CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 20-Apr-2007

Day Change Summary
	Previous	Current
	19-Apr-2007	20-Apr-2007	Change	Change %	Previous Week
Open	0.8502	0.8508	0.0006	0.1%	0.8448
High	0.8567	0.8519	-0.0048	-0.6%	0.8567
Low	0.8495	0.8467	-0.0028	-0.3%	0.8410
Close	0.8512	0.8485	-0.0027	-0.3%	0.8485
Range	0.0072	0.0052	-0.0020	-27.8%	0.0157
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	112,289	75,299	-36,990	-32.9%	505,519

Daily Pivots for day following 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8646	0.8618	0.8514
R3	0.8594	0.8566	0.8499
R2	0.8542	0.8542	0.8495
R1	0.8514	0.8514	0.8490	0.8502
PP	0.8490	0.8490	0.8490	0.8485
S1	0.8462	0.8462	0.8480	0.8450
S2	0.8438	0.8438	0.8475
S3	0.8386	0.8410	0.8471
S4	0.8334	0.8358	0.8456

Weekly Pivots for week ending 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8958	0.8879	0.8571
R3	0.8801	0.8722	0.8528
R2	0.8644	0.8644	0.8514
R1	0.8565	0.8565	0.8499	0.8605
PP	0.8487	0.8487	0.8487	0.8507
S1	0.8408	0.8408	0.8471	0.8448
S2	0.8330	0.8330	0.8456
S3	0.8173	0.8251	0.8442
S4	0.8016	0.8094	0.8399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8567	0.8410	0.0157	1.9%	0.0065	0.8%	48%	False	False	101,103
10	0.8567	0.8410	0.0157	1.9%	0.0058	0.7%	48%	False	False	78,804
20	0.8684	0.8410	0.0274	3.2%	0.0061	0.7%	27%	False	False	93,415
40	0.8799	0.8382	0.0417	4.9%	0.0079	0.9%	25%	False	False	74,354
60	0.8799	0.8315	0.0484	5.7%	0.0069	0.8%	35%	False	False	49,784
80	0.8799	0.8315	0.0484	5.7%	0.0061	0.7%	35%	False	False	37,663

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8740
2.618	0.8655
1.618	0.8603
1.000	0.8571
0.618	0.8551
HIGH	0.8519
0.618	0.8499
0.500	0.8493
0.382	0.8487
LOW	0.8467
0.618	0.8435
1.000	0.8415
1.618	0.8383
2.618	0.8331
4.250	0.8246

Fisher Pivots for day following 20-Apr-2007
Pivot	1 day	3 day
R1	0.8493	0.8517
PP	0.8490	0.8506
S1	0.8488	0.8496

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

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