CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 27-Jun-2007

Day Change Summary
	Previous	Current
	26-Jun-2007	27-Jun-2007	Change	Change %	Previous Week
Open	0.8174	0.8200	0.0026	0.3%	0.8195
High	0.8230	0.8269	0.0039	0.5%	0.8216
Low	0.8171	0.8200	0.0029	0.4%	0.8140
Close	0.8199	0.8254	0.0055	0.7%	0.8162
Range	0.0059	0.0069	0.0010	16.9%	0.0076
ATR	0.0041	0.0043	0.0002	5.1%	0.0000
Volume	117,743	121,842	4,099	3.5%	314,409

Daily Pivots for day following 27-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8420	0.8292
R3	0.8379	0.8351	0.8273
R2	0.8310	0.8310	0.8267
R1	0.8282	0.8282	0.8260	0.8296
PP	0.8241	0.8241	0.8241	0.8248
S1	0.8213	0.8213	0.8248	0.8227
S2	0.8172	0.8172	0.8241
S3	0.8103	0.8144	0.8235
S4	0.8034	0.8075	0.8216

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	0.8269	0.8140	0.0129	1.6%	0.0045	0.5%	88%	True	False	91,992
10	0.8269	0.8140	0.0129	1.6%	0.0041	0.5%	88%	True	False	86,034
20	0.8385	0.8140	0.0245	3.0%	0.0043	0.5%	47%	False	False	57,672
40	0.8509	0.8140	0.0369	4.5%	0.0039	0.5%	31%	False	False	28,989
60	0.8665	0.8140	0.0525	6.4%	0.0040	0.5%	22%	False	False	19,386
80	0.8840	0.8140	0.0700	8.5%	0.0044	0.5%	16%	False	False	14,566
100	0.8885	0.8140	0.0745	9.0%	0.0037	0.4%	15%	False	False	11,730
120	0.8885	0.8140	0.0745	9.0%	0.0032	0.4%	15%	False	False	9,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8562
2.618	0.8450
1.618	0.8381
1.000	0.8338
0.618	0.8312
HIGH	0.8269
0.618	0.8243
0.500	0.8235
0.382	0.8226
LOW	0.8200
0.618	0.8157
1.000	0.8131
1.618	0.8088
2.618	0.8019
4.250	0.7907

Fisher Pivots for day following 27-Jun-2007
Pivot	1 day	3 day
R1	0.8248	0.8240
PP	0.8241	0.8226
S1	0.8235	0.8212

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

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