CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 08-Jun-2007

Day Change Summary
	Previous	Current
	07-Jun-2007	08-Jun-2007	Change	Change %	Previous Week
Open	0.8369	0.8370	0.0001	0.0%	0.8305
High	0.8384	0.8385	0.0001	0.0%	0.8385
Low	0.8332	0.8311	-0.0021	-0.3%	0.8300
Close	0.8363	0.8322	-0.0041	-0.5%	0.8322
Range	0.0052	0.0074	0.0022	42.3%	0.0085
ATR	0.0040	0.0043	0.0002	6.0%	0.0000
Volume	27,674	34,789	7,115	25.7%	79,250

Daily Pivots for day following 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8561	0.8516	0.8363
R3	0.8487	0.8442	0.8342
R2	0.8413	0.8413	0.8336
R1	0.8368	0.8368	0.8329	0.8354
PP	0.8339	0.8339	0.8339	0.8332
S1	0.8294	0.8294	0.8315	0.8280
S2	0.8265	0.8265	0.8308
S3	0.8191	0.8220	0.8302
S4	0.8117	0.8146	0.8281

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8591	0.8541	0.8369
R3	0.8506	0.8456	0.8345
R2	0.8421	0.8421	0.8338
R1	0.8371	0.8371	0.8330	0.8396
PP	0.8336	0.8336	0.8336	0.8348
S1	0.8286	0.8286	0.8314	0.8311
S2	0.8251	0.8251	0.8306
S3	0.8166	0.8201	0.8299
S4	0.8081	0.8116	0.8275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8385	0.8300	0.0085	1.0%	0.0052	0.6%	26%	True	False	15,850
10	0.8394	0.8298	0.0096	1.2%	0.0045	0.5%	25%	False	False	8,750
20	0.8498	0.8298	0.0200	2.4%	0.0039	0.5%	12%	False	False	4,535
40	0.8665	0.8298	0.0367	4.4%	0.0041	0.5%	7%	False	False	2,338
60	0.8779	0.8298	0.0481	5.8%	0.0043	0.5%	5%	False	False	1,612
80	0.8885	0.8298	0.0587	7.1%	0.0039	0.5%	4%	False	False	1,215
100	0.8885	0.8298	0.0587	7.1%	0.0032	0.4%	4%	False	False	1,048
120	0.8885	0.8298	0.0587	7.1%	0.0027	0.3%	4%	False	False	874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.8700
2.618	0.8579
1.618	0.8505
1.000	0.8459
0.618	0.8431
HIGH	0.8385
0.618	0.8357
0.500	0.8348
0.382	0.8339
LOW	0.8311
0.618	0.8265
1.000	0.8237
1.618	0.8191
2.618	0.8117
4.250	0.7997

Fisher Pivots for day following 08-Jun-2007
Pivot	1 day	3 day
R1	0.8348	0.8348
PP	0.8339	0.8339
S1	0.8331	0.8331

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

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