CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	0.8488	0.8444	-0.0044	-0.5%	0.8266
High	0.8526	0.8495	-0.0031	-0.4%	0.8516
Low	0.8445	0.8420	-0.0025	-0.3%	0.8240
Close	0.8471	0.8469	-0.0002	0.0%	0.8474
Range	0.0081	0.0075	-0.0006	-7.4%	0.0276
ATR	0.0070	0.0070	0.0000	0.5%	0.0000
Volume	139,855	155,131	15,276	10.9%	857,241

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8686	0.8653	0.8510
R3	0.8611	0.8578	0.8490
R2	0.8536	0.8536	0.8483
R1	0.8503	0.8503	0.8476	0.8520
PP	0.8461	0.8461	0.8461	0.8470
S1	0.8428	0.8428	0.8462	0.8445
S2	0.8386	0.8386	0.8455
S3	0.8311	0.8353	0.8448
S4	0.8236	0.8278	0.8428

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9238	0.9132	0.8626
R3	0.8962	0.8856	0.8550
R2	0.8686	0.8686	0.8525
R1	0.8580	0.8580	0.8499	0.8633
PP	0.8410	0.8410	0.8410	0.8437
S1	0.8304	0.8304	0.8449	0.8357
S2	0.8134	0.8134	0.8423
S3	0.7858	0.8028	0.8398
S4	0.7582	0.7752	0.8322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8526	0.8337	0.0189	2.2%	0.0090	1.1%	70%	False	False	175,384
10	0.8526	0.8226	0.0300	3.5%	0.0082	1.0%	81%	False	False	155,547
20	0.8526	0.8158	0.0368	4.3%	0.0071	0.8%	85%	False	False	140,069
40	0.8526	0.8140	0.0386	4.6%	0.0059	0.7%	85%	False	False	106,497
60	0.8526	0.8140	0.0386	4.6%	0.0051	0.6%	85%	False	False	71,232
80	0.8665	0.8140	0.0525	6.2%	0.0049	0.6%	63%	False	False	53,464
100	0.8800	0.8140	0.0660	7.8%	0.0050	0.6%	50%	False	False	42,801
120	0.8885	0.8140	0.0745	8.8%	0.0044	0.5%	44%	False	False	35,732

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8814
2.618	0.8691
1.618	0.8616
1.000	0.8570
0.618	0.8541
HIGH	0.8495
0.618	0.8466
0.500	0.8458
0.382	0.8449
LOW	0.8420
0.618	0.8374
1.000	0.8345
1.618	0.8299
2.618	0.8224
4.250	0.8101

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	0.8465	0.8473
PP	0.8461	0.8472
S1	0.8458	0.8470

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

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