CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 19-Jul-2007

Day Change Summary
	Previous	Current
	18-Jul-2007	19-Jul-2007	Change	Change %	Previous Week
Open	0.8246	0.8265	0.0019	0.2%	0.8179
High	0.8290	0.8275	-0.0015	-0.2%	0.8337
Low	0.8240	0.8243	0.0003	0.0%	0.8158
Close	0.8269	0.8254	-0.0015	-0.2%	0.8262
Range	0.0050	0.0032	-0.0018	-36.0%	0.0179
ATR	0.0054	0.0052	-0.0002	-2.9%	0.0000
Volume	133,631	80,359	-53,272	-39.9%	727,257

Daily Pivots for day following 19-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8353	0.8336	0.8272
R3	0.8321	0.8304	0.8263
R2	0.8289	0.8289	0.8260
R1	0.8272	0.8272	0.8257	0.8265
PP	0.8257	0.8257	0.8257	0.8254
S1	0.8240	0.8240	0.8251	0.8233
S2	0.8225	0.8225	0.8248
S3	0.8193	0.8208	0.8245
S4	0.8161	0.8176	0.8236

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%	0.0045	0.5%	44%	False	False	116,381
10	0.8337	0.8158	0.0179	2.2%	0.0058	0.7%	54%	False	False	126,956
20	0.8337	0.8140	0.0197	2.4%	0.0054	0.6%	58%	False	False	111,667
40	0.8394	0.8140	0.0254	3.1%	0.0047	0.6%	45%	False	False	73,241
60	0.8605	0.8140	0.0465	5.6%	0.0044	0.5%	25%	False	False	48,889
80	0.8779	0.8140	0.0639	7.7%	0.0046	0.6%	18%	False	False	36,721
100	0.8885	0.8140	0.0745	9.0%	0.0044	0.5%	15%	False	False	29,387
120	0.8885	0.8140	0.0745	9.0%	0.0038	0.5%	15%	False	False	24,553

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	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8411
2.618	0.8359
1.618	0.8327
1.000	0.8307
0.618	0.8295
HIGH	0.8275
0.618	0.8263
0.500	0.8259
0.382	0.8255
LOW	0.8243
0.618	0.8223
1.000	0.8211
1.618	0.8191
2.618	0.8159
4.250	0.8107

Fisher Pivots for day following 19-Jul-2007
Pivot	1 day	3 day
R1	0.8259	0.8261
PP	0.8257	0.8259
S1	0.8256	0.8256

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

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