4 0.8427 0.8401 0.8314 R3 0.8384 0.8358 0.8302 R2 0.8341 0.8341 0.8298 R1 0.8315 0.8315 0.8294 0.8328 PP 0.8298 0.8298 0.8298 0.8304 S1 0.8272 0.8272 0.8286 0.8285 S2 0.8255 0.8255 0.8282 S3 0.8212 0.8229 0.8278 S4 0.8169 0.8186 0.8266	Weekly Pivots for week ending 22-Jun-2007 Classic Woodie Camarilla DeMark R4 0.8418 0.8389 0.8283 R3 0.8365 0.8336 0.8269 R2 0.8312 0.8312 0.8264 R1 0.8283 0.8283 0.8259 0.8271 PP 0.8259 0.8259 0.8259 0.8253 S1 0.8230 0.8230 0.8249 0.8218 S2 0.8206 0.8206 0.8244 S3 0.8153 0.8177 0.8239 S4 0.8100 0.8124 0.8225
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8323 0.8235 0.0088 1.1% 0.0025 0.3% 63% True False 36 10 0.8399 0.8235 0.0164 2.0% 0.0026 0.3% 34% False False 29
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 0.0002 Widest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 0.8506 2.618 0.8436 1.618 0.8393 1.000 0.8366 0.618 0.8350 HIGH 0.8323 0.618 0.8307 0.500 0.8302 0.382 0.8296 LOW 0.8280 0.618 0.8253 1.000 0.8237 1.618 0.8210 2.618 0.8167 4.250 0.8097
Fisher Pivots for day following 26-Jun-2007 Pivot 1 day 3 day R1 0.8302 0.8286 PP 0.8298 0.8283 S1 0.8294 0.8279

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