CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 04-Jun-2007

Day Change Summary
	Previous	Current
	01-Jun-2007	04-Jun-2007	Change	Change %	Previous Week
Open	0.8327	0.8305	-0.0022	-0.3%	0.8330
High	0.8327	0.8338	0.0011	0.1%	0.8369
Low	0.8298	0.8300	0.0002	0.0%	0.8298
Close	0.8306	0.8320	0.0014	0.2%	0.8306
Range	0.0029	0.0038	0.0009	31.0%	0.0071
ATR	0.0038	0.0038	0.0000	0.0%	0.0000
Volume	2,680	2,394	-286	-10.7%	7,731

Daily Pivots for day following 04-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8433	0.8415	0.8341
R3	0.8395	0.8377	0.8330
R2	0.8357	0.8357	0.8327
R1	0.8339	0.8339	0.8323	0.8348
PP	0.8319	0.8319	0.8319	0.8324
S1	0.8301	0.8301	0.8317	0.8310
S2	0.8281	0.8281	0.8313
S3	0.8243	0.8263	0.8310
S4	0.8205	0.8225	0.8299

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	0.8369	0.8298	0.0071	0.9%	0.0034	0.4%	31%	False	False	2,025
10	0.8394	0.8298	0.0096	1.2%	0.0035	0.4%	23%	False	False	1,245
20	0.8502	0.8298	0.0204	2.5%	0.0034	0.4%	11%	False	False	704
40	0.8665	0.8298	0.0367	4.4%	0.0039	0.5%	6%	False	False	431
60	0.8800	0.8298	0.0502	6.0%	0.0044	0.5%	4%	False	False	337
80	0.8885	0.8298	0.0587	7.1%	0.0037	0.4%	4%	False	False	350
100	0.8885	0.8298	0.0587	7.1%	0.0030	0.4%	4%	False	False	280
120	0.8885	0.8298	0.0587	7.1%	0.0025	0.3%	4%	False	False	233

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8500
2.618	0.8437
1.618	0.8399
1.000	0.8376
0.618	0.8361
HIGH	0.8338
0.618	0.8323
0.500	0.8319
0.382	0.8315
LOW	0.8300
0.618	0.8277
1.000	0.8262
1.618	0.8239
2.618	0.8201
4.250	0.8139

Fisher Pivots for day following 04-Jun-2007
Pivot	1 day	3 day
R1	0.8320	0.8322
PP	0.8319	0.8321
S1	0.8319	0.8321

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

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