CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 29-Nov-2007

Day Change Summary
	Previous	Current
	28-Nov-2007	29-Nov-2007	Change	Change %	Previous Week
Open	0.9204	0.9115	-0.0089	-1.0%	0.9050
High	0.9257	0.9153	-0.0104	-1.1%	0.9322
Low	0.9073	0.9083	0.0010	0.1%	0.9032
Close	0.9114	0.9123	0.0009	0.1%	0.9261
Range	0.0184	0.0070	-0.0114	-62.0%	0.0290
ATR	0.0119	0.0115	-0.0003	-2.9%	0.0000
Volume	165,970	124,653	-41,317	-24.9%	458,317

Daily Pivots for day following 29-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9330	0.9296	0.9162
R3	0.9260	0.9226	0.9142
R2	0.9190	0.9190	0.9136
R1	0.9156	0.9156	0.9129	0.9173
PP	0.9120	0.9120	0.9120	0.9128
S1	0.9086	0.9086	0.9117	0.9103
S2	0.9050	0.9050	0.9110
S3	0.8980	0.9016	0.9104
S4	0.8910	0.8946	0.9085

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0075	0.9958	0.9421
R3	0.9785	0.9668	0.9341
R2	0.9495	0.9495	0.9314
R1	0.9378	0.9378	0.9288	0.9437
PP	0.9205	0.9205	0.9205	0.9234
S1	0.9088	0.9088	0.9234	0.9147
S2	0.8915	0.8915	0.9208
S3	0.8625	0.8798	0.9181
S4	0.8335	0.8508	0.9102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9350	0.9073	0.0277	3.0%	0.0138	1.5%	18%	False	False	128,084
10	0.9350	0.8984	0.0366	4.0%	0.0129	1.4%	38%	False	False	129,184
20	0.9350	0.8669	0.0681	7.5%	0.0122	1.3%	67%	False	False	136,369
40	0.9350	0.8529	0.0821	9.0%	0.0096	1.1%	72%	False	False	116,730
60	0.9350	0.8529	0.0821	9.0%	0.0094	1.0%	72%	False	False	109,318
80	0.9350	0.8489	0.0861	9.4%	0.0098	1.1%	74%	False	False	82,347
100	0.9350	0.8322	0.1028	11.3%	0.0091	1.0%	78%	False	False	65,914
120	0.9350	0.8235	0.1115	12.2%	0.0081	0.9%	80%	False	False	54,976

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	0.0031
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9451
2.618	0.9336
1.618	0.9266
1.000	0.9223
0.618	0.9196
HIGH	0.9153
0.618	0.9126
0.500	0.9118
0.382	0.9110
LOW	0.9083
0.618	0.9040
1.000	0.9013
1.618	0.8970
2.618	0.8900
4.250	0.8786

Fisher Pivots for day following 29-Nov-2007
Pivot	1 day	3 day
R1	0.9121	0.9208
PP	0.9120	0.9180
S1	0.9118	0.9151

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

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