CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 07-May-2007

Day Change Summary
	Previous	Current
	04-May-2007	07-May-2007	Change	Change %	Previous Week
Open	0.8350	0.8372	0.0022	0.3%	0.8426
High	0.8387	0.8393	0.0006	0.1%	0.8447
Low	0.8346	0.8363	0.0017	0.2%	0.8346
Close	0.8370	0.8373	0.0003	0.0%	0.8370
Range	0.0041	0.0030	-0.0011	-26.8%	0.0101
ATR	0.0060	0.0057	-0.0002	-3.5%	0.0000
Volume	53,659	33,432	-20,227	-37.7%	321,847

Daily Pivots for day following 07-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8466	0.8450	0.8390
R3	0.8436	0.8420	0.8381
R2	0.8406	0.8406	0.8379
R1	0.8390	0.8390	0.8376	0.8398
PP	0.8376	0.8376	0.8376	0.8381
S1	0.8360	0.8360	0.8370	0.8368
S2	0.8346	0.8346	0.8368
S3	0.8316	0.8330	0.8365
S4	0.8286	0.8300	0.8357

Weekly Pivots for week ending 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8691	0.8631	0.8426
R3	0.8590	0.8530	0.8398
R2	0.8489	0.8489	0.8389
R1	0.8429	0.8429	0.8379	0.8409
PP	0.8388	0.8388	0.8388	0.8377
S1	0.8328	0.8328	0.8361	0.8308
S2	0.8287	0.8287	0.8351
S3	0.8186	0.8227	0.8342
S4	0.8085	0.8126	0.8314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8447	0.8346	0.0101	1.2%	0.0045	0.5%	27%	False	False	60,419
10	0.8518	0.8346	0.0172	2.1%	0.0051	0.6%	16%	False	False	71,037
20	0.8567	0.8346	0.0221	2.6%	0.0056	0.7%	12%	False	False	78,386
40	0.8745	0.8346	0.0399	4.8%	0.0063	0.8%	7%	False	False	91,571
60	0.8799	0.8343	0.0456	5.4%	0.0070	0.8%	7%	False	False	63,010
80	0.8799	0.8315	0.0484	5.8%	0.0064	0.8%	12%	False	False	47,606
100	0.8799	0.8315	0.0484	5.8%	0.0057	0.7%	12%	False	False	38,157

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.8521
2.618	0.8472
1.618	0.8442
1.000	0.8423
0.618	0.8412
HIGH	0.8393
0.618	0.8382
0.500	0.8378
0.382	0.8374
LOW	0.8363
0.618	0.8344
1.000	0.8333
1.618	0.8314
2.618	0.8284
4.250	0.8236

Fisher Pivots for day following 07-May-2007
Pivot	1 day	3 day
R1	0.8378	0.8372
PP	0.8376	0.8371
S1	0.8375	0.8370

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

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