CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary Previous Current 20-Aug-2007 21-Aug-2007 Change Change % Previous Week Open 0.8895 0.8951 0.0056 0.6% 0.8671 High 0.8895 0.8951 0.0056 0.6% 0.9098 Low 0.8895 0.8951 0.0056 0.6% 0.8663 Close 0.8920 0.8953 0.0033 0.4% 0.8990 Range ATR 0.0059 0.0057 -0.0002 -3.4% 0.0000 Volume 33 1 -32 -97.0% 68
Daily Pivots for day following 21-Aug-2007 Classic Woodie Camarilla DeMark R4 0.8952 0.8952 0.8953 R3 0.8952 0.8952 0.8953 R2 0.8952 0.8952 0.8953 R1 0.8952 0.8952 0.8953 0.8952 PP 0.8952 0.8952 0.8952 0.8952 S1 0.8952 0.8952 0.8953 0.8952 S2 0.8952 0.8952 0.8953 S3 0.8952 0.8952 0.8953 S4 0.8952 0.8952 0.8953	Weekly Pivots for week ending 17-Aug-2007 Classic Woodie Camarilla DeMark R4 1.0222 1.0041 0.9229 R3 0.9787 0.9606 0.9110 R2 0.9352 0.9352 0.9070 R1 0.9171 0.9171 0.9030 0.9262 PP 0.8917 0.8917 0.8917 0.8962 S1 0.8736 0.8736 0.8950 0.8827 S2 0.8482 0.8482 0.8910 S3 0.8047 0.8301 0.8870 S4 0.7612 0.7866 0.8751
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9098 0.8780 0.0318 3.6% 0.0047 0.5% 54% False False 20 10 0.9098 0.8580 0.0518 5.8% 0.0024 0.3% 72% False False 11 20 0.9098 0.8539 0.0559 6.2% 0.0012 0.1% 74% False False 11
Crabel Price Patterns NR False 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 0.0002	Fibonacci Retracements and Extensions 4.250 0.8951 2.618 0.8951 1.618 0.8951 1.000 0.8951 0.618 0.8951 HIGH 0.8951 0.618 0.8951 0.500 0.8951 0.382 0.8951 LOW 0.8951 0.618 0.8951 1.000 0.8951 1.618 0.8951 2.618 0.8951 4.250 0.8951
Fisher Pivots for day following 21-Aug-2007 Pivot 1 day 3 day R1 0.8952 0.8950 PP 0.8952 0.8946 S1 0.8951 0.8943

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