CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 12-Jun-2007

Day Change Summary
	Previous	Current
	11-Jun-2007	12-Jun-2007	Change	Change %	Previous Week
Open	0.8318	0.8319	0.0001	0.0%	0.8305
High	0.8333	0.8325	-0.0008	-0.1%	0.8385
Low	0.8310	0.8307	-0.0003	0.0%	0.8300
Close	0.8312	0.8313	0.0001	0.0%	0.8322
Range	0.0023	0.0018	-0.0005	-21.7%	0.0085
ATR	0.0041	0.0039	-0.0002	-4.0%	0.0000
Volume	47,717	46,893	-824	-1.7%	79,250

Daily Pivots for day following 12-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8359	0.8323
R3	0.8351	0.8341	0.8318
R2	0.8333	0.8333	0.8316
R1	0.8323	0.8323	0.8315	0.8319
PP	0.8315	0.8315	0.8315	0.8313
S1	0.8305	0.8305	0.8311	0.8301
S2	0.8297	0.8297	0.8310
S3	0.8279	0.8287	0.8308
S4	0.8261	0.8269	0.8303

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8591	0.8541	0.8369
R3	0.8506	0.8456	0.8345
R2	0.8421	0.8421	0.8338
R1	0.8371	0.8371	0.8330	0.8396
PP	0.8336	0.8336	0.8336	0.8348
S1	0.8286	0.8286	0.8314	0.8311
S2	0.8251	0.8251	0.8306
S3	0.8166	0.8201	0.8299
S4	0.8081	0.8116	0.8275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8385	0.8307	0.0078	0.9%	0.0042	0.5%	8%	False	True	32,960
10	0.8385	0.8298	0.0087	1.0%	0.0039	0.5%	17%	False	False	18,108
20	0.8455	0.8298	0.0157	1.9%	0.0038	0.5%	10%	False	False	9,252
40	0.8665	0.8298	0.0367	4.4%	0.0039	0.5%	4%	False	False	4,690
60	0.8779	0.8298	0.0481	5.8%	0.0043	0.5%	3%	False	False	3,187
80	0.8885	0.8298	0.0587	7.1%	0.0040	0.5%	3%	False	False	2,398
100	0.8885	0.8298	0.0587	7.1%	0.0033	0.4%	3%	False	False	1,994
120	0.8885	0.8298	0.0587	7.1%	0.0028	0.3%	3%	False	False	1,662

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8402
2.618	0.8372
1.618	0.8354
1.000	0.8343
0.618	0.8336
HIGH	0.8325
0.618	0.8318
0.500	0.8316
0.382	0.8314
LOW	0.8307
0.618	0.8296
1.000	0.8289
1.618	0.8278
2.618	0.8260
4.250	0.8231

Fisher Pivots for day following 12-Jun-2007
Pivot	1 day	3 day
R1	0.8316	0.8346
PP	0.8315	0.8335
S1	0.8314	0.8324

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These figures are updated between 7pm and 10pm EST after a trading day.

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