CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 11-Jun-2007

Day Change Summary
	Previous	Current
	08-Jun-2007	11-Jun-2007	Change	Change %	Previous Week
Open	0.8276	0.8221	-0.0055	-0.7%	0.8204
High	0.8289	0.8237	-0.0052	-0.6%	0.8289
Low	0.8212	0.8212	0.0000	0.0%	0.8204
Close	0.8227	0.8217	-0.0010	-0.1%	0.8227
Range	0.0077	0.0025	-0.0052	-67.5%	0.0085
ATR	0.0049	0.0047	-0.0002	-3.5%	0.0000
Volume	149,080	82,310	-66,770	-44.8%	640,333

Daily Pivots for day following 11-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8297	0.8282	0.8231
R3	0.8272	0.8257	0.8224
R2	0.8247	0.8247	0.8222
R1	0.8232	0.8232	0.8219	0.8227
PP	0.8222	0.8222	0.8222	0.8220
S1	0.8207	0.8207	0.8215	0.8202
S2	0.8197	0.8197	0.8212
S3	0.8172	0.8182	0.8210
S4	0.8147	0.8157	0.8203

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	0.8212	0.0077	0.9%	0.0052	0.6%	6%	False	True	128,602
10	0.8289	0.8202	0.0087	1.1%	0.0045	0.5%	17%	False	False	107,195
20	0.8368	0.8202	0.0166	2.0%	0.0043	0.5%	9%	False	False	89,901
40	0.8567	0.8202	0.0365	4.4%	0.0049	0.6%	4%	False	False	86,975
60	0.8702	0.8202	0.0500	6.1%	0.0054	0.7%	3%	False	False	88,528
80	0.8799	0.8202	0.0597	7.3%	0.0063	0.8%	3%	False	False	74,404
100	0.8799	0.8202	0.0597	7.3%	0.0060	0.7%	3%	False	False	59,824
120	0.8799	0.8202	0.0597	7.3%	0.0055	0.7%	3%	False	False	49,920

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 44 trading days

Fibonacci Retracements and Extensions
4.250	0.8343
2.618	0.8302
1.618	0.8277
1.000	0.8262
0.618	0.8252
HIGH	0.8237
0.618	0.8227
0.500	0.8225
0.382	0.8222
LOW	0.8212
0.618	0.8197
1.000	0.8187
1.618	0.8172
2.618	0.8147
4.250	0.8106

Fisher Pivots for day following 11-Jun-2007
Pivot	1 day	3 day
R1	0.8225	0.8251
PP	0.8222	0.8239
S1	0.8220	0.8228

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

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