CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 13-Nov-2007

Day Change Summary
	Previous	Current
	12-Nov-2007	13-Nov-2007	Change	Change %	Previous Week
Open	0.8917	0.9165	0.0248	2.8%	0.8760
High	0.9086	0.9170	0.0084	0.9%	0.9086
Low	0.8895	0.9044	0.0149	1.7%	0.8751
Close	0.9054	0.9072	0.0018	0.2%	0.9054
Range	0.0191	0.0126	-0.0065	-34.0%	0.0335
ATR	0.0098	0.0100	0.0002	2.1%	0.0000
Volume	0	134,192	134,192		798,981

Daily Pivots for day following 13-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9473	0.9399	0.9141
R3	0.9347	0.9273	0.9107
R2	0.9221	0.9221	0.9095
R1	0.9147	0.9147	0.9084	0.9121
PP	0.9095	0.9095	0.9095	0.9083
S1	0.9021	0.9021	0.9060	0.8995
S2	0.8969	0.8969	0.9049
S3	0.8843	0.8895	0.9037
S4	0.8717	0.8769	0.9003

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9969	0.9846	0.9238
R3	0.9634	0.9511	0.9146
R2	0.9299	0.9299	0.9115
R1	0.9176	0.9176	0.9085	0.9238
PP	0.8964	0.8964	0.8964	0.8994
S1	0.8841	0.8841	0.9023	0.8903
S2	0.8629	0.8629	0.8993
S3	0.8294	0.8506	0.8962
S4	0.7959	0.8171	0.8870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9170	0.8751	0.0419	4.6%	0.0154	1.7%	77%	True	False	144,964
10	0.9170	0.8669	0.0501	5.5%	0.0115	1.3%	80%	True	False	138,570
20	0.9170	0.8593	0.0577	6.4%	0.0096	1.1%	83%	True	False	125,531
40	0.9170	0.8529	0.0641	7.1%	0.0085	0.9%	85%	True	False	110,209
60	0.9170	0.8529	0.0641	7.1%	0.0087	1.0%	85%	True	False	85,633
80	0.9170	0.8433	0.0737	8.1%	0.0092	1.0%	87%	True	False	64,371
100	0.9170	0.8252	0.0918	10.1%	0.0082	0.9%	89%	True	False	51,555

Crabel Price Patterns
NR	True
NR4	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9706
2.618	0.9500
1.618	0.9374
1.000	0.9296
0.618	0.9248
HIGH	0.9170
0.618	0.9122
0.500	0.9107
0.382	0.9092
LOW	0.9044
0.618	0.8966
1.000	0.8918
1.618	0.8840
2.618	0.8714
4.250	0.8509

Fisher Pivots for day following 13-Nov-2007
Pivot	1 day	3 day
R1	0.9107	0.9059
PP	0.9095	0.9046
S1	0.9084	0.9033

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

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