CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 02-Aug-2007

Day Change Summary
	Previous	Current
	01-Aug-2007	02-Aug-2007	Change	Change %	Previous Week
Open	0.8491	0.8464	-0.0027	-0.3%	0.8266
High	0.8555	0.8498	-0.0057	-0.7%	0.8516
Low	0.8455	0.8424	-0.0031	-0.4%	0.8240
Close	0.8487	0.8445	-0.0042	-0.5%	0.8474
Range	0.0100	0.0074	-0.0026	-26.0%	0.0276
ATR	0.0072	0.0072	0.0000	0.2%	0.0000
Volume	213,838	111,740	-102,098	-47.7%	857,241

Daily Pivots for day following 02-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8678	0.8635	0.8486
R3	0.8604	0.8561	0.8465
R2	0.8530	0.8530	0.8459
R1	0.8487	0.8487	0.8452	0.8472
PP	0.8456	0.8456	0.8456	0.8448
S1	0.8413	0.8413	0.8438	0.8398
S2	0.8382	0.8382	0.8431
S3	0.8308	0.8339	0.8425
S4	0.8234	0.8265	0.8404

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	0.8555	0.8420	0.0135	1.6%	0.0082	1.0%	19%	False	False	166,189
10	0.8555	0.8226	0.0329	3.9%	0.0091	1.1%	67%	False	False	166,706
20	0.8555	0.8158	0.0397	4.7%	0.0075	0.9%	72%	False	False	146,831
40	0.8555	0.8140	0.0415	4.9%	0.0061	0.7%	73%	False	False	114,276
60	0.8555	0.8140	0.0415	4.9%	0.0053	0.6%	73%	False	False	76,658
80	0.8665	0.8140	0.0525	6.2%	0.0050	0.6%	58%	False	False	57,533
100	0.8788	0.8140	0.0648	7.7%	0.0050	0.6%	47%	False	False	46,053
120	0.8885	0.8140	0.0745	8.8%	0.0045	0.5%	41%	False	False	38,445

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	0.0024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8813
2.618	0.8692
1.618	0.8618
1.000	0.8572
0.618	0.8544
HIGH	0.8498
0.618	0.8470
0.500	0.8461
0.382	0.8452
LOW	0.8424
0.618	0.8378
1.000	0.8350
1.618	0.8304
2.618	0.8230
4.250	0.8110

Fisher Pivots for day following 02-Aug-2007
Pivot	1 day	3 day
R1	0.8461	0.8488
PP	0.8456	0.8473
S1	0.8450	0.8459

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

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