CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 12-Jul-2007
Day Change Summary Previous Current 11-Jul-2007 12-Jul-2007 Change Change % Previous Week Open 0.8400 0.8352 -0.0048 -0.6% 0.8301 High 0.8415 0.8352 -0.0063 -0.7% 0.8360 Low 0.8346 0.8325 -0.0021 -0.3% 0.8272 Close 0.8359 0.8328 -0.0031 -0.4% 0.8271 Range 0.0069 0.0027 -0.0042 -60.9% 0.0088 ATR 0.0043 0.0042 -0.0001 -1.5% 0.0000 Volume 115 120 5 4.3% 178
Daily Pivots for day following 12-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8416 0.8399 0.8343 R3 0.8389 0.8372 0.8335 R2 0.8362 0.8362 0.8333 R1 0.8345 0.8345 0.8330 0.8340 PP 0.8335 0.8335 0.8335 0.8333 S1 0.8318 0.8318 0.8326 0.8313 S2 0.8308 0.8308 0.8323 S3 0.8281 0.8291 0.8321 S4 0.8254 0.8264 0.8313	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 0.8415 0.8252 0.0163 2.0% 0.0047 0.6% 47% False False 55 10 0.8415 0.8252 0.0163 2.0% 0.0042 0.5% 47% False False 52 20 0.8415 0.8235 0.0180 2.2% 0.0033 0.4% 52% False False 289
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False 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 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.8467 2.618 0.8423 1.618 0.8396 1.000 0.8379 0.618 0.8369 HIGH 0.8352 0.618 0.8342 0.500 0.8339 0.382 0.8335 LOW 0.8325 0.618 0.8308 1.000 0.8298 1.618 0.8281 2.618 0.8254 4.250 0.8210
Fisher Pivots for day following 12-Jul-2007 Pivot 1 day 3 day R1 0.8339 0.8345 PP 0.8335 0.8339 S1 0.8332 0.8334

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