I only follow the ER2 so I don't know if this applies to your other symbols but on ER2 your volume numbers are always 1 day behind. Look at today's page, the volume for 11/26/07 is listed as 84,227, but that was Friday`s 11/23/07 volume as listed on CME web site. The confusion might be due to the way CME posts "estimated" volume at end of day and then posts "prior day" actual volume in the settlement section on the right side.
This applies to most but not all symbols. It's a problem that we're aware of and trying to find a solution to.