CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary Previous Current 23-Aug-2007 24-Aug-2007 Change Change % Previous Week Open 0.8870 0.8811 -0.0059 -0.7% 0.8895 High 0.8870 0.8811 -0.0059 -0.7% 0.8951 Low 0.8756 0.8811 0.0055 0.6% 0.8756 Close 0.8834 0.8811 -0.0023 -0.3% 0.8811 Range 0.0114 0.0000 -0.0114 -100.0% 0.0195 ATR 0.0063 0.0060 -0.0003 -4.5% 0.0000 Volume 0 300 300 349
Daily Pivots for day following 24-Aug-2007 Classic Woodie Camarilla DeMark R4 0.8811 0.8811 0.8811 R3 0.8811 0.8811 0.8811 R2 0.8811 0.8811 0.8811 R1 0.8811 0.8811 0.8811 0.8811 PP 0.8811 0.8811 0.8811 0.8811 S1 0.8811 0.8811 0.8811 0.8811 S2 0.8811 0.8811 0.8811 S3 0.8811 0.8811 0.8811 S4 0.8811 0.8811 0.8811	Weekly Pivots for week ending 24-Aug-2007 Classic Woodie Camarilla DeMark R4 0.9424 0.9313 0.8918 R3 0.9229 0.9118 0.8865 R2 0.9034 0.9034 0.8847 R1 0.8923 0.8923 0.8829 0.8881 PP 0.8839 0.8839 0.8839 0.8819 S1 0.8728 0.8728 0.8793 0.8686 S2 0.8644 0.8644 0.8775 S3 0.8449 0.8533 0.8757 S4 0.8254 0.8338 0.8704
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8951 0.8756 0.0195 2.2% 0.0023 0.3% 28% False False 69 10 0.9098 0.8663 0.0435 4.9% 0.0035 0.4% 34% False False 41 20 0.9098 0.8580 0.0518 5.9% 0.0018 0.2% 45% False False 26
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8811 2.618 0.8811 1.618 0.8811 1.000 0.8811 0.618 0.8811 HIGH 0.8811 0.618 0.8811 0.500 0.8811 0.382 0.8811 LOW 0.8811 0.618 0.8811 1.000 0.8811 1.618 0.8811 2.618 0.8811 4.250 0.8811
Fisher Pivots for day following 24-Aug-2007 Pivot 1 day 3 day R1 0.8811 0.8830 PP 0.8811 0.8823 S1 0.8811 0.8817

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