CME Japanese Yen Future June 2008

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Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary Previous Current 23-Jan-2008 24-Jan-2008 Change Change % Previous Week Open 0.9453 0.9447 -0.0006 -0.1% 0.9318 High 0.9597 0.9512 -0.0085 -0.9% 0.9550 Low 0.9453 0.9418 -0.0035 -0.4% 0.9318 Close 0.9543 0.9451 -0.0092 -1.0% 0.9457 Range 0.0144 0.0094 -0.0050 -34.7% 0.0232 ATR 0.0085 0.0088 0.0003 3.4% 0.0000 Volume 847 886 39 4.6% 1,858
Daily Pivots for day following 24-Jan-2008 Classic Woodie Camarilla DeMark R4 0.9742 0.9691 0.9503 R3 0.9648 0.9597 0.9477 R2 0.9554 0.9554 0.9468 R1 0.9503 0.9503 0.9460 0.9529 PP 0.9460 0.9460 0.9460 0.9473 S1 0.9409 0.9409 0.9442 0.9435 S2 0.9366 0.9366 0.9434 S3 0.9272 0.9315 0.9425 S4 0.9178 0.9221 0.9399	Weekly Pivots for week ending 18-Jan-2008 Classic Woodie Camarilla DeMark R4 1.0138 1.0029 0.9585 R3 0.9906 0.9797 0.9521 R2 0.9674 0.9674 0.9500 R1 0.9565 0.9565 0.9478 0.9620 PP 0.9442 0.9442 0.9442 0.9469 S1 0.9333 0.9333 0.9436 0.9388 S2 0.9210 0.9210 0.9414 S3 0.8978 0.9101 0.9393 S4 0.8746 0.8869 0.9329
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9597 0.9414 0.0183 1.9% 0.0100 1.1% 20% False False 535 10 0.9597 0.9229 0.0368 3.9% 0.0088 0.9% 60% False False 477 20 0.9597 0.8882 0.0715 7.6% 0.0080 0.8% 80% False False 332
Crabel Price Patterns NR True 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 0.0013 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9912 2.618 0.9758 1.618 0.9664 1.000 0.9606 0.618 0.9570 HIGH 0.9512 0.618 0.9476 0.500 0.9465 0.382 0.9454 LOW 0.9418 0.618 0.9360 1.000 0.9324 1.618 0.9266 2.618 0.9172 4.250 0.9019
Fisher Pivots for day following 24-Jan-2008 Pivot 1 day 3 day R1 0.9465 0.9508 PP 0.9460 0.9489 S1 0.9456 0.9470

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