CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary Previous Current 21-Aug-2007 22-Aug-2007 Change Change % Previous Week Open 0.8951 0.8903 -0.0048 -0.5% 0.8671 High 0.8951 0.8903 -0.0048 -0.5% 0.9098 Low 0.8951 0.8903 -0.0048 -0.5% 0.8663 Close 0.8953 0.8903 -0.0050 -0.6% 0.8990 Range ATR 0.0057 0.0056 0.0000 -0.8% 0.0000 Volume 1 15 14 1,400.0% 68
Daily Pivots for day following 22-Aug-2007 Classic Woodie Camarilla DeMark R4 0.8903 0.8903 0.8903 R3 0.8903 0.8903 0.8903 R2 0.8903 0.8903 0.8903 R1 0.8903 0.8903 0.8903 0.8903 PP 0.8903 0.8903 0.8903 0.8903 S1 0.8903 0.8903 0.8903 0.8903 S2 0.8903 0.8903 0.8903 S3 0.8903 0.8903 0.8903 S4 0.8903 0.8903 0.8903	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 0.8895 0.0203 2.3% 0.0047 0.5% 4% False False 23 10 0.9098 0.8610 0.0488 5.5% 0.0024 0.3% 60% False False 12 20 0.9098 0.8580 0.0518 5.8% 0.0012 0.1% 62% 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 0.8903 2.618 0.8903 1.618 0.8903 1.000 0.8903 0.618 0.8903 HIGH 0.8903 0.618 0.8903 0.500 0.8903 0.382 0.8903 LOW 0.8903 0.618 0.8903 1.000 0.8903 1.618 0.8903 2.618 0.8903 4.250 0.8903
Fisher Pivots for day following 22-Aug-2007 Pivot 1 day 3 day R1 0.8903 0.8923 PP 0.8903 0.8916 S1 0.8903 0.8910

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