CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary Previous Current 29-Jun-2007 02-Jul-2007 Change Change % Previous Week Open 0.8268 0.8301 0.0033 0.4% 0.8260 High 0.8295 0.8360 0.0065 0.8% 0.8356 Low 0.8268 0.8301 0.0033 0.4% 0.8245 Close 0.8292 0.8347 0.0055 0.7% 0.8292 Range 0.0027 0.0059 0.0032 118.5% 0.0111 ATR 0.0036 0.0038 0.0002 6.4% 0.0000 Volume 23 31 8 34.8% 5,157
Daily Pivots for day following 02-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8513 0.8489 0.8379 R3 0.8454 0.8430 0.8363 R2 0.8395 0.8395 0.8358 R1 0.8371 0.8371 0.8352 0.8383 PP 0.8336 0.8336 0.8336 0.8342 S1 0.8312 0.8312 0.8342 0.8324 S2 0.8277 0.8277 0.8336 S3 0.8218 0.8253 0.8331 S4 0.8159 0.8194 0.8315	Weekly Pivots for week ending 29-Jun-2007 Classic Woodie Camarilla DeMark R4 0.8631 0.8572 0.8353 R3 0.8520 0.8461 0.8323 R2 0.8409 0.8409 0.8312 R1 0.8350 0.8350 0.8302 0.8380 PP 0.8298 0.8298 0.8298 0.8312 S1 0.8239 0.8239 0.8282 0.8269 S2 0.8187 0.8187 0.8272 S3 0.8076 0.8128 0.8261 S4 0.7965 0.8017 0.8231
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8360 0.8268 0.0092 1.1% 0.0038 0.5% 86% True False 1,035 10 0.8360 0.8235 0.0125 1.5% 0.0029 0.3% 90% True False 534
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 0.0004 Widest range in 18 trading days	Fibonacci Retracements and Extensions 4.250 0.8611 2.618 0.8514 1.618 0.8455 1.000 0.8419 0.618 0.8396 HIGH 0.8360 0.618 0.8337 0.500 0.8331 0.382 0.8324 LOW 0.8301 0.618 0.8265 1.000 0.8242 1.618 0.8206 2.618 0.8147 4.250 0.8050
Fisher Pivots for day following 02-Jul-2007 Pivot 1 day 3 day R1 0.8342 0.8336 PP 0.8336 0.8325 S1 0.8331 0.8314

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