CME Japanese Yen Future June 2008

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Trading Metrics calculated at close of trading on 08-Jan-2008
Day Change Summary Previous Current 07-Jan-2008 08-Jan-2008 Change Change % Previous Week Open 0.9316 0.9282 -0.0034 -0.4% 0.9100 High 0.9324 0.9316 -0.0008 -0.1% 0.9406 Low 0.9266 0.9261 -0.0005 -0.1% 0.9017 Close 0.9312 0.9280 -0.0032 -0.3% 0.9366 Range 0.0058 0.0055 -0.0003 -5.2% 0.0389 ATR 0.0068 0.0067 -0.0001 -1.3% 0.0000 Volume 155 218 63 40.6% 98
Daily Pivots for day following 08-Jan-2008 Classic Woodie Camarilla DeMark R4 0.9451 0.9420 0.9310 R3 0.9396 0.9365 0.9295 R2 0.9341 0.9341 0.9290 R1 0.9310 0.9310 0.9285 0.9298 PP 0.9286 0.9286 0.9286 0.9280 S1 0.9255 0.9255 0.9275 0.9243 S2 0.9231 0.9231 0.9270 S3 0.9176 0.9200 0.9265 S4 0.9121 0.9145 0.9250	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 0.9115 0.0291 3.1% 0.0090 1.0% 57% False False 92 10 0.9406 0.8882 0.0524 5.6% 0.0068 0.7% 76% False False 51
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0005 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 0.9550 2.618 0.9460 1.618 0.9405 1.000 0.9371 0.618 0.9350 HIGH 0.9316 0.618 0.9295 0.500 0.9289 0.382 0.9282 LOW 0.9261 0.618 0.9227 1.000 0.9206 1.618 0.9172 2.618 0.9117 4.250 0.9027
Fisher Pivots for day following 08-Jan-2008 Pivot 1 day 3 day R1 0.9289 0.9334 PP 0.9286 0.9316 S1 0.9283 0.9298

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