CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 09-Jul-2007

Day Change Summary
	Previous	Current
	06-Jul-2007	09-Jul-2007	Change	Change %	Previous Week
Open	0.8208	0.8179	-0.0029	-0.4%	0.8200
High	0.8215	0.8189	-0.0026	-0.3%	0.8271
Low	0.8167	0.8158	-0.0009	-0.1%	0.8167
Close	0.8179	0.8180	0.0001	0.0%	0.8179
Range	0.0048	0.0031	-0.0017	-35.4%	0.0104
ATR	0.0048	0.0046	-0.0001	-2.5%	0.0000
Volume	95,238	67,874	-27,364	-28.7%	395,577

Daily Pivots for day following 09-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8269	0.8255	0.8197
R3	0.8238	0.8224	0.8189
R2	0.8207	0.8207	0.8186
R1	0.8193	0.8193	0.8183	0.8200
PP	0.8176	0.8176	0.8176	0.8179
S1	0.8162	0.8162	0.8177	0.8169
S2	0.8145	0.8145	0.8174
S3	0.8114	0.8131	0.8171
S4	0.8083	0.8100	0.8163

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8518	0.8452	0.8236
R3	0.8414	0.8348	0.8208
R2	0.8310	0.8310	0.8198
R1	0.8244	0.8244	0.8189	0.8225
PP	0.8206	0.8206	0.8206	0.8196
S1	0.8140	0.8140	0.8169	0.8121
S2	0.8102	0.8102	0.8160
S3	0.7998	0.8036	0.8150
S4	0.7894	0.7932	0.8122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8271	0.8158	0.0113	1.4%	0.0052	0.6%	19%	False	True	92,690
10	0.8271	0.8155	0.0116	1.4%	0.0052	0.6%	22%	False	False	99,627
20	0.8333	0.8140	0.0193	2.4%	0.0044	0.5%	21%	False	False	86,755
40	0.8498	0.8140	0.0358	4.4%	0.0042	0.5%	11%	False	False	45,645
60	0.8665	0.8140	0.0525	6.4%	0.0042	0.5%	8%	False	False	30,477
80	0.8779	0.8140	0.0639	7.8%	0.0044	0.5%	6%	False	False	22,898
100	0.8885	0.8140	0.0745	9.1%	0.0040	0.5%	5%	False	False	18,323
120	0.8885	0.8140	0.0745	9.1%	0.0034	0.4%	5%	False	False	15,333

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0009
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8321
2.618	0.8270
1.618	0.8239
1.000	0.8220
0.618	0.8208
HIGH	0.8189
0.618	0.8177
0.500	0.8174
0.382	0.8170
LOW	0.8158
0.618	0.8139
1.000	0.8127
1.618	0.8108
2.618	0.8077
4.250	0.8026

Fisher Pivots for day following 09-Jul-2007
Pivot	1 day	3 day
R1	0.8178	0.8210
PP	0.8176	0.8200
S1	0.8174	0.8190

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

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