CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 07-Aug-2007

Day Change Summary
	Previous	Current
	06-Aug-2007	07-Aug-2007	Change	Change %	Previous Week
Open	0.8542	0.8456	-0.0086	-1.0%	0.8488
High	0.8580	0.8522	-0.0058	-0.7%	0.8555
Low	0.8441	0.8450	0.0009	0.1%	0.8420
Close	0.8490	0.8476	-0.0014	-0.2%	0.8492
Range	0.0139	0.0072	-0.0067	-48.2%	0.0135
ATR	0.0079	0.0078	0.0000	-0.6%	0.0000
Volume	144,093	128,281	-15,812	-11.0%	760,767

Daily Pivots for day following 07-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8699	0.8659	0.8516
R3	0.8627	0.8587	0.8496
R2	0.8555	0.8555	0.8489
R1	0.8515	0.8515	0.8483	0.8535
PP	0.8483	0.8483	0.8483	0.8493
S1	0.8443	0.8443	0.8469	0.8463
S2	0.8411	0.8411	0.8463
S3	0.8339	0.8371	0.8456
S4	0.8267	0.8299	0.8436

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8894	0.8828	0.8566
R3	0.8759	0.8693	0.8529
R2	0.8624	0.8624	0.8517
R1	0.8558	0.8558	0.8504	0.8591
PP	0.8489	0.8489	0.8489	0.8506
S1	0.8423	0.8423	0.8480	0.8456
S2	0.8354	0.8354	0.8467
S3	0.8219	0.8288	0.8455
S4	0.8084	0.8153	0.8418

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8580	0.8424	0.0156	1.8%	0.0097	1.1%	33%	False	False	147,631
10	0.8580	0.8337	0.0243	2.9%	0.0094	1.1%	57%	False	False	161,507
20	0.8580	0.8222	0.0358	4.2%	0.0080	0.9%	71%	False	False	149,482
40	0.8580	0.8140	0.0440	5.2%	0.0065	0.8%	76%	False	False	121,836
60	0.8580	0.8140	0.0440	5.2%	0.0056	0.7%	76%	False	False	83,529
80	0.8665	0.8140	0.0525	6.2%	0.0052	0.6%	64%	False	False	62,682
100	0.8779	0.8140	0.0639	7.5%	0.0052	0.6%	53%	False	False	50,178
120	0.8885	0.8140	0.0745	8.8%	0.0048	0.6%	45%	False	False	41,820

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	0.0024
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8828
2.618	0.8710
1.618	0.8638
1.000	0.8594
0.618	0.8566
HIGH	0.8522
0.618	0.8494
0.500	0.8486
0.382	0.8478
LOW	0.8450
0.618	0.8406
1.000	0.8378
1.618	0.8334
2.618	0.8262
4.250	0.8144

Fisher Pivots for day following 07-Aug-2007
Pivot	1 day	3 day
R1	0.8486	0.8504
PP	0.8483	0.8494
S1	0.8479	0.8485

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

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