CME Japanese Yen Future June 2008

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Trading Metrics calculated at close of trading on 07-Jan-2008
Day Change Summary Previous Current 04-Jan-2008 07-Jan-2008 Change Change % Previous Week Open 0.9395 0.9316 -0.0079 -0.8% 0.9100 High 0.9406 0.9324 -0.0082 -0.9% 0.9406 Low 0.9343 0.9266 -0.0077 -0.8% 0.9017 Close 0.9366 0.9312 -0.0054 -0.6% 0.9366 Range 0.0063 0.0058 -0.0005 -7.9% 0.0389 ATR 0.0000 0.0068 0.0068 0.0000 Volume 14 155 141 1,007.1% 98
Daily Pivots for day following 07-Jan-2008 Classic Woodie Camarilla DeMark R4 0.9475 0.9451 0.9344 R3 0.9417 0.9393 0.9328 R2 0.9359 0.9359 0.9323 R1 0.9335 0.9335 0.9317 0.9318 PP 0.9301 0.9301 0.9301 0.9292 S1 0.9277 0.9277 0.9307 0.9260 S2 0.9243 0.9243 0.9301 S3 0.9185 0.9219 0.9296 S4 0.9127 0.9161 0.9280	Weekly Pivots for week ending 04-Jan-2008 Classic Woodie Camarilla DeMark R4 1.0430 1.0287 0.9580 R3 1.0041 0.9898 0.9473 R2 0.9652 0.9652 0.9437 R1 0.9509 0.9509 0.9402 0.9581 PP 0.9263 0.9263 0.9263 0.9299 S1 0.9120 0.9120 0.9330 0.9192 S2 0.8874 0.8874 0.9295 S3 0.8485 0.8731 0.9259 S4 0.8096 0.8342 0.9152
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9406 0.9017 0.0389 4.2% 0.0096 1.0% 76% False False 50 10 0.9406 0.8882 0.0524 5.6% 0.0071 0.8% 82% False False 30
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0003 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.9571 2.618 0.9476 1.618 0.9418 1.000 0.9382 0.618 0.9360 HIGH 0.9324 0.618 0.9302 0.500 0.9295 0.382 0.9288 LOW 0.9266 0.618 0.9230 1.000 0.9208 1.618 0.9172 2.618 0.9114 4.250 0.9020
Fisher Pivots for day following 07-Jan-2008 Pivot 1 day 3 day R1 0.9306 0.9336 PP 0.9301 0.9328 S1 0.9295 0.9320

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