CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 05-Jun-2007

Day Change Summary
	Previous	Current
	04-Jun-2007	05-Jun-2007	Change	Change %	Previous Week
Open	0.8305	0.8325	0.0020	0.2%	0.8330
High	0.8338	0.8365	0.0027	0.3%	0.8369
Low	0.8300	0.8311	0.0011	0.1%	0.8298
Close	0.8320	0.8352	0.0032	0.4%	0.8306
Range	0.0038	0.0054	0.0016	42.1%	0.0071
ATR	0.0038	0.0039	0.0001	3.1%	0.0000
Volume	2,394	6,665	4,271	178.4%	7,731

Daily Pivots for day following 05-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8505	0.8482	0.8382
R3	0.8451	0.8428	0.8367
R2	0.8397	0.8397	0.8362
R1	0.8374	0.8374	0.8357	0.8386
PP	0.8343	0.8343	0.8343	0.8348
S1	0.8320	0.8320	0.8347	0.8332
S2	0.8289	0.8289	0.8342
S3	0.8235	0.8266	0.8337
S4	0.8181	0.8212	0.8322

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	0.8365	0.8298	0.0067	0.8%	0.0036	0.4%	81%	True	False	3,256
10	0.8394	0.8298	0.0096	1.1%	0.0036	0.4%	56%	False	False	1,839
20	0.8502	0.8298	0.0204	2.4%	0.0036	0.4%	26%	False	False	1,036
40	0.8665	0.8298	0.0367	4.4%	0.0040	0.5%	15%	False	False	596
60	0.8800	0.8298	0.0502	6.0%	0.0043	0.5%	11%	False	False	443
80	0.8885	0.8298	0.0587	7.0%	0.0037	0.4%	9%	False	False	433
100	0.8885	0.8298	0.0587	7.0%	0.0031	0.4%	9%	False	False	347
120	0.8885	0.8298	0.0587	7.0%	0.0026	0.3%	9%	False	False	289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8595
2.618	0.8506
1.618	0.8452
1.000	0.8419
0.618	0.8398
HIGH	0.8365
0.618	0.8344
0.500	0.8338
0.382	0.8332
LOW	0.8311
0.618	0.8278
1.000	0.8257
1.618	0.8224
2.618	0.8170
4.250	0.8082

Fisher Pivots for day following 05-Jun-2007
Pivot	1 day	3 day
R1	0.8347	0.8345
PP	0.8343	0.8338
S1	0.8338	0.8332

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

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