CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 25-Apr-2007

Day Change Summary
	Previous	Current
	24-Apr-2007	25-Apr-2007	Change	Change %	Previous Week
Open	0.8492	0.8493	0.0001	0.0%	0.8448
High	0.8518	0.8514	-0.0004	0.0%	0.8567
Low	0.8467	0.8472	0.0005	0.1%	0.8410
Close	0.8487	0.8484	-0.0003	0.0%	0.8485
Range	0.0051	0.0042	-0.0009	-17.6%	0.0157
ATR	0.0066	0.0064	-0.0002	-2.6%	0.0000
Volume	81,200	71,864	-9,336	-11.5%	505,519

Daily Pivots for day following 25-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8616	0.8592	0.8507
R3	0.8574	0.8550	0.8496
R2	0.8532	0.8532	0.8492
R1	0.8508	0.8508	0.8488	0.8499
PP	0.8490	0.8490	0.8490	0.8486
S1	0.8466	0.8466	0.8480	0.8457
S2	0.8448	0.8448	0.8476
S3	0.8406	0.8424	0.8472
S4	0.8364	0.8382	0.8461

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	0.8461	0.0106	1.2%	0.0055	0.7%	22%	False	False	85,720
10	0.8567	0.8410	0.0157	1.9%	0.0063	0.7%	47%	False	False	90,462
20	0.8658	0.8410	0.0248	2.9%	0.0057	0.7%	30%	False	False	90,965
40	0.8799	0.8410	0.0389	4.6%	0.0074	0.9%	19%	False	False	80,200
60	0.8799	0.8315	0.0484	5.7%	0.0070	0.8%	35%	False	False	53,787
80	0.8799	0.8315	0.0484	5.7%	0.0062	0.7%	35%	False	False	40,661
100	0.8918	0.8315	0.0603	7.1%	0.0055	0.6%	28%	False	False	32,588

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	0.0018
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8693
2.618	0.8624
1.618	0.8582
1.000	0.8556
0.618	0.8540
HIGH	0.8514
0.618	0.8498
0.500	0.8493
0.382	0.8488
LOW	0.8472
0.618	0.8446
1.000	0.8430
1.618	0.8404
2.618	0.8362
4.250	0.8294

Fisher Pivots for day following 25-Apr-2007
Pivot	1 day	3 day
R1	0.8493	0.8491
PP	0.8490	0.8488
S1	0.8487	0.8486

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

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