CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 25-May-2007

Day Change Summary
	Previous	Current
	24-May-2007	25-May-2007	Change	Change %	Previous Week
Open	0.8346	0.8361	0.0015	0.2%	0.8381
High	0.8366	0.8394	0.0028	0.3%	0.8394
Low	0.8340	0.8332	-0.0008	-0.1%	0.8330
Close	0.8358	0.8335	-0.0023	-0.3%	0.8335
Range	0.0026	0.0062	0.0036	138.5%	0.0064
ATR	0.0038	0.0039	0.0002	4.6%	0.0000
Volume	384	526	142	37.0%	2,333

Daily Pivots for day following 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8540	0.8499	0.8369
R3	0.8478	0.8437	0.8352
R2	0.8416	0.8416	0.8346
R1	0.8375	0.8375	0.8341	0.8365
PP	0.8354	0.8354	0.8354	0.8348
S1	0.8313	0.8313	0.8329	0.8303
S2	0.8292	0.8292	0.8324
S3	0.8230	0.8251	0.8318
S4	0.8168	0.8189	0.8301

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8545	0.8504	0.8370
R3	0.8481	0.8440	0.8353
R2	0.8417	0.8417	0.8347
R1	0.8376	0.8376	0.8341	0.8365
PP	0.8353	0.8353	0.8353	0.8347
S1	0.8312	0.8312	0.8329	0.8301
S2	0.8289	0.8289	0.8323
S3	0.8225	0.8248	0.8317
S4	0.8161	0.8184	0.8300

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8394	0.8330	0.0064	0.8%	0.0036	0.4%	8%	True	False	466
10	0.8458	0.8330	0.0128	1.5%	0.0035	0.4%	4%	False	False	359
20	0.8537	0.8330	0.0207	2.5%	0.0034	0.4%	2%	False	False	230
40	0.8687	0.8330	0.0357	4.3%	0.0040	0.5%	1%	False	False	221
60	0.8885	0.8330	0.0555	6.7%	0.0044	0.5%	1%	False	False	169
80	0.8885	0.8330	0.0555	6.7%	0.0035	0.4%	1%	False	False	223
100	0.8885	0.8330	0.0555	6.7%	0.0029	0.3%	1%	False	False	179
120	0.9024	0.8330	0.0694	8.3%	0.0024	0.3%	1%	False	False	149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8658
2.618	0.8556
1.618	0.8494
1.000	0.8456
0.618	0.8432
HIGH	0.8394
0.618	0.8370
0.500	0.8363
0.382	0.8356
LOW	0.8332
0.618	0.8294
1.000	0.8270
1.618	0.8232
2.618	0.8170
4.250	0.8069

Fisher Pivots for day following 25-May-2007
Pivot	1 day	3 day
R1	0.8363	0.8362
PP	0.8354	0.8353
S1	0.8344	0.8344

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

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