CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 06-Nov-2007

Day Change Summary
	Previous	Current
	05-Nov-2007	06-Nov-2007	Change	Change %	Previous Week
Open	0.8760	0.8782	0.0022	0.3%	0.8809
High	0.8813	0.8793	-0.0020	-0.2%	0.8821
Low	0.8751	0.8753	0.0002	0.0%	0.8669
Close	0.8785	0.8767	-0.0018	-0.2%	0.8763
Range	0.0062	0.0040	-0.0022	-35.5%	0.0152
ATR	0.0078	0.0075	-0.0003	-3.5%	0.0000
Volume	118,160	90,190	-27,970	-23.7%	589,684

Daily Pivots for day following 06-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8891	0.8869	0.8789
R3	0.8851	0.8829	0.8778
R2	0.8811	0.8811	0.8774
R1	0.8789	0.8789	0.8771	0.8780
PP	0.8771	0.8771	0.8771	0.8767
S1	0.8749	0.8749	0.8763	0.8740
S2	0.8731	0.8731	0.8760
S3	0.8691	0.8709	0.8756
S4	0.8651	0.8669	0.8745

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%	0.0075	0.9%	68%	False	False	132,175
10	0.8844	0.8669	0.0175	2.0%	0.0071	0.8%	56%	False	False	113,273
20	0.8887	0.8529	0.0358	4.1%	0.0073	0.8%	66%	False	False	113,739
40	0.8901	0.8529	0.0372	4.2%	0.0076	0.9%	64%	False	False	107,765
60	0.9089	0.8529	0.0560	6.4%	0.0089	1.0%	43%	False	False	73,666
80	0.9089	0.8322	0.0767	8.7%	0.0085	1.0%	58%	False	False	55,313
100	0.9089	0.8235	0.0854	9.7%	0.0075	0.9%	62%	False	False	44,308

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	0.0020
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8963
2.618	0.8898
1.618	0.8858
1.000	0.8833
0.618	0.8818
HIGH	0.8793
0.618	0.8778
0.500	0.8773
0.382	0.8768
LOW	0.8753
0.618	0.8728
1.000	0.8713
1.618	0.8688
2.618	0.8648
4.250	0.8583

Fisher Pivots for day following 06-Nov-2007
Pivot	1 day	3 day
R1	0.8773	0.8764
PP	0.8771	0.8760
S1	0.8769	0.8757

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

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