CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 10-Jul-2007
Day Change Summary Previous Current 09-Jul-2007 10-Jul-2007 Change Change % Previous Week Open 0.8271 0.8277 0.0006 0.1% 0.8301 High 0.8278 0.8367 0.0089 1.1% 0.8360 Low 0.8252 0.8275 0.0023 0.3% 0.8272 Close 0.8272 0.8360 0.0088 1.1% 0.8271 Range 0.0026 0.0092 0.0066 253.8% 0.0088 ATR 0.0037 0.0041 0.0004 11.4% 0.0000 Volume 19 20 1 5.3% 178
Daily Pivots for day following 10-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8610 0.8577 0.8411 R3 0.8518 0.8485 0.8385 R2 0.8426 0.8426 0.8377 R1 0.8393 0.8393 0.8368 0.8410 PP 0.8334 0.8334 0.8334 0.8342 S1 0.8301 0.8301 0.8352 0.8318 S2 0.8242 0.8242 0.8343 S3 0.8150 0.8209 0.8335 S4 0.8058 0.8117 0.8309	Weekly Pivots for week ending 06-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8565 0.8506 0.8319 R3 0.8477 0.8418 0.8295 R2 0.8389 0.8389 0.8287 R1 0.8330 0.8330 0.8279 0.8316 PP 0.8301 0.8301 0.8301 0.8294 S1 0.8242 0.8242 0.8263 0.8228 S2 0.8213 0.8213 0.8255 S3 0.8125 0.8154 0.8247 S4 0.8037 0.8066 0.8223
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8367 0.8252 0.0115 1.4% 0.0041 0.5% 94% True False 37 10 0.8367 0.8252 0.0115 1.4% 0.0040 0.5% 94% True False 536 20 0.8425 0.8235 0.0190 2.3% 0.0032 0.4% 66% False False 445
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 23 trading days	Fibonacci Retracements and Extensions 4.250 0.8758 2.618 0.8608 1.618 0.8516 1.000 0.8459 0.618 0.8424 HIGH 0.8367 0.618 0.8332 0.500 0.8321 0.382 0.8310 LOW 0.8275 0.618 0.8218 1.000 0.8183 1.618 0.8126 2.618 0.8034 4.250 0.7884
Fisher Pivots for day following 10-Jul-2007 Pivot 1 day 3 day R1 0.8347 0.8343 PP 0.8334 0.8326 S1 0.8321 0.8310

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