CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 27-Aug-2007

Day Change Summary
	Previous	Current
	24-Aug-2007	27-Aug-2007	Change	Change %	Previous Week
Open	0.8625	0.8620	-0.0005	-0.1%	0.8776
High	0.8682	0.8657	-0.0025	-0.3%	0.8830
Low	0.8610	0.8588	-0.0022	-0.3%	0.8563
Close	0.8630	0.8636	0.0006	0.1%	0.8630
Range	0.0072	0.0069	-0.0003	-4.2%	0.0267
ATR	0.0115	0.0111	-0.0003	-2.8%	0.0000
Volume	117,300	66,418	-50,882	-43.4%	689,707

Daily Pivots for day following 27-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8834	0.8804	0.8674
R3	0.8765	0.8735	0.8655
R2	0.8696	0.8696	0.8649
R1	0.8666	0.8666	0.8642	0.8681
PP	0.8627	0.8627	0.8627	0.8635
S1	0.8597	0.8597	0.8630	0.8612
S2	0.8558	0.8558	0.8623
S3	0.8489	0.8528	0.8617
S4	0.8420	0.8459	0.8598

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9475	0.9320	0.8777
R3	0.9208	0.9053	0.8703
R2	0.8941	0.8941	0.8679
R1	0.8786	0.8786	0.8654	0.8730
PP	0.8674	0.8674	0.8674	0.8647
S1	0.8519	0.8519	0.8606	0.8463
S2	0.8407	0.8407	0.8581
S3	0.8140	0.8252	0.8557
S4	0.7873	0.7985	0.8483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8803	0.8563	0.0240	2.8%	0.0096	1.1%	30%	False	False	122,003
10	0.8995	0.8477	0.0518	6.0%	0.0140	1.6%	31%	False	False	181,287
20	0.8995	0.8386	0.0609	7.1%	0.0117	1.3%	41%	False	False	171,886
40	0.8995	0.8158	0.0837	9.7%	0.0094	1.1%	57%	False	False	154,849
60	0.8995	0.8140	0.0855	9.9%	0.0077	0.9%	58%	False	False	125,748
80	0.8995	0.8140	0.0855	9.9%	0.0066	0.8%	58%	False	False	94,459
100	0.8995	0.8140	0.0855	9.9%	0.0062	0.7%	58%	False	False	75,599
120	0.8995	0.8140	0.0855	9.9%	0.0060	0.7%	58%	False	False	63,022

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0028
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8950
2.618	0.8838
1.618	0.8769
1.000	0.8726
0.618	0.8700
HIGH	0.8657
0.618	0.8631
0.500	0.8623
0.382	0.8614
LOW	0.8588
0.618	0.8545
1.000	0.8519
1.618	0.8476
2.618	0.8407
4.250	0.8295

Fisher Pivots for day following 27-Aug-2007
Pivot	1 day	3 day
R1	0.8632	0.8634
PP	0.8627	0.8631
S1	0.8623	0.8629

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

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