CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 21-May-2007

Day Change Summary
	Previous	Current
	18-May-2007	21-May-2007	Change	Change %	Previous Week
Open	0.8278	0.8294	0.0016	0.2%	0.8354
High	0.8317	0.8298	-0.0019	-0.2%	0.8368
Low	0.8269	0.8251	-0.0018	-0.2%	0.8269
Close	0.8284	0.8264	-0.0020	-0.2%	0.8284
Range	0.0048	0.0047	-0.0001	-2.1%	0.0099
ATR	0.0051	0.0051	0.0000	-0.6%	0.0000
Volume	90,917	47,535	-43,382	-47.7%	377,064

Daily Pivots for day following 21-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8412	0.8385	0.8290
R3	0.8365	0.8338	0.8277
R2	0.8318	0.8318	0.8273
R1	0.8291	0.8291	0.8268	0.8281
PP	0.8271	0.8271	0.8271	0.8266
S1	0.8244	0.8244	0.8260	0.8234
S2	0.8224	0.8224	0.8255
S3	0.8177	0.8197	0.8251
S4	0.8130	0.8150	0.8238

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8604	0.8543	0.8338
R3	0.8505	0.8444	0.8311
R2	0.8406	0.8406	0.8302
R1	0.8345	0.8345	0.8293	0.8326
PP	0.8307	0.8307	0.8307	0.8298
S1	0.8246	0.8246	0.8275	0.8227
S2	0.8208	0.8208	0.8266
S3	0.8109	0.8147	0.8257
S4	0.8010	0.8048	0.8230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8361	0.8251	0.0110	1.3%	0.0046	0.6%	12%	False	True	75,210
10	0.8414	0.8251	0.0163	2.0%	0.0045	0.5%	8%	False	True	80,175
20	0.8518	0.8251	0.0267	3.2%	0.0048	0.6%	5%	False	True	75,606
40	0.8684	0.8251	0.0433	5.2%	0.0054	0.7%	3%	False	True	83,946
60	0.8799	0.8251	0.0548	6.6%	0.0069	0.8%	2%	False	True	76,226
80	0.8799	0.8251	0.0548	6.6%	0.0064	0.8%	2%	False	True	57,337
100	0.8799	0.8251	0.0548	6.6%	0.0059	0.7%	2%	False	True	46,120

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8498
2.618	0.8421
1.618	0.8374
1.000	0.8345
0.618	0.8327
HIGH	0.8298
0.618	0.8280
0.500	0.8275
0.382	0.8269
LOW	0.8251
0.618	0.8222
1.000	0.8204
1.618	0.8175
2.618	0.8128
4.250	0.8051

Fisher Pivots for day following 21-May-2007
Pivot	1 day	3 day
R1	0.8275	0.8285
PP	0.8271	0.8278
S1	0.8268	0.8271

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

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