CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary Previous Current 29-Aug-2007 30-Aug-2007 Change Change % Previous Week Open 0.8869 0.8870 0.0001 0.0% 0.8895 High 0.8869 0.8871 0.0002 0.0% 0.8951 Low 0.8869 0.8869 0.0000 0.0% 0.8756 Close 0.8869 0.8847 -0.0022 -0.2% 0.8811 Range 0.0000 0.0002 0.0002 0.0195 ATR 0.0061 0.0057 -0.0004 -6.9% 0.0000 Volume
Daily Pivots for day following 30-Aug-2007 Classic Woodie Camarilla DeMark R4 0.8868 0.8860 0.8848 R3 0.8866 0.8858 0.8848 R2 0.8864 0.8864 0.8847 R1 0.8856 0.8856 0.8847 0.8859 PP 0.8862 0.8862 0.8862 0.8864 S1 0.8854 0.8854 0.8847 0.8857 S2 0.8860 0.8860 0.8847 S3 0.8858 0.8852 0.8846 S4 0.8856 0.8850 0.8846	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 0.8935 0.8811 0.0124 1.4% 0.0000 0.0% 29% False False 60 10 0.8991 0.8756 0.0235 2.7% 0.0020 0.2% 39% False False 41 20 0.9098 0.8580 0.0518 5.9% 0.0018 0.2% 52% False False 21
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.8880 2.618 0.8876 1.618 0.8874 1.000 0.8873 0.618 0.8872 HIGH 0.8871 0.618 0.8870 0.500 0.8870 0.382 0.8870 LOW 0.8869 0.618 0.8868 1.000 0.8867 1.618 0.8866 2.618 0.8864 4.250 0.8861
Fisher Pivots for day following 30-Aug-2007 Pivot 1 day 3 day R1 0.8870 0.8902 PP 0.8862 0.8884 S1 0.8855 0.8865

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