CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 22-May-2007

Day Change Summary
	Previous	Current
	21-May-2007	22-May-2007	Change	Change %	Previous Week
Open	0.8294	0.8261	-0.0033	-0.4%	0.8354
High	0.8298	0.8279	-0.0019	-0.2%	0.8368
Low	0.8251	0.8252	0.0001	0.0%	0.8269
Close	0.8264	0.8256	-0.0008	-0.1%	0.8284
Range	0.0047	0.0027	-0.0020	-42.6%	0.0099
ATR	0.0051	0.0049	-0.0002	-3.4%	0.0000
Volume	47,535	38,098	-9,437	-19.9%	377,064

Daily Pivots for day following 22-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8343	0.8327	0.8271
R3	0.8316	0.8300	0.8263
R2	0.8289	0.8289	0.8261
R1	0.8273	0.8273	0.8258	0.8268
PP	0.8262	0.8262	0.8262	0.8260
S1	0.8246	0.8246	0.8254	0.8241
S2	0.8235	0.8235	0.8251
S3	0.8208	0.8219	0.8249
S4	0.8181	0.8192	0.8241

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	0.8358	0.8251	0.0107	1.3%	0.0044	0.5%	5%	False	False	66,872
10	0.8409	0.8251	0.0158	1.9%	0.0043	0.5%	3%	False	False	75,502
20	0.8514	0.8251	0.0263	3.2%	0.0046	0.6%	2%	False	False	73,451
40	0.8684	0.8251	0.0433	5.2%	0.0054	0.7%	1%	False	False	82,606
60	0.8799	0.8251	0.0548	6.6%	0.0065	0.8%	1%	False	False	76,843
80	0.8799	0.8251	0.0548	6.6%	0.0064	0.8%	1%	False	False	57,809
100	0.8799	0.8251	0.0548	6.6%	0.0059	0.7%	1%	False	False	46,501

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	0.0011
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.8394
2.618	0.8350
1.618	0.8323
1.000	0.8306
0.618	0.8296
HIGH	0.8279
0.618	0.8269
0.500	0.8266
0.382	0.8262
LOW	0.8252
0.618	0.8235
1.000	0.8225
1.618	0.8208
2.618	0.8181
4.250	0.8137

Fisher Pivots for day following 22-May-2007
Pivot	1 day	3 day
R1	0.8266	0.8284
PP	0.8262	0.8275
S1	0.8259	0.8265

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

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