CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 30-May-2007

Day Change Summary
	Previous	Current
	29-May-2007	30-May-2007	Change	Change %	Previous Week
Open	0.8330	0.8340	0.0010	0.1%	0.8381
High	0.8369	0.8356	-0.0013	-0.2%	0.8394
Low	0.8327	0.8330	0.0003	0.0%	0.8330
Close	0.8345	0.8341	-0.0004	0.0%	0.8335
Range	0.0042	0.0026	-0.0016	-38.1%	0.0064
ATR	0.0040	0.0039	-0.0001	-2.5%	0.0000
Volume	507	1,178	671	132.3%	2,333

Daily Pivots for day following 30-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8420	0.8407	0.8355
R3	0.8394	0.8381	0.8348
R2	0.8368	0.8368	0.8346
R1	0.8355	0.8355	0.8343	0.8362
PP	0.8342	0.8342	0.8342	0.8346
S1	0.8329	0.8329	0.8339	0.8336
S2	0.8316	0.8316	0.8336
S3	0.8290	0.8303	0.8334
S4	0.8264	0.8277	0.8327

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	0.8327	0.0067	0.8%	0.0038	0.5%	21%	False	False	563
10	0.8447	0.8327	0.0120	1.4%	0.0037	0.4%	12%	False	False	508
20	0.8509	0.8327	0.0182	2.2%	0.0034	0.4%	8%	False	False	305
40	0.8665	0.8327	0.0338	4.1%	0.0039	0.5%	4%	False	False	243
60	0.8840	0.8327	0.0513	6.2%	0.0044	0.5%	3%	False	False	198
80	0.8885	0.8327	0.0558	6.7%	0.0035	0.4%	3%	False	False	244
100	0.8885	0.8327	0.0558	6.7%	0.0029	0.4%	3%	False	False	196
120	0.8983	0.8327	0.0656	7.9%	0.0025	0.3%	2%	False	False	163

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

Fibonacci Retracements and Extensions
4.250	0.8467
2.618	0.8424
1.618	0.8398
1.000	0.8382
0.618	0.8372
HIGH	0.8356
0.618	0.8346
0.500	0.8343
0.382	0.8340
LOW	0.8330
0.618	0.8314
1.000	0.8304
1.618	0.8288
2.618	0.8262
4.250	0.8220

Fisher Pivots for day following 30-May-2007
Pivot	1 day	3 day
R1	0.8343	0.8361
PP	0.8342	0.8354
S1	0.8342	0.8348

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

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