CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 26-Apr-2007

Day Change Summary
	Previous	Current
	25-Apr-2007	26-Apr-2007	Change	Change %	Previous Week
Open	0.8493	0.8482	-0.0011	-0.1%	0.8448
High	0.8514	0.8491	-0.0023	-0.3%	0.8567
Low	0.8472	0.8407	-0.0065	-0.8%	0.8410
Close	0.8484	0.8414	-0.0070	-0.8%	0.8485
Range	0.0042	0.0084	0.0042	100.0%	0.0157
ATR	0.0064	0.0065	0.0001	2.2%	0.0000
Volume	71,864	108,277	36,413	50.7%	505,519

Daily Pivots for day following 26-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8689	0.8636	0.8460
R3	0.8605	0.8552	0.8437
R2	0.8521	0.8521	0.8429
R1	0.8468	0.8468	0.8422	0.8453
PP	0.8437	0.8437	0.8437	0.8430
S1	0.8384	0.8384	0.8406	0.8369
S2	0.8353	0.8353	0.8399
S3	0.8269	0.8300	0.8391
S4	0.8185	0.8216	0.8368

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	0.8520	0.8407	0.0113	1.3%	0.0058	0.7%	6%	False	True	84,917
10	0.8567	0.8407	0.0160	1.9%	0.0066	0.8%	4%	False	True	93,063
20	0.8618	0.8407	0.0211	2.5%	0.0056	0.7%	3%	False	True	88,270
40	0.8799	0.8407	0.0392	4.7%	0.0073	0.9%	2%	False	True	82,859
60	0.8799	0.8315	0.0484	5.8%	0.0070	0.8%	20%	False	False	55,580
80	0.8799	0.8315	0.0484	5.8%	0.0063	0.7%	20%	False	False	42,014
100	0.8918	0.8315	0.0603	7.2%	0.0055	0.7%	16%	False	False	33,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8848
2.618	0.8711
1.618	0.8627
1.000	0.8575
0.618	0.8543
HIGH	0.8491
0.618	0.8459
0.500	0.8449
0.382	0.8439
LOW	0.8407
0.618	0.8355
1.000	0.8323
1.618	0.8271
2.618	0.8187
4.250	0.8050

Fisher Pivots for day following 26-Apr-2007
Pivot	1 day	3 day
R1	0.8449	0.8463
PP	0.8437	0.8446
S1	0.8426	0.8430

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

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