CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 22-Jun-2007

Day Change Summary
	Previous	Current
	21-Jun-2007	22-Jun-2007	Change	Change %	Previous Week
Open	0.8188	0.8172	-0.0016	-0.2%	0.8195
High	0.8190	0.8172	-0.0018	-0.2%	0.8216
Low	0.8169	0.8140	-0.0029	-0.4%	0.8140
Close	0.8175	0.8162	-0.0013	-0.2%	0.8162
Range	0.0021	0.0032	0.0011	52.4%	0.0076
ATR	0.0040	0.0039	0.0000	-0.8%	0.0000
Volume	48,893	81,735	32,842	67.2%	314,409

Daily Pivots for day following 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8254	0.8240	0.8180
R3	0.8222	0.8208	0.8171
R2	0.8190	0.8190	0.8168
R1	0.8176	0.8176	0.8165	0.8167
PP	0.8158	0.8158	0.8158	0.8154
S1	0.8144	0.8144	0.8159	0.8135
S2	0.8126	0.8126	0.8156
S3	0.8094	0.8112	0.8153
S4	0.8062	0.8080	0.8144

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8401	0.8357	0.8204
R3	0.8325	0.8281	0.8183
R2	0.8249	0.8249	0.8176
R1	0.8205	0.8205	0.8169	0.8189
PP	0.8173	0.8173	0.8173	0.8165
S1	0.8129	0.8129	0.8155	0.8113
S2	0.8097	0.8097	0.8148
S3	0.8021	0.8053	0.8141
S4	0.7945	0.7977	0.8120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8216	0.8140	0.0076	0.9%	0.0030	0.4%	29%	False	True	62,881
10	0.8333	0.8140	0.0193	2.4%	0.0037	0.5%	11%	False	True	73,882
20	0.8394	0.8140	0.0254	3.1%	0.0041	0.5%	9%	False	True	41,316
40	0.8563	0.8140	0.0423	5.2%	0.0038	0.5%	5%	False	True	20,763
60	0.8704	0.8140	0.0564	6.9%	0.0040	0.5%	4%	False	True	13,912
80	0.8885	0.8140	0.0745	9.1%	0.0042	0.5%	3%	False	True	10,450
100	0.8885	0.8140	0.0745	9.1%	0.0035	0.4%	3%	False	True	8,436
120	0.8885	0.8140	0.0745	9.1%	0.0030	0.4%	3%	False	True	7,031

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8308
2.618	0.8256
1.618	0.8224
1.000	0.8204
0.618	0.8192
HIGH	0.8172
0.618	0.8160
0.500	0.8156
0.382	0.8152
LOW	0.8140
0.618	0.8120
1.000	0.8108
1.618	0.8088
2.618	0.8056
4.250	0.8004

Fisher Pivots for day following 22-Jun-2007
Pivot	1 day	3 day
R1	0.8160	0.8178
PP	0.8158	0.8173
S1	0.8156	0.8167

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

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