CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 16-Jul-2007

Day Change Summary
	Previous	Current
	13-Jul-2007	16-Jul-2007	Change	Change %	Previous Week
Open	0.8238	0.8266	0.0028	0.3%	0.8179
High	0.8270	0.8295	0.0025	0.3%	0.8337
Low	0.8222	0.8250	0.0028	0.3%	0.8158
Close	0.8262	0.8276	0.0014	0.2%	0.8262
Range	0.0048	0.0045	-0.0003	-6.3%	0.0179
ATR	0.0055	0.0054	-0.0001	-1.3%	0.0000
Volume	134,836	96,257	-38,579	-28.6%	727,257

Daily Pivots for day following 16-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8409	0.8387	0.8301
R3	0.8364	0.8342	0.8288
R2	0.8319	0.8319	0.8284
R1	0.8297	0.8297	0.8280	0.8308
PP	0.8274	0.8274	0.8274	0.8279
S1	0.8252	0.8252	0.8272	0.8263
S2	0.8229	0.8229	0.8268
S3	0.8184	0.8207	0.8264
S4	0.8139	0.8162	0.8251

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8789	0.8705	0.8360
R3	0.8610	0.8526	0.8311
R2	0.8431	0.8431	0.8295
R1	0.8347	0.8347	0.8278	0.8389
PP	0.8252	0.8252	0.8252	0.8274
S1	0.8168	0.8168	0.8246	0.8210
S2	0.8073	0.8073	0.8229
S3	0.7894	0.7989	0.8213
S4	0.7715	0.7810	0.8164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8337	0.8170	0.0167	2.0%	0.0073	0.9%	63%	False	False	151,128
10	0.8337	0.8158	0.0179	2.2%	0.0063	0.8%	66%	False	False	121,909
20	0.8337	0.8140	0.0197	2.4%	0.0052	0.6%	69%	False	False	103,316
40	0.8410	0.8140	0.0270	3.3%	0.0047	0.6%	50%	False	False	64,506
60	0.8610	0.8140	0.0470	5.7%	0.0043	0.5%	29%	False	False	43,049
80	0.8779	0.8140	0.0639	7.7%	0.0046	0.6%	21%	False	False	32,339
100	0.8885	0.8140	0.0745	9.0%	0.0044	0.5%	18%	False	False	25,879
120	0.8885	0.8140	0.0745	9.0%	0.0037	0.4%	18%	False	False	21,630

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8486
2.618	0.8413
1.618	0.8368
1.000	0.8340
0.618	0.8323
HIGH	0.8295
0.618	0.8278
0.500	0.8273
0.382	0.8267
LOW	0.8250
0.618	0.8222
1.000	0.8205
1.618	0.8177
2.618	0.8132
4.250	0.8059

Fisher Pivots for day following 16-Jul-2007
Pivot	1 day	3 day
R1	0.8275	0.8270
PP	0.8274	0.8264
S1	0.8273	0.8259

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

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