CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary Previous Current 01-Aug-2007 02-Aug-2007 Change Change % Previous Week Open 0.8659 0.8623 -0.0036 -0.4% 0.8484 High 0.8659 0.8623 -0.0036 -0.4% 0.8657 Low 0.8655 0.8623 -0.0032 -0.4% 0.8484 Close 0.8670 0.8628 -0.0042 -0.5% 0.8657 Range 0.0004 0.0000 -0.0004 -100.0% 0.0173 ATR 0.0024 0.0026 0.0002 6.6% 0.0000 Volume 1 97 96 9,600.0% 28
Daily Pivots for day following 02-Aug-2007 Classic Woodie Camarilla DeMark R4 0.8625 0.8626 0.8628 R3 0.8625 0.8626 0.8628 R2 0.8625 0.8625 0.8628 R1 0.8626 0.8626 0.8628 0.8626 PP 0.8625 0.8625 0.8625 0.8624 S1 0.8626 0.8626 0.8628 0.8626 S2 0.8625 0.8625 0.8628 S3 0.8625 0.8626 0.8628 S4 0.8625 0.8626 0.8628	Weekly Pivots for week ending 27-Jul-2007 Classic Woodie Camarilla DeMark R4 0.9118 0.9061 0.8752 R3 0.8945 0.8888 0.8705 R2 0.8772 0.8772 0.8689 R1 0.8715 0.8715 0.8673 0.8744 PP 0.8599 0.8599 0.8599 0.8614 S1 0.8542 0.8542 0.8641 0.8571 S2 0.8426 0.8426 0.8625 S3 0.8253 0.8369 0.8609 S4 0.8080 0.8196 0.8562
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8694 0.8623 0.0071 0.8% 0.0001 0.0% 7% False True 20 10 0.8694 0.8484 0.0210 2.4% 0.0001 0.0% 69% False False 12
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8623 2.618 0.8623 1.618 0.8623 1.000 0.8623 0.618 0.8623 HIGH 0.8623 0.618 0.8623 0.500 0.8623 0.382 0.8623 LOW 0.8623 0.618 0.8623 1.000 0.8623 1.618 0.8623 2.618 0.8623 4.250 0.8623
Fisher Pivots for day following 02-Aug-2007 Pivot 1 day 3 day R1 0.8626 0.8641 PP 0.8625 0.8637 S1 0.8623 0.8632

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