CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 02-Apr-2007

Day Change Summary
	Previous	Current
	30-Mar-2007	02-Apr-2007	Change	Change %	Previous Week
Open	0.8554	0.8592	0.0038	0.4%	0.8567
High	0.8618	0.8599	-0.0019	-0.2%	0.8684
Low	0.8530	0.8553	0.0023	0.3%	0.8530
Close	0.8575	0.8574	-0.0001	0.0%	0.8575
Range	0.0088	0.0046	-0.0042	-47.7%	0.0154
ATR	0.0084	0.0081	-0.0003	-3.2%	0.0000
Volume	127,847	146,044	18,197	14.2%	580,041

Daily Pivots for day following 02-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8713	0.8690	0.8599
R3	0.8667	0.8644	0.8587
R2	0.8621	0.8621	0.8582
R1	0.8598	0.8598	0.8578	0.8587
PP	0.8575	0.8575	0.8575	0.8570
S1	0.8552	0.8552	0.8570	0.8541
S2	0.8529	0.8529	0.8566
S3	0.8483	0.8506	0.8561
S4	0.8437	0.8460	0.8549

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9058	0.8971	0.8660
R3	0.8904	0.8817	0.8617
R2	0.8750	0.8750	0.8603
R1	0.8663	0.8663	0.8589	0.8707
PP	0.8596	0.8596	0.8596	0.8618
S1	0.8509	0.8509	0.8561	0.8553
S2	0.8442	0.8442	0.8547
S3	0.8288	0.8355	0.8533
S4	0.8134	0.8201	0.8490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8684	0.8530	0.0154	1.8%	0.0082	1.0%	29%	False	False	123,116
10	0.8684	0.8530	0.0154	1.8%	0.0075	0.9%	29%	False	False	110,665
20	0.8795	0.8530	0.0265	3.1%	0.0085	1.0%	17%	False	False	90,737
40	0.8799	0.8315	0.0484	5.6%	0.0078	0.9%	54%	False	False	46,063
60	0.8799	0.8315	0.0484	5.6%	0.0066	0.8%	54%	False	False	31,152
80	0.8901	0.8315	0.0586	6.8%	0.0056	0.7%	44%	False	False	23,443

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.8795
2.618	0.8719
1.618	0.8673
1.000	0.8645
0.618	0.8627
HIGH	0.8599
0.618	0.8581
0.500	0.8576
0.382	0.8571
LOW	0.8553
0.618	0.8525
1.000	0.8507
1.618	0.8479
2.618	0.8433
4.250	0.8358

Fisher Pivots for day following 02-Apr-2007
Pivot	1 day	3 day
R1	0.8576	0.8594
PP	0.8575	0.8587
S1	0.8575	0.8581

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

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