CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary Previous Current 30-Aug-2007 31-Aug-2007 Change Change % Previous Week Open 0.8870 0.8850 -0.0020 -0.2% 0.8818 High 0.8871 0.8850 -0.0021 -0.2% 0.8935 Low 0.8869 0.8848 -0.0021 -0.2% 0.8818 Close 0.8847 0.8836 -0.0011 -0.1% 0.8836 Range 0.0002 0.0002 0.0000 0.0% 0.0117 ATR 0.0057 0.0053 -0.0004 -6.8% 0.0000 Volume 0 37 37 37
Daily Pivots for day following 31-Aug-2007 Classic Woodie Camarilla DeMark R4 0.8851 0.8845 0.8837 R3 0.8849 0.8843 0.8837 R2 0.8847 0.8847 0.8836 R1 0.8841 0.8841 0.8836 0.8843 PP 0.8845 0.8845 0.8845 0.8846 S1 0.8839 0.8839 0.8836 0.8841 S2 0.8843 0.8843 0.8836 S3 0.8841 0.8837 0.8835 S4 0.8839 0.8835 0.8835	Weekly Pivots for week ending 31-Aug-2007 Classic Woodie Camarilla DeMark R4 0.9214 0.9142 0.8900 R3 0.9097 0.9025 0.8868 R2 0.8980 0.8980 0.8857 R1 0.8908 0.8908 0.8847 0.8944 PP 0.8863 0.8863 0.8863 0.8881 S1 0.8791 0.8791 0.8825 0.8827 S2 0.8746 0.8746 0.8815 S3 0.8629 0.8674 0.8804 S4 0.8512 0.8557 0.8772
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8935 0.8818 0.0117 1.3% 0.0001 0.0% 15% False False 7 10 0.8951 0.8756 0.0195 2.2% 0.0012 0.1% 41% False False 38 20 0.9098 0.8580 0.0518 5.9% 0.0018 0.2% 49% False False 23
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 0.0000	Fibonacci Retracements and Extensions 4.250 0.8859 2.618 0.8855 1.618 0.8853 1.000 0.8852 0.618 0.8851 HIGH 0.8850 0.618 0.8849 0.500 0.8849 0.382 0.8849 LOW 0.8848 0.618 0.8847 1.000 0.8846 1.618 0.8845 2.618 0.8843 4.250 0.8840
Fisher Pivots for day following 31-Aug-2007 Pivot 1 day 3 day R1 0.8849 0.8860 PP 0.8845 0.8852 S1 0.8840 0.8844

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