CME Japanese Yen Future March 2008

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Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary Previous Current 04-Sep-2007 05-Sep-2007 Change Change % Previous Week Open 0.8834 0.8894 0.0060 0.7% 0.8818 High 0.8834 0.8894 0.0060 0.7% 0.8935 Low 0.8834 0.8894 0.0060 0.7% 0.8818 Close 0.8813 0.8894 0.0081 0.9% 0.8836 Range ATR 0.0047 0.0049 0.0002 5.3% 0.0000 Volume 16 1 -15 -93.8% 37
Daily Pivots for day following 05-Sep-2007 Classic Woodie Camarilla DeMark R4 0.8894 0.8894 0.8894 R3 0.8894 0.8894 0.8894 R2 0.8894 0.8894 0.8894 R1 0.8894 0.8894 0.8894 0.8894 PP 0.8894 0.8894 0.8894 0.8894 S1 0.8894 0.8894 0.8894 0.8894 S2 0.8894 0.8894 0.8894 S3 0.8894 0.8894 0.8894 S4 0.8894 0.8894 0.8894	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 0.8894 0.8834 0.0060 0.7% 0.0001 0.0% 100% True False 18 10 0.8935 0.8756 0.0179 2.0% 0.0012 0.1% 77% False False 39 20 0.9098 0.8610 0.0488 5.5% 0.0018 0.2% 58% False False 25
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 0.8894 2.618 0.8894 1.618 0.8894 1.000 0.8894 0.618 0.8894 HIGH 0.8894 0.618 0.8894 0.500 0.8894 0.382 0.8894 LOW 0.8894 0.618 0.8894 1.000 0.8894 1.618 0.8894 2.618 0.8894 4.250 0.8894
Fisher Pivots for day following 05-Sep-2007 Pivot 1 day 3 day R1 0.8894 0.8884 PP 0.8894 0.8874 S1 0.8894 0.8864

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