CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary Previous Current 12-Jul-2007 13-Jul-2007 Change Change % Previous Week Open 0.8352 0.8325 -0.0027 -0.3% 0.8271 High 0.8352 0.8355 0.0003 0.0% 0.8415 Low 0.8325 0.8325 0.0000 0.0% 0.8252 Close 0.8328 0.8354 0.0026 0.3% 0.8354 Range 0.0027 0.0030 0.0003 11.1% 0.0163 ATR 0.0042 0.0041 -0.0001 -2.1% 0.0000 Volume 120 12 -108 -90.0% 286
Daily Pivots for day following 13-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8435 0.8424 0.8371 R3 0.8405 0.8394 0.8362 R2 0.8375 0.8375 0.8360 R1 0.8364 0.8364 0.8357 0.8370 PP 0.8345 0.8345 0.8345 0.8347 S1 0.8334 0.8334 0.8351 0.8340 S2 0.8315 0.8315 0.8349 S3 0.8285 0.8304 0.8346 S4 0.8255 0.8274 0.8338	Weekly Pivots for week ending 13-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8829 0.8755 0.8444 R3 0.8666 0.8592 0.8399 R2 0.8503 0.8503 0.8384 R1 0.8429 0.8429 0.8369 0.8466 PP 0.8340 0.8340 0.8340 0.8359 S1 0.8266 0.8266 0.8339 0.8303 S2 0.8177 0.8177 0.8324 S3 0.8014 0.8103 0.8309 S4 0.7851 0.7940 0.8264
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% 0.0049 0.6% 63% False False 57 10 0.8415 0.8252 0.0163 2.0% 0.0042 0.5% 63% False False 48 20 0.8415 0.8235 0.0180 2.2% 0.0032 0.4% 66% False False 289
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 0.0004 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8483 2.618 0.8434 1.618 0.8404 1.000 0.8385 0.618 0.8374 HIGH 0.8355 0.618 0.8344 0.500 0.8340 0.382 0.8336 LOW 0.8325 0.618 0.8306 1.000 0.8295 1.618 0.8276 2.618 0.8246 4.250 0.8198
Fisher Pivots for day following 13-Jul-2007 Pivot 1 day 3 day R1 0.8349 0.8370 PP 0.8345 0.8365 S1 0.8340 0.8359

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