CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 01-Jun-2007

Day Change Summary
	Previous	Current
	31-May-2007	01-Jun-2007	Change	Change %	Previous Week
Open	0.8339	0.8327	-0.0012	-0.1%	0.8330
High	0.8345	0.8327	-0.0018	-0.2%	0.8369
Low	0.8312	0.8298	-0.0014	-0.2%	0.8298
Close	0.8330	0.8306	-0.0024	-0.3%	0.8306
Range	0.0033	0.0029	-0.0004	-12.1%	0.0071
ATR	0.0038	0.0038	0.0000	-1.2%	0.0000
Volume	3,366	2,680	-686	-20.4%	7,731

Daily Pivots for day following 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8397	0.8381	0.8322
R3	0.8368	0.8352	0.8314
R2	0.8339	0.8339	0.8311
R1	0.8323	0.8323	0.8309	0.8317
PP	0.8310	0.8310	0.8310	0.8307
S1	0.8294	0.8294	0.8303	0.8288
S2	0.8281	0.8281	0.8301
S3	0.8252	0.8265	0.8298
S4	0.8223	0.8236	0.8290

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8537	0.8493	0.8345
R3	0.8466	0.8422	0.8326
R2	0.8395	0.8395	0.8319
R1	0.8351	0.8351	0.8313	0.8338
PP	0.8324	0.8324	0.8324	0.8318
S1	0.8280	0.8280	0.8299	0.8267
S2	0.8253	0.8253	0.8293
S3	0.8182	0.8209	0.8286
S4	0.8111	0.8138	0.8267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8394	0.8298	0.0096	1.2%	0.0038	0.5%	8%	False	True	1,651
10	0.8410	0.8298	0.0112	1.3%	0.0035	0.4%	7%	False	True	1,027
20	0.8502	0.8298	0.0204	2.5%	0.0034	0.4%	4%	False	True	595
40	0.8665	0.8298	0.0367	4.4%	0.0039	0.5%	2%	False	True	375
60	0.8800	0.8298	0.0502	6.0%	0.0043	0.5%	2%	False	True	297
80	0.8885	0.8298	0.0587	7.1%	0.0036	0.4%	1%	False	True	320
100	0.8885	0.8298	0.0587	7.1%	0.0030	0.4%	1%	False	True	256
120	0.8885	0.8298	0.0587	7.1%	0.0025	0.3%	1%	False	True	213

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8450
2.618	0.8403
1.618	0.8374
1.000	0.8356
0.618	0.8345
HIGH	0.8327
0.618	0.8316
0.500	0.8313
0.382	0.8309
LOW	0.8298
0.618	0.8280
1.000	0.8269
1.618	0.8251
2.618	0.8222
4.250	0.8175

Fisher Pivots for day following 01-Jun-2007
Pivot	1 day	3 day
R1	0.8313	0.8327
PP	0.8310	0.8320
S1	0.8308	0.8313

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

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