CME Japanese Yen Future June 2008

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Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary Previous Current 10-Jan-2008 11-Jan-2008 Change Change % Previous Week Open 0.9230 0.9294 0.0064 0.7% 0.9316 High 0.9250 0.9303 0.0053 0.6% 0.9324 Low 0.9229 0.9290 0.0061 0.7% 0.9229 Close 0.9256 0.9303 0.0047 0.5% 0.9303 Range 0.0021 0.0013 -0.0008 -38.1% 0.0095 ATR 0.0064 0.0063 -0.0001 -1.9% 0.0000 Volume 53 771 718 1,354.7% 2,566
Daily Pivots for day following 11-Jan-2008 Classic Woodie Camarilla DeMark R4 0.9338 0.9333 0.9310 R3 0.9325 0.9320 0.9307 R2 0.9312 0.9312 0.9305 R1 0.9307 0.9307 0.9304 0.9310 PP 0.9299 0.9299 0.9299 0.9300 S1 0.9294 0.9294 0.9302 0.9297 S2 0.9286 0.9286 0.9301 S3 0.9273 0.9281 0.9299 S4 0.9260 0.9268 0.9296	Weekly Pivots for week ending 11-Jan-2008 Classic Woodie Camarilla DeMark R4 0.9570 0.9532 0.9355 R3 0.9475 0.9437 0.9329 R2 0.9380 0.9380 0.9320 R1 0.9342 0.9342 0.9312 0.9314 PP 0.9285 0.9285 0.9285 0.9271 S1 0.9247 0.9247 0.9294 0.9219 S2 0.9190 0.9190 0.9286 S3 0.9095 0.9152 0.9277 S4 0.9000 0.9057 0.9251
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9324 0.9229 0.0095 1.0% 0.0042 0.4% 78% False False 513 10 0.9406 0.8978 0.0428 4.6% 0.0069 0.7% 76% False False 268
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 14 trading days	Fibonacci Retracements and Extensions 4.250 0.9358 2.618 0.9337 1.618 0.9324 1.000 0.9316 0.618 0.9311 HIGH 0.9303 0.618 0.9298 0.500 0.9297 0.382 0.9295 LOW 0.9290 0.618 0.9282 1.000 0.9277 1.618 0.9269 2.618 0.9256 4.250 0.9235
Fisher Pivots for day following 11-Jan-2008 Pivot 1 day 3 day R1 0.9301 0.9292 PP 0.9299 0.9280 S1 0.9297 0.9269

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