CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 05-Jun-2007

Day Change Summary
	Previous	Current
	04-Jun-2007	05-Jun-2007	Change	Change %	Previous Week
Open	0.8204	0.8229	0.0025	0.3%	0.8237
High	0.8243	0.8272	0.0029	0.4%	0.8274
Low	0.8204	0.8214	0.0010	0.1%	0.8202
Close	0.8224	0.8256	0.0032	0.4%	0.8210
Range	0.0039	0.0058	0.0019	48.7%	0.0072
ATR	0.0045	0.0046	0.0001	2.1%	0.0000
Volume	79,630	138,055	58,425	73.4%	349,316

Daily Pivots for day following 05-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8421	0.8397	0.8288
R3	0.8363	0.8339	0.8272
R2	0.8305	0.8305	0.8267
R1	0.8281	0.8281	0.8261	0.8293
PP	0.8247	0.8247	0.8247	0.8254
S1	0.8223	0.8223	0.8251	0.8235
S2	0.8189	0.8189	0.8245
S3	0.8131	0.8165	0.8240
S4	0.8073	0.8107	0.8224

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8445	0.8399	0.8250
R3	0.8373	0.8327	0.8230
R2	0.8301	0.8301	0.8223
R1	0.8255	0.8255	0.8217	0.8242
PP	0.8229	0.8229	0.8229	0.8222
S1	0.8183	0.8183	0.8203	0.8170
S2	0.8157	0.8157	0.8197
S3	0.8085	0.8111	0.8190
S4	0.8013	0.8039	0.8170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8272	0.8202	0.0070	0.8%	0.0040	0.5%	77%	True	False	94,475
10	0.8300	0.8202	0.0098	1.2%	0.0041	0.5%	55%	False	False	86,846
20	0.8414	0.8202	0.0212	2.6%	0.0043	0.5%	25%	False	False	83,510
40	0.8567	0.8202	0.0365	4.4%	0.0050	0.6%	15%	False	False	80,948
60	0.8745	0.8202	0.0543	6.6%	0.0056	0.7%	10%	False	False	88,884
80	0.8799	0.8202	0.0597	7.2%	0.0063	0.8%	9%	False	False	68,135
100	0.8799	0.8202	0.0597	7.2%	0.0060	0.7%	9%	False	False	54,787
120	0.8799	0.8202	0.0597	7.2%	0.0054	0.7%	9%	False	False	45,716

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8519
2.618	0.8424
1.618	0.8366
1.000	0.8330
0.618	0.8308
HIGH	0.8272
0.618	0.8250
0.500	0.8243
0.382	0.8236
LOW	0.8214
0.618	0.8178
1.000	0.8156
1.618	0.8120
2.618	0.8062
4.250	0.7968

Fisher Pivots for day following 05-Jun-2007
Pivot	1 day	3 day
R1	0.8252	0.8250
PP	0.8247	0.8243
S1	0.8243	0.8237

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

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