CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 19-Jun-2007

Day Change Summary
	Previous	Current
	18-Jun-2007	19-Jun-2007	Change	Change %	Previous Week
Open	0.8195	0.8180	-0.0015	-0.2%	0.8318
High	0.8204	0.8203	-0.0001	0.0%	0.8333
Low	0.8174	0.8176	0.0002	0.0%	0.8180
Close	0.8185	0.8198	0.0013	0.2%	0.8196
Range	0.0030	0.0027	-0.0003	-10.0%	0.0153
ATR	0.0042	0.0041	-0.0001	-2.6%	0.0000
Volume	54,374	56,032	1,658	3.0%	424,417

Daily Pivots for day following 19-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8273	0.8263	0.8213
R3	0.8246	0.8236	0.8205
R2	0.8219	0.8219	0.8203
R1	0.8209	0.8209	0.8200	0.8214
PP	0.8192	0.8192	0.8192	0.8195
S1	0.8182	0.8182	0.8196	0.8187
S2	0.8165	0.8165	0.8193
S3	0.8138	0.8155	0.8191
S4	0.8111	0.8128	0.8183

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8695	0.8599	0.8280
R3	0.8542	0.8446	0.8238
R2	0.8389	0.8389	0.8224
R1	0.8293	0.8293	0.8210	0.8265
PP	0.8236	0.8236	0.8236	0.8222
S1	0.8140	0.8140	0.8182	0.8112
S2	0.8083	0.8083	0.8168
S3	0.7930	0.7987	0.8154
S4	0.7777	0.7834	0.8112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8332	0.8174	0.0158	1.9%	0.0047	0.6%	15%	False	False	88,042
10	0.8385	0.8174	0.0211	2.6%	0.0044	0.5%	11%	False	False	60,501
20	0.8394	0.8174	0.0220	2.7%	0.0040	0.5%	11%	False	False	31,170
40	0.8610	0.8174	0.0436	5.3%	0.0039	0.5%	6%	False	False	15,668
60	0.8779	0.8174	0.0605	7.4%	0.0043	0.5%	4%	False	False	10,517
80	0.8885	0.8174	0.0711	8.7%	0.0042	0.5%	3%	False	False	7,900
100	0.8885	0.8174	0.0711	8.7%	0.0035	0.4%	3%	False	False	6,396
120	0.8885	0.8174	0.0711	8.7%	0.0030	0.4%	3%	False	False	5,331

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8318
2.618	0.8274
1.618	0.8247
1.000	0.8230
0.618	0.8220
HIGH	0.8203
0.618	0.8193
0.500	0.8190
0.382	0.8186
LOW	0.8176
0.618	0.8159
1.000	0.8149
1.618	0.8132
2.618	0.8105
4.250	0.8061

Fisher Pivots for day following 19-Jun-2007
Pivot	1 day	3 day
R1	0.8195	0.8203
PP	0.8192	0.8201
S1	0.8190	0.8200

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

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