CME Japanese Yen Future June 2008

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Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary Previous Current 09-Jan-2008 10-Jan-2008 Change Change % Previous Week Open 0.9309 0.9230 -0.0079 -0.8% 0.9100 High 0.9309 0.9250 -0.0059 -0.6% 0.9406 Low 0.9248 0.9229 -0.0019 -0.2% 0.9017 Close 0.9267 0.9256 -0.0011 -0.1% 0.9366 Range 0.0061 0.0021 -0.0040 -65.6% 0.0389 ATR 0.0066 0.0064 -0.0002 -3.0% 0.0000 Volume 1,369 53 -1,316 -96.1% 98
Daily Pivots for day following 10-Jan-2008 Classic Woodie Camarilla DeMark R4 0.9308 0.9303 0.9268 R3 0.9287 0.9282 0.9262 R2 0.9266 0.9266 0.9260 R1 0.9261 0.9261 0.9258 0.9264 PP 0.9245 0.9245 0.9245 0.9246 S1 0.9240 0.9240 0.9254 0.9243 S2 0.9224 0.9224 0.9252 S3 0.9203 0.9219 0.9250 S4 0.9182 0.9198 0.9244	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 0.9229 0.0177 1.9% 0.0052 0.6% 15% False True 361 10 0.9406 0.8882 0.0524 5.7% 0.0073 0.8% 71% False False 192
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 0.0004 Narrowest range in 10 trading days	Fibonacci Retracements and Extensions 4.250 0.9339 2.618 0.9305 1.618 0.9284 1.000 0.9271 0.618 0.9263 HIGH 0.9250 0.618 0.9242 0.500 0.9240 0.382 0.9237 LOW 0.9229 0.618 0.9216 1.000 0.9208 1.618 0.9195 2.618 0.9174 4.250 0.9140
Fisher Pivots for day following 10-Jan-2008 Pivot 1 day 3 day R1 0.9251 0.9273 PP 0.9245 0.9267 S1 0.9240 0.9262

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