CME Japanese Yen Future March 2008

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	0.9181	0.9234	0.0053	0.6%	0.8846
High	0.9283	0.9240	-0.0043	-0.5%	0.9170
Low	0.9155	0.9140	-0.0015	-0.2%	0.8842
Close	0.9211	0.9161	-0.0050	-0.5%	0.9142
Range	0.0128	0.0100	-0.0028	-21.9%	0.0328
ATR	0.0079	0.0081	0.0001	1.9%	0.0000
Volume	850	576	-274	-32.2%	3,389

Daily Pivots for day following 13-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9480	0.9421	0.9216
R3	0.9380	0.9321	0.9189
R2	0.9280	0.9280	0.9179
R1	0.9221	0.9221	0.9170	0.9201
PP	0.9180	0.9180	0.9180	0.9170
S1	0.9121	0.9121	0.9152	0.9101
S2	0.9080	0.9080	0.9143
S3	0.8980	0.9021	0.9134
S4	0.8880	0.8921	0.9106

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0035	0.9917	0.9322
R3	0.9707	0.9589	0.9232
R2	0.9379	0.9379	0.9202
R1	0.9261	0.9261	0.9172	0.9320
PP	0.9051	0.9051	0.9051	0.9081
S1	0.8933	0.8933	0.9112	0.8992
S2	0.8723	0.8723	0.9082
S3	0.8395	0.8605	0.9052
S4	0.8067	0.8277	0.8962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9283	0.8845	0.0438	4.8%	0.0128	1.4%	72%	False	False	544
10	0.9283	0.8768	0.0515	5.6%	0.0096	1.0%	76%	False	False	541
20	0.9283	0.8685	0.0598	6.5%	0.0077	0.8%	80%	False	False	331
40	0.9283	0.8631	0.0652	7.1%	0.0061	0.7%	81%	False	False	399
60	0.9283	0.8631	0.0652	7.1%	0.0046	0.5%	81%	False	False	275
80	0.9283	0.8539	0.0744	8.1%	0.0037	0.4%	84%	False	False	209

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9665
2.618	0.9502
1.618	0.9402
1.000	0.9340
0.618	0.9302
HIGH	0.9240
0.618	0.9202
0.500	0.9190
0.382	0.9178
LOW	0.9140
0.618	0.9078
1.000	0.9040
1.618	0.8978
2.618	0.8878
4.250	0.8715

Fisher Pivots for day following 13-Nov-2007
Pivot	1 day	3 day
R1	0.9190	0.9153
PP	0.9180	0.9145
S1	0.9171	0.9138

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

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