CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 29-May-2007

Day Change Summary
	Previous	Current
	25-May-2007	29-May-2007	Change	Change %	Previous Week
Open	0.8261	0.8237	-0.0024	-0.3%	0.8294
High	0.8300	0.8274	-0.0026	-0.3%	0.8300
Low	0.8236	0.8230	-0.0006	-0.1%	0.8232
Close	0.8239	0.8249	0.0010	0.1%	0.8239
Range	0.0064	0.0044	-0.0020	-31.3%	0.0068
ATR	0.0048	0.0048	0.0000	-0.6%	0.0000
Volume	94,236	94,622	386	0.4%	349,001

Daily Pivots for day following 29-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8383	0.8360	0.8273
R3	0.8339	0.8316	0.8261
R2	0.8295	0.8295	0.8257
R1	0.8272	0.8272	0.8253	0.8284
PP	0.8251	0.8251	0.8251	0.8257
S1	0.8228	0.8228	0.8245	0.8240
S2	0.8207	0.8207	0.8241
S3	0.8163	0.8184	0.8237
S4	0.8119	0.8140	0.8225

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8461	0.8418	0.8276
R3	0.8393	0.8350	0.8258
R2	0.8325	0.8325	0.8251
R1	0.8282	0.8282	0.8245	0.8270
PP	0.8257	0.8257	0.8257	0.8251
S1	0.8214	0.8214	0.8233	0.8202
S2	0.8189	0.8189	0.8227
S3	0.8121	0.8146	0.8220
S4	0.8053	0.8078	0.8202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8300	0.8230	0.0070	0.8%	0.0041	0.5%	27%	False	True	79,217
10	0.8361	0.8230	0.0131	1.6%	0.0043	0.5%	15%	False	True	77,213
20	0.8447	0.8230	0.0217	2.6%	0.0044	0.5%	9%	False	True	74,996
40	0.8567	0.8230	0.0337	4.1%	0.0049	0.6%	6%	False	True	78,459
60	0.8795	0.8230	0.0565	6.8%	0.0061	0.7%	3%	False	True	82,552
80	0.8799	0.8230	0.0569	6.9%	0.0064	0.8%	3%	False	True	62,261
100	0.8799	0.8230	0.0569	6.9%	0.0059	0.7%	3%	False	True	50,075
120	0.8901	0.8230	0.0671	8.1%	0.0054	0.7%	3%	False	True	41,782

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8461
2.618	0.8389
1.618	0.8345
1.000	0.8318
0.618	0.8301
HIGH	0.8274
0.618	0.8257
0.500	0.8252
0.382	0.8247
LOW	0.8230
0.618	0.8203
1.000	0.8186
1.618	0.8159
2.618	0.8115
4.250	0.8043

Fisher Pivots for day following 29-May-2007
Pivot	1 day	3 day
R1	0.8252	0.8265
PP	0.8251	0.8260
S1	0.8250	0.8254

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

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