CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 30-Apr-2007

Day Change Summary
	Previous	Current
	27-Apr-2007	30-Apr-2007	Change	Change %	Previous Week
Open	0.8413	0.8426	0.0013	0.2%	0.8490
High	0.8467	0.8443	-0.0024	-0.3%	0.8520
Low	0.8402	0.8403	0.0001	0.0%	0.8402
Close	0.8411	0.8417	0.0006	0.1%	0.8411
Range	0.0065	0.0040	-0.0025	-38.5%	0.0118
ATR	0.0065	0.0064	-0.0002	-2.8%	0.0000
Volume	93,751	53,183	-40,568	-43.3%	443,040

Daily Pivots for day following 30-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8541	0.8519	0.8439
R3	0.8501	0.8479	0.8428
R2	0.8461	0.8461	0.8424
R1	0.8439	0.8439	0.8421	0.8430
PP	0.8421	0.8421	0.8421	0.8417
S1	0.8399	0.8399	0.8413	0.8390
S2	0.8381	0.8381	0.8410
S3	0.8341	0.8359	0.8406
S4	0.8301	0.8319	0.8395

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8798	0.8723	0.8476
R3	0.8680	0.8605	0.8443
R2	0.8562	0.8562	0.8433
R1	0.8487	0.8487	0.8422	0.8466
PP	0.8444	0.8444	0.8444	0.8434
S1	0.8369	0.8369	0.8400	0.8348
S2	0.8326	0.8326	0.8389
S3	0.8208	0.8251	0.8379
S4	0.8090	0.8133	0.8346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8518	0.8402	0.0116	1.4%	0.0056	0.7%	13%	False	False	81,655
10	0.8567	0.8402	0.0165	2.0%	0.0060	0.7%	9%	False	False	87,573
20	0.8567	0.8402	0.0165	2.0%	0.0055	0.7%	9%	False	False	81,922
40	0.8795	0.8402	0.0393	4.7%	0.0070	0.8%	4%	False	False	86,329
60	0.8799	0.8315	0.0484	5.8%	0.0070	0.8%	21%	False	False	58,016
80	0.8799	0.8315	0.0484	5.8%	0.0063	0.7%	21%	False	False	43,844
100	0.8901	0.8315	0.0586	7.0%	0.0056	0.7%	17%	False	False	35,139

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	0.0015
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8613
2.618	0.8548
1.618	0.8508
1.000	0.8483
0.618	0.8468
HIGH	0.8443
0.618	0.8428
0.500	0.8423
0.382	0.8418
LOW	0.8403
0.618	0.8378
1.000	0.8363
1.618	0.8338
2.618	0.8298
4.250	0.8233

Fisher Pivots for day following 30-Apr-2007
Pivot	1 day	3 day
R1	0.8423	0.8447
PP	0.8421	0.8437
S1	0.8419	0.8427

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

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