CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 05-Nov-2007

Day Change Summary
	Previous	Current
	02-Nov-2007	05-Nov-2007	Change	Change %	Previous Week
Open	0.8772	0.8760	-0.0012	-0.1%	0.8809
High	0.8787	0.8813	0.0026	0.3%	0.8821
Low	0.8701	0.8751	0.0050	0.6%	0.8669
Close	0.8763	0.8785	0.0022	0.3%	0.8763
Range	0.0086	0.0062	-0.0024	-27.9%	0.0152
ATR	0.0079	0.0078	-0.0001	-1.5%	0.0000
Volume	165,747	118,160	-47,587	-28.7%	589,684

Daily Pivots for day following 05-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8969	0.8939	0.8819
R3	0.8907	0.8877	0.8802
R2	0.8845	0.8845	0.8796
R1	0.8815	0.8815	0.8791	0.8830
PP	0.8783	0.8783	0.8783	0.8791
S1	0.8753	0.8753	0.8779	0.8768
S2	0.8721	0.8721	0.8774
S3	0.8659	0.8691	0.8768
S4	0.8597	0.8629	0.8751

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9207	0.9137	0.8847
R3	0.9055	0.8985	0.8805
R2	0.8903	0.8903	0.8791
R1	0.8833	0.8833	0.8777	0.8792
PP	0.8751	0.8751	0.8751	0.8731
S1	0.8681	0.8681	0.8749	0.8640
S2	0.8599	0.8599	0.8735
S3	0.8447	0.8529	0.8721
S4	0.8295	0.8377	0.8679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8813	0.8669	0.0144	1.6%	0.0077	0.9%	81%	True	False	126,726
10	0.8844	0.8669	0.0175	2.0%	0.0073	0.8%	66%	False	False	115,874
20	0.8887	0.8529	0.0358	4.1%	0.0074	0.8%	72%	False	False	111,813
40	0.8931	0.8529	0.0402	4.6%	0.0077	0.9%	64%	False	False	106,356
60	0.9089	0.8529	0.0560	6.4%	0.0090	1.0%	46%	False	False	72,166
80	0.9089	0.8322	0.0767	8.7%	0.0085	1.0%	60%	False	False	54,186
100	0.9089	0.8235	0.0854	9.7%	0.0075	0.9%	64%	False	False	43,407

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	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9077
2.618	0.8975
1.618	0.8913
1.000	0.8875
0.618	0.8851
HIGH	0.8813
0.618	0.8789
0.500	0.8782
0.382	0.8775
LOW	0.8751
0.618	0.8713
1.000	0.8689
1.618	0.8651
2.618	0.8589
4.250	0.8488

Fisher Pivots for day following 05-Nov-2007
Pivot	1 day	3 day
R1	0.8784	0.8770
PP	0.8783	0.8756
S1	0.8782	0.8741

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

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