CME Japanese Yen Future December 2007

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Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary Previous Current 25-Jul-2007 26-Jul-2007 Change Change % Previous Week Open 0.8474 0.8445 -0.0029 -0.3% 0.8360 High 0.8494 0.8583 0.0089 1.0% 0.8420 Low 0.8445 0.8433 -0.0012 -0.1% 0.8322 Close 0.8450 0.8580 0.0130 1.5% 0.8400 Range 0.0049 0.0150 0.0101 206.1% 0.0098 ATR 0.0047 0.0054 0.0007 15.7% 0.0000 Volume 156 145 -11 -7.1% 132
Daily Pivots for day following 26-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8982 0.8931 0.8663 R3 0.8832 0.8781 0.8621 R2 0.8682 0.8682 0.8608 R1 0.8631 0.8631 0.8594 0.8657 PP 0.8532 0.8532 0.8532 0.8545 S1 0.8481 0.8481 0.8566 0.8507 S2 0.8382 0.8382 0.8553 S3 0.8232 0.8331 0.8539 S4 0.8082 0.8181 0.8498	Weekly Pivots for week ending 20-Jul-2007 Classic Woodie Camarilla DeMark R4 0.8675 0.8635 0.8454 R3 0.8577 0.8537 0.8427 R2 0.8479 0.8479 0.8418 R1 0.8439 0.8439 0.8409 0.8459 PP 0.8381 0.8381 0.8381 0.8391 S1 0.8341 0.8341 0.8391 0.8361 S2 0.8283 0.8283 0.8382 S3 0.8185 0.8243 0.8373 S4 0.8087 0.8145 0.8346
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8583 0.8322 0.0261 3.0% 0.0081 0.9% 99% True False 85 10 0.8583 0.8322 0.0261 3.0% 0.0055 0.6% 99% True False 55 20 0.8583 0.8252 0.0331 3.9% 0.0048 0.6% 99% True False 54
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0007 Widest range in 35 trading days	Fibonacci Retracements and Extensions 4.250 0.9221 2.618 0.8976 1.618 0.8826 1.000 0.8733 0.618 0.8676 HIGH 0.8583 0.618 0.8526 0.500 0.8508 0.382 0.8490 LOW 0.8433 0.618 0.8340 1.000 0.8283 1.618 0.8190 2.618 0.8040 4.250 0.7796
Fisher Pivots for day following 26-Jul-2007 Pivot 1 day 3 day R1 0.8556 0.8554 PP 0.8532 0.8528 S1 0.8508 0.8502

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