CME Japanese Yen Future September 2007

Trading Metrics calculated at close of trading on 12-Sep-2007

Day Change Summary
	Previous	Current
	11-Sep-2007	12-Sep-2007	Change	Change %	Previous Week
Open	0.8811	0.8751	-0.0060	-0.7%	0.8654
High	0.8827	0.8795	-0.0032	-0.4%	0.8850
Low	0.8745	0.8748	0.0003	0.0%	0.8601
Close	0.8758	0.8759	0.0001	0.0%	0.8835
Range	0.0082	0.0047	-0.0035	-42.7%	0.0249
ATR	0.0111	0.0106	-0.0005	-4.1%	0.0000
Volume	126,165	106,073	-20,092	-15.9%	647,416

Daily Pivots for day following 12-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8908	0.8881	0.8785
R3	0.8861	0.8834	0.8772
R2	0.8814	0.8814	0.8768
R1	0.8787	0.8787	0.8763	0.8801
PP	0.8767	0.8767	0.8767	0.8774
S1	0.8740	0.8740	0.8755	0.8754
S2	0.8720	0.8720	0.8750
S3	0.8673	0.8693	0.8746
S4	0.8626	0.8646	0.8733

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9509	0.9421	0.8972
R3	0.9260	0.9172	0.8903
R2	0.9011	0.9011	0.8881
R1	0.8923	0.8923	0.8858	0.8967
PP	0.8762	0.8762	0.8762	0.8784
S1	0.8674	0.8674	0.8812	0.8718
S2	0.8513	0.8513	0.8789
S3	0.8264	0.8425	0.8767
S4	0.8015	0.8176	0.8698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8890	0.8654	0.0236	2.7%	0.0099	1.1%	44%	False	False	146,737
10	0.8890	0.8594	0.0296	3.4%	0.0102	1.2%	56%	False	False	144,501
20	0.8995	0.8537	0.0458	5.2%	0.0123	1.4%	48%	False	False	161,887
40	0.8995	0.8226	0.0769	8.8%	0.0105	1.2%	69%	False	False	160,508
60	0.8995	0.8140	0.0855	9.8%	0.0088	1.0%	72%	False	False	142,818
80	0.8995	0.8140	0.0855	9.8%	0.0076	0.9%	72%	False	False	114,214
100	0.8995	0.8140	0.0855	9.8%	0.0068	0.8%	72%	False	False	91,400
120	0.8995	0.8140	0.0855	9.8%	0.0066	0.7%	72%	False	False	76,201

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	0.8995
2.618	0.8918
1.618	0.8871
1.000	0.8842
0.618	0.8824
HIGH	0.8795
0.618	0.8777
0.500	0.8772
0.382	0.8766
LOW	0.8748
0.618	0.8719
1.000	0.8701
1.618	0.8672
2.618	0.8625
4.250	0.8548

Fisher Pivots for day following 12-Sep-2007
Pivot	1 day	3 day
R1	0.8772	0.8818
PP	0.8767	0.8798
S1	0.8763	0.8779

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

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