CME Japanese Yen Future June 2008

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Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary Previous Current 30-Jan-2008 31-Jan-2008 Change Change % Previous Week Open 0.9450 0.9474 0.0024 0.3% 0.9460 High 0.9485 0.9524 0.0039 0.4% 0.9597 Low 0.9390 0.9440 0.0050 0.5% 0.9364 Close 0.9432 0.9472 0.0040 0.4% 0.9433 Range 0.0095 0.0084 -0.0011 -11.6% 0.0233 ATR 0.0085 0.0086 0.0000 0.6% 0.0000 Volume 69 228 159 230.4% 2,377
Daily Pivots for day following 31-Jan-2008 Classic Woodie Camarilla DeMark R4 0.9731 0.9685 0.9518 R3 0.9647 0.9601 0.9495 R2 0.9563 0.9563 0.9487 R1 0.9517 0.9517 0.9480 0.9498 PP 0.9479 0.9479 0.9479 0.9469 S1 0.9433 0.9433 0.9464 0.9414 S2 0.9395 0.9395 0.9457 S3 0.9311 0.9349 0.9449 S4 0.9227 0.9265 0.9426	Weekly Pivots for week ending 25-Jan-2008 Classic Woodie Camarilla DeMark R4 1.0164 1.0031 0.9561 R3 0.9931 0.9798 0.9497 R2 0.9698 0.9698 0.9476 R1 0.9565 0.9565 0.9454 0.9515 PP 0.9465 0.9465 0.9465 0.9440 S1 0.9332 0.9332 0.9412 0.9282 S2 0.9232 0.9232 0.9390 S3 0.8999 0.9099 0.9369 S4 0.8766 0.8866 0.9305
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9524 0.9364 0.0160 1.7% 0.0078 0.8% 68% True False 308 10 0.9597 0.9364 0.0233 2.5% 0.0089 0.9% 46% False False 421 20 0.9597 0.9229 0.0368 3.9% 0.0080 0.8% 66% False False 407
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 0.0018 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9881 2.618 0.9744 1.618 0.9660 1.000 0.9608 0.618 0.9576 HIGH 0.9524 0.618 0.9492 0.500 0.9482 0.382 0.9472 LOW 0.9440 0.618 0.9388 1.000 0.9356 1.618 0.9304 2.618 0.9220 4.250 0.9083
Fisher Pivots for day following 31-Jan-2008 Pivot 1 day 3 day R1 0.9482 0.9467 PP 0.9479 0.9462 S1 0.9475 0.9457

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