CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary Previous Current 02-Jul-2007 03-Jul-2007 Change Change % Previous Week Open 0.8301 0.8347 0.0046 0.6% 0.8260 High 0.8360 0.8358 -0.0002 0.0% 0.8356 Low 0.8301 0.8335 0.0034 0.4% 0.8245 Close 0.8347 0.8348 0.0001 0.0% 0.8292 Range 0.0059 0.0023 -0.0036 -61.0% 0.0111 ATR 0.0038 0.0037 -0.0001 -2.8% 0.0000 Volume 31 91 60 193.5% 5,157
Daily Pivots for day following 03-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8416 0.8405 0.8361 R3 0.8393 0.8382 0.8354 R2 0.8370 0.8370 0.8352 R1 0.8359 0.8359 0.8350 0.8365 PP 0.8347 0.8347 0.8347 0.8350 S1 0.8336 0.8336 0.8346 0.8342 S2 0.8324 0.8324 0.8344 S3 0.8301 0.8313 0.8342 S4 0.8278 0.8290 0.8335	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% 0.0034 0.4% 87% False False 1,050 10 0.8360 0.8235 0.0125 1.5% 0.0030 0.4% 90% False False 543
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 0.8456 2.618 0.8418 1.618 0.8395 1.000 0.8381 0.618 0.8372 HIGH 0.8358 0.618 0.8349 0.500 0.8347 0.382 0.8344 LOW 0.8335 0.618 0.8321 1.000 0.8312 1.618 0.8298 2.618 0.8275 4.250 0.8237
Fisher Pivots for day following 03-Jul-2007 Pivot 1 day 3 day R1 0.8348 0.8337 PP 0.8347 0.8325 S1 0.8347 0.8314

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