CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary Previous Current 03-Jul-2007 05-Jul-2007 Change Change % Previous Week Open 0.8347 0.8355 0.0008 0.1% 0.8260 High 0.8358 0.8355 -0.0003 0.0% 0.8356 Low 0.8335 0.8310 -0.0025 -0.3% 0.8245 Close 0.8348 0.8307 -0.0041 -0.5% 0.8292 Range 0.0023 0.0045 0.0022 95.7% 0.0111 ATR 0.0037 0.0038 0.0001 1.5% 0.0000 Volume 91 52 -39 -42.9% 5,157
Daily Pivots for day following 05-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8459 0.8428 0.8332 R3 0.8414 0.8383 0.8319 R2 0.8369 0.8369 0.8315 R1 0.8338 0.8338 0.8311 0.8331 PP 0.8324 0.8324 0.8324 0.8321 S1 0.8293 0.8293 0.8303 0.8286 S2 0.8279 0.8279 0.8299 S3 0.8234 0.8248 0.8295 S4 0.8189 0.8203 0.8282	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% 42% False False 49 10 0.8360 0.8235 0.0125 1.5% 0.0033 0.4% 58% False False 544
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 0.0005 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8546 2.618 0.8473 1.618 0.8428 1.000 0.8400 0.618 0.8383 HIGH 0.8355 0.618 0.8338 0.500 0.8333 0.382 0.8327 LOW 0.8310 0.618 0.8282 1.000 0.8265 1.618 0.8237 2.618 0.8192 4.250 0.8119
Fisher Pivots for day following 05-Jul-2007 Pivot 1 day 3 day R1 0.8333 0.8331 PP 0.8324 0.8323 S1 0.8316 0.8315

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