CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 03-Jul-2007

Day Change Summary
	Previous	Current
	02-Jul-2007	03-Jul-2007	Change	Change %	Previous Week
Open	0.8200	0.8249	0.0049	0.6%	0.8160
High	0.8271	0.8270	-0.0001	0.0%	0.8269
Low	0.8190	0.8230	0.0040	0.5%	0.8155
Close	0.8255	0.8256	0.0001	0.0%	0.8201
Range	0.0081	0.0040	-0.0041	-50.6%	0.0114
ATR	0.0047	0.0047	-0.0001	-1.1%	0.0000
Volume	109,991	67,874	-42,117	-38.3%	532,823

Daily Pivots for day following 03-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8372	0.8354	0.8278
R3	0.8332	0.8314	0.8267
R2	0.8292	0.8292	0.8263
R1	0.8274	0.8274	0.8260	0.8283
PP	0.8252	0.8252	0.8252	0.8257
S1	0.8234	0.8234	0.8252	0.8243
S2	0.8212	0.8212	0.8249
S3	0.8172	0.8194	0.8245
S4	0.8132	0.8154	0.8234

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8550	0.8490	0.8264
R3	0.8436	0.8376	0.8232
R2	0.8322	0.8322	0.8222
R1	0.8262	0.8262	0.8211	0.8292
PP	0.8208	0.8208	0.8208	0.8224
S1	0.8148	0.8148	0.8191	0.8178
S2	0.8094	0.8094	0.8180
S3	0.7980	0.8034	0.8170
S4	0.7866	0.7920	0.8138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8271	0.8173	0.0098	1.2%	0.0056	0.7%	85%	False	False	100,639
10	0.8271	0.8140	0.0131	1.6%	0.0047	0.6%	89%	False	False	91,469
20	0.8385	0.8140	0.0245	3.0%	0.0046	0.6%	47%	False	False	75,985
40	0.8502	0.8140	0.0362	4.4%	0.0041	0.5%	32%	False	False	38,510
60	0.8665	0.8140	0.0525	6.4%	0.0042	0.5%	22%	False	False	25,726
80	0.8800	0.8140	0.0660	8.0%	0.0044	0.5%	18%	False	False	19,328
100	0.8885	0.8140	0.0745	9.0%	0.0039	0.5%	16%	False	False	15,543
120	0.8885	0.8140	0.0745	9.0%	0.0033	0.4%	16%	False	False	12,953

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8440
2.618	0.8375
1.618	0.8335
1.000	0.8310
0.618	0.8295
HIGH	0.8270
0.618	0.8255
0.500	0.8250
0.382	0.8245
LOW	0.8230
0.618	0.8205
1.000	0.8190
1.618	0.8165
2.618	0.8125
4.250	0.8060

Fisher Pivots for day following 03-Jul-2007
Pivot	1 day	3 day
R1	0.8254	0.8245
PP	0.8252	0.8233
S1	0.8250	0.8222

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

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