CME Japanese Yen Future September 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	0.8381	0.8360	-0.0021	-0.3%	0.8458
High	0.8387	0.8365	-0.0022	-0.3%	0.8458
Low	0.8348	0.8349	0.0001	0.0%	0.8368
Close	0.8360	0.8352	-0.0008	-0.1%	0.8380
Range	0.0039	0.0016	-0.0023	-59.0%	0.0090
ATR	0.0041	0.0039	-0.0002	-4.3%	0.0000
Volume	729	473	-256	-35.1%	1,259

Daily Pivots for day following 22-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8394	0.8361
R3	0.8387	0.8378	0.8356
R2	0.8371	0.8371	0.8355
R1	0.8362	0.8362	0.8353	0.8359
PP	0.8355	0.8355	0.8355	0.8354
S1	0.8346	0.8346	0.8351	0.8343
S2	0.8339	0.8339	0.8349
S3	0.8323	0.8330	0.8348
S4	0.8307	0.8314	0.8343

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8672	0.8616	0.8430
R3	0.8582	0.8526	0.8405
R2	0.8492	0.8492	0.8397
R1	0.8436	0.8436	0.8388	0.8419
PP	0.8402	0.8402	0.8402	0.8394
S1	0.8346	0.8346	0.8372	0.8329
S2	0.8312	0.8312	0.8364
S3	0.8222	0.8256	0.8355
S4	0.8132	0.8166	0.8331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8447	0.8348	0.0099	1.2%	0.0035	0.4%	4%	False	False	453
10	0.8498	0.8348	0.0150	1.8%	0.0035	0.4%	3%	False	False	277
20	0.8605	0.8348	0.0257	3.1%	0.0036	0.4%	2%	False	False	186
40	0.8779	0.8348	0.0431	5.2%	0.0044	0.5%	1%	False	False	200
60	0.8885	0.8348	0.0537	6.4%	0.0042	0.5%	1%	False	False	152
80	0.8885	0.8348	0.0537	6.4%	0.0034	0.4%	1%	False	False	209
100	0.8885	0.8348	0.0537	6.4%	0.0028	0.3%	1%	False	False	167

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	0.0006
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.8433
2.618	0.8407
1.618	0.8391
1.000	0.8381
0.618	0.8375
HIGH	0.8365
0.618	0.8359
0.500	0.8357
0.382	0.8355
LOW	0.8349
0.618	0.8339
1.000	0.8333
1.618	0.8323
2.618	0.8307
4.250	0.8281

Fisher Pivots for day following 22-May-2007
Pivot	1 day	3 day
R1	0.8357	0.8379
PP	0.8355	0.8370
S1	0.8354	0.8361

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

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