CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 18-Jul-2007

Day Change Summary
	Previous	Current
	17-Jul-2007	18-Jul-2007	Change	Change %	Previous Week
Open	0.8271	0.8246	-0.0025	-0.3%	0.8179
High	0.8283	0.8290	0.0007	0.1%	0.8337
Low	0.8232	0.8240	0.0008	0.1%	0.8158
Close	0.8236	0.8269	0.0033	0.4%	0.8262
Range	0.0051	0.0050	-0.0001	-2.0%	0.0179
ATR	0.0054	0.0054	0.0000	0.0%	0.0000
Volume	136,822	133,631	-3,191	-2.3%	727,257

Daily Pivots for day following 18-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8416	0.8393	0.8297
R3	0.8366	0.8343	0.8283
R2	0.8316	0.8316	0.8278
R1	0.8293	0.8293	0.8274	0.8305
PP	0.8266	0.8266	0.8266	0.8272
S1	0.8243	0.8243	0.8264	0.8255
S2	0.8216	0.8216	0.8260
S3	0.8166	0.8193	0.8255
S4	0.8116	0.8143	0.8242

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	0.8295	0.8222	0.0073	0.9%	0.0049	0.6%	64%	False	False	123,956
10	0.8337	0.8158	0.0179	2.2%	0.0061	0.7%	62%	False	False	131,167
20	0.8337	0.8140	0.0197	2.4%	0.0054	0.7%	65%	False	False	111,318
40	0.8394	0.8140	0.0254	3.1%	0.0047	0.6%	51%	False	False	71,244
60	0.8610	0.8140	0.0470	5.7%	0.0044	0.5%	27%	False	False	47,551
80	0.8779	0.8140	0.0639	7.7%	0.0046	0.6%	20%	False	False	35,717
100	0.8885	0.8140	0.0745	9.0%	0.0044	0.5%	17%	False	False	28,584
120	0.8885	0.8140	0.0745	9.0%	0.0038	0.5%	17%	False	False	23,883

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8503
2.618	0.8421
1.618	0.8371
1.000	0.8340
0.618	0.8321
HIGH	0.8290
0.618	0.8271
0.500	0.8265
0.382	0.8259
LOW	0.8240
0.618	0.8209
1.000	0.8190
1.618	0.8159
2.618	0.8109
4.250	0.8028

Fisher Pivots for day following 18-Jul-2007
Pivot	1 day	3 day
R1	0.8268	0.8267
PP	0.8266	0.8265
S1	0.8265	0.8264

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

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