CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 08-Jun-2007

Day Change Summary
	Previous	Current
	07-Jun-2007	08-Jun-2007	Change	Change %	Previous Week
Open	0.8272	0.8276	0.0004	0.0%	0.8204
High	0.8289	0.8289	0.0000	0.0%	0.8289
Low	0.8235	0.8212	-0.0023	-0.3%	0.8204
Close	0.8267	0.8227	-0.0040	-0.5%	0.8227
Range	0.0054	0.0077	0.0023	42.6%	0.0085
ATR	0.0046	0.0049	0.0002	4.7%	0.0000
Volume	154,739	149,080	-5,659	-3.7%	640,333

Daily Pivots for day following 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8474	0.8427	0.8269
R3	0.8397	0.8350	0.8248
R2	0.8320	0.8320	0.8241
R1	0.8273	0.8273	0.8234	0.8258
PP	0.8243	0.8243	0.8243	0.8235
S1	0.8196	0.8196	0.8220	0.8181
S2	0.8166	0.8166	0.8213
S3	0.8089	0.8119	0.8206
S4	0.8012	0.8042	0.8185

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8495	0.8446	0.8274
R3	0.8410	0.8361	0.8250
R2	0.8325	0.8325	0.8243
R1	0.8276	0.8276	0.8235	0.8301
PP	0.8240	0.8240	0.8240	0.8252
S1	0.8191	0.8191	0.8219	0.8216
S2	0.8155	0.8155	0.8211
S3	0.8070	0.8106	0.8204
S4	0.7985	0.8021	0.8180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8289	0.8204	0.0085	1.0%	0.0054	0.7%	27%	True	False	128,066
10	0.8300	0.8202	0.0098	1.2%	0.0048	0.6%	26%	False	False	108,388
20	0.8409	0.8202	0.0207	2.5%	0.0045	0.5%	12%	False	False	91,858
40	0.8567	0.8202	0.0365	4.4%	0.0050	0.6%	7%	False	False	86,813
60	0.8702	0.8202	0.0500	6.1%	0.0055	0.7%	5%	False	False	90,875
80	0.8799	0.8202	0.0597	7.3%	0.0063	0.8%	4%	False	False	73,387
100	0.8799	0.8202	0.0597	7.3%	0.0060	0.7%	4%	False	False	59,008
120	0.8799	0.8202	0.0597	7.3%	0.0055	0.7%	4%	False	False	49,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.8616
2.618	0.8491
1.618	0.8414
1.000	0.8366
0.618	0.8337
HIGH	0.8289
0.618	0.8260
0.500	0.8251
0.382	0.8241
LOW	0.8212
0.618	0.8164
1.000	0.8135
1.618	0.8087
2.618	0.8010
4.250	0.7885

Fisher Pivots for day following 08-Jun-2007
Pivot	1 day	3 day
R1	0.8251	0.8251
PP	0.8243	0.8243
S1	0.8235	0.8235

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

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