CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 07-Jun-2007

Day Change Summary
	Previous	Current
	06-Jun-2007	07-Jun-2007	Change	Change %	Previous Week
Open	0.8350	0.8369	0.0019	0.2%	0.8330
High	0.8382	0.8384	0.0002	0.0%	0.8369
Low	0.8340	0.8332	-0.0008	-0.1%	0.8298
Close	0.8372	0.8363	-0.0009	-0.1%	0.8306
Range	0.0042	0.0052	0.0010	23.8%	0.0071
ATR	0.0039	0.0040	0.0001	2.3%	0.0000
Volume	7,728	27,674	19,946	258.1%	7,731

Daily Pivots for day following 07-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8516	0.8491	0.8392
R3	0.8464	0.8439	0.8377
R2	0.8412	0.8412	0.8373
R1	0.8387	0.8387	0.8368	0.8374
PP	0.8360	0.8360	0.8360	0.8353
S1	0.8335	0.8335	0.8358	0.8322
S2	0.8308	0.8308	0.8353
S3	0.8256	0.8283	0.8349
S4	0.8204	0.8231	0.8334

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	0.8384	0.8298	0.0086	1.0%	0.0043	0.5%	76%	True	False	9,428
10	0.8394	0.8298	0.0096	1.1%	0.0040	0.5%	68%	False	False	5,310
20	0.8498	0.8298	0.0200	2.4%	0.0038	0.5%	33%	False	False	2,804
40	0.8665	0.8298	0.0367	4.4%	0.0041	0.5%	18%	False	False	1,478
60	0.8779	0.8298	0.0481	5.8%	0.0044	0.5%	14%	False	False	1,032
80	0.8885	0.8298	0.0587	7.0%	0.0039	0.5%	11%	False	False	875
100	0.8885	0.8298	0.0587	7.0%	0.0032	0.4%	11%	False	False	701
120	0.8885	0.8298	0.0587	7.0%	0.0027	0.3%	11%	False	False	584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8605
2.618	0.8520
1.618	0.8468
1.000	0.8436
0.618	0.8416
HIGH	0.8384
0.618	0.8364
0.500	0.8358
0.382	0.8352
LOW	0.8332
0.618	0.8300
1.000	0.8280
1.618	0.8248
2.618	0.8196
4.250	0.8111

Fisher Pivots for day following 07-Jun-2007
Pivot	1 day	3 day
R1	0.8361	0.8358
PP	0.8360	0.8353
S1	0.8358	0.8348

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

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