CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 24-May-2007

Day Change Summary
	Previous	Current
	23-May-2007	24-May-2007	Change	Change %	Previous Week
Open	0.8354	0.8346	-0.0008	-0.1%	0.8458
High	0.8366	0.8366	0.0000	0.0%	0.8458
Low	0.8330	0.8340	0.0010	0.1%	0.8368
Close	0.8343	0.8358	0.0015	0.2%	0.8380
Range	0.0036	0.0026	-0.0010	-27.8%	0.0090
ATR	0.0039	0.0038	-0.0001	-2.3%	0.0000
Volume	221	384	163	73.8%	1,259

Daily Pivots for day following 24-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8433	0.8421	0.8372
R3	0.8407	0.8395	0.8365
R2	0.8381	0.8381	0.8363
R1	0.8369	0.8369	0.8360	0.8375
PP	0.8355	0.8355	0.8355	0.8358
S1	0.8343	0.8343	0.8356	0.8349
S2	0.8329	0.8329	0.8353
S3	0.8303	0.8317	0.8351
S4	0.8277	0.8291	0.8344

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	0.8410	0.8330	0.0080	1.0%	0.0032	0.4%	35%	False	False	402
10	0.8498	0.8330	0.0168	2.0%	0.0033	0.4%	17%	False	False	320
20	0.8563	0.8330	0.0233	2.8%	0.0034	0.4%	12%	False	False	209
40	0.8704	0.8330	0.0374	4.5%	0.0040	0.5%	7%	False	False	210
60	0.8885	0.8330	0.0555	6.6%	0.0043	0.5%	5%	False	False	161
80	0.8885	0.8330	0.0555	6.6%	0.0034	0.4%	5%	False	False	217
100	0.8885	0.8330	0.0555	6.6%	0.0028	0.3%	5%	False	False	173
120	0.9024	0.8330	0.0694	8.3%	0.0023	0.3%	4%	False	False	144

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8477
2.618	0.8434
1.618	0.8408
1.000	0.8392
0.618	0.8382
HIGH	0.8366
0.618	0.8356
0.500	0.8353
0.382	0.8350
LOW	0.8340
0.618	0.8324
1.000	0.8314
1.618	0.8298
2.618	0.8272
4.250	0.8230

Fisher Pivots for day following 24-May-2007
Pivot	1 day	3 day
R1	0.8356	0.8355
PP	0.8355	0.8351
S1	0.8353	0.8348

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

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