CME Japanese Yen Future December 2007

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

Day Change Summary
	Previous	Current
	05-Dec-2007	06-Dec-2007	Change	Change %	Previous Week
Open	0.9115	0.9029	-0.0086	-0.9%	0.9265
High	0.9123	0.9048	-0.0075	-0.8%	0.9350
Low	0.9023	0.8980	-0.0043	-0.5%	0.9004
Close	0.9056	0.8985	-0.0071	-0.8%	0.9012
Range	0.0100	0.0068	-0.0032	-32.0%	0.0346
ATR	0.0111	0.0108	-0.0002	-2.2%	0.0000
Volume	111,814	90,971	-20,843	-18.6%	684,454

Daily Pivots for day following 06-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9208	0.9165	0.9022
R3	0.9140	0.9097	0.9004
R2	0.9072	0.9072	0.8997
R1	0.9029	0.9029	0.8991	0.9017
PP	0.9004	0.9004	0.9004	0.8998
S1	0.8961	0.8961	0.8979	0.8949
S2	0.8936	0.8936	0.8973
S3	0.8868	0.8893	0.8966
S4	0.8800	0.8825	0.8948

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0160	0.9932	0.9202
R3	0.9814	0.9586	0.9107
R2	0.9468	0.9468	0.9075
R1	0.9240	0.9240	0.9044	0.9181
PP	0.9122	0.9122	0.9122	0.9093
S1	0.8894	0.8894	0.8980	0.8835
S2	0.8776	0.8776	0.8949
S3	0.8430	0.8548	0.8917
S4	0.8084	0.8202	0.8822

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9142	0.8980	0.0162	1.8%	0.0092	1.0%	3%	False	True	102,618
10	0.9350	0.8980	0.0370	4.1%	0.0115	1.3%	1%	False	True	115,351
20	0.9350	0.8856	0.0494	5.5%	0.0122	1.4%	26%	False	False	123,858
40	0.9350	0.8529	0.0821	9.1%	0.0101	1.1%	56%	False	False	121,975
60	0.9350	0.8529	0.0821	9.1%	0.0094	1.0%	56%	False	False	115,143
80	0.9350	0.8529	0.0821	9.1%	0.0099	1.1%	56%	False	False	88,737
100	0.9350	0.8322	0.1028	11.4%	0.0094	1.0%	64%	False	False	71,043
120	0.9350	0.8235	0.1115	12.4%	0.0084	0.9%	67%	False	False	59,251

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9337
2.618	0.9226
1.618	0.9158
1.000	0.9116
0.618	0.9090
HIGH	0.9048
0.618	0.9022
0.500	0.9014
0.382	0.9006
LOW	0.8980
0.618	0.8938
1.000	0.8912
1.618	0.8870
2.618	0.8802
4.250	0.8691

Fisher Pivots for day following 06-Dec-2007
Pivot	1 day	3 day
R1	0.9014	0.9061
PP	0.9004	0.9036
S1	0.8995	0.9010

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

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