CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 06-Jun-2007

Day Change Summary
	Previous	Current
	05-Jun-2007	06-Jun-2007	Change	Change %	Previous Week
Open	0.8325	0.8350	0.0025	0.3%	0.8330
High	0.8365	0.8382	0.0017	0.2%	0.8369
Low	0.8311	0.8340	0.0029	0.3%	0.8298
Close	0.8352	0.8372	0.0020	0.2%	0.8306
Range	0.0054	0.0042	-0.0012	-22.2%	0.0071
ATR	0.0039	0.0039	0.0000	0.6%	0.0000
Volume	6,665	7,728	1,063	15.9%	7,731

Daily Pivots for day following 06-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8491	0.8473	0.8395
R3	0.8449	0.8431	0.8384
R2	0.8407	0.8407	0.8380
R1	0.8389	0.8389	0.8376	0.8398
PP	0.8365	0.8365	0.8365	0.8369
S1	0.8347	0.8347	0.8368	0.8356
S2	0.8323	0.8323	0.8364
S3	0.8281	0.8305	0.8360
S4	0.8239	0.8263	0.8349

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	0.8382	0.8298	0.0084	1.0%	0.0039	0.5%	88%	True	False	4,566
10	0.8394	0.8298	0.0096	1.1%	0.0039	0.5%	77%	False	False	2,564
20	0.8498	0.8298	0.0200	2.4%	0.0037	0.4%	37%	False	False	1,421
40	0.8665	0.8298	0.0367	4.4%	0.0040	0.5%	20%	False	False	789
60	0.8788	0.8298	0.0490	5.9%	0.0043	0.5%	15%	False	False	571
80	0.8885	0.8298	0.0587	7.0%	0.0038	0.5%	13%	False	False	530
100	0.8885	0.8298	0.0587	7.0%	0.0031	0.4%	13%	False	False	424
120	0.8885	0.8298	0.0587	7.0%	0.0026	0.3%	13%	False	False	353

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8561
2.618	0.8492
1.618	0.8450
1.000	0.8424
0.618	0.8408
HIGH	0.8382
0.618	0.8366
0.500	0.8361
0.382	0.8356
LOW	0.8340
0.618	0.8314
1.000	0.8298
1.618	0.8272
2.618	0.8230
4.250	0.8162

Fisher Pivots for day following 06-Jun-2007
Pivot	1 day	3 day
R1	0.8368	0.8362
PP	0.8365	0.8351
S1	0.8361	0.8341

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

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