CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 03-May-2007

Day Change Summary
	Previous	Current
	02-May-2007	03-May-2007	Change	Change %	Previous Week
Open	0.8396	0.8366	-0.0030	-0.4%	0.8490
High	0.8418	0.8381	-0.0037	-0.4%	0.8520
Low	0.8358	0.8346	-0.0012	-0.1%	0.8402
Close	0.8371	0.8350	-0.0021	-0.3%	0.8411
Range	0.0060	0.0035	-0.0025	-41.7%	0.0118
ATR	0.0063	0.0061	-0.0002	-3.2%	0.0000
Volume	73,449	52,282	-21,167	-28.8%	443,040

Daily Pivots for day following 03-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8464	0.8442	0.8369
R3	0.8429	0.8407	0.8360
R2	0.8394	0.8394	0.8356
R1	0.8372	0.8372	0.8353	0.8366
PP	0.8359	0.8359	0.8359	0.8356
S1	0.8337	0.8337	0.8347	0.8331
S2	0.8324	0.8324	0.8344
S3	0.8289	0.8302	0.8340
S4	0.8254	0.8267	0.8331

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	0.8467	0.8346	0.0121	1.4%	0.0052	0.6%	3%	False	True	72,387
10	0.8520	0.8346	0.0174	2.1%	0.0055	0.7%	2%	False	True	78,652
20	0.8567	0.8346	0.0221	2.6%	0.0057	0.7%	2%	False	True	78,684
40	0.8745	0.8346	0.0399	4.8%	0.0066	0.8%	1%	False	True	90,603
60	0.8799	0.8315	0.0484	5.8%	0.0070	0.8%	7%	False	False	61,586
80	0.8799	0.8315	0.0484	5.8%	0.0064	0.8%	7%	False	False	46,524
100	0.8799	0.8315	0.0484	5.8%	0.0057	0.7%	7%	False	False	37,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8530
2.618	0.8473
1.618	0.8438
1.000	0.8416
0.618	0.8403
HIGH	0.8381
0.618	0.8368
0.500	0.8364
0.382	0.8359
LOW	0.8346
0.618	0.8324
1.000	0.8311
1.618	0.8289
2.618	0.8254
4.250	0.8197

Fisher Pivots for day following 03-May-2007
Pivot	1 day	3 day
R1	0.8364	0.8397
PP	0.8359	0.8381
S1	0.8355	0.8366

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

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