CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 22-Nov-2007

Day Change Summary
	Previous	Current
	21-Nov-2007	22-Nov-2007	Change	Change %	Previous Week
Open	0.9226	0.9327	0.0101	1.1%	0.9181
High	0.9347	0.9335	-0.0012	-0.1%	0.9283
Low	0.9217	0.9279	0.0062	0.7%	0.9079
Close	0.9324	0.9335	0.0011	0.1%	0.9148
Range	0.0130	0.0056	-0.0074	-56.9%	0.0204
ATR	0.0088	0.0086	-0.0002	-2.6%	0.0000
Volume	828	828	0	0.0%	4,253

Daily Pivots for day following 22-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9484	0.9466	0.9366
R3	0.9428	0.9410	0.9350
R2	0.9372	0.9372	0.9345
R1	0.9354	0.9354	0.9340	0.9363
PP	0.9316	0.9316	0.9316	0.9321
S1	0.9298	0.9298	0.9330	0.9307
S2	0.9260	0.9260	0.9325
S3	0.9204	0.9242	0.9320
S4	0.9148	0.9186	0.9304

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9669	0.9260
R3	0.9578	0.9465	0.9204
R2	0.9374	0.9374	0.9185
R1	0.9261	0.9261	0.9167	0.9216
PP	0.9170	0.9170	0.9170	0.9147
S1	0.9057	0.9057	0.9129	0.9012
S2	0.8966	0.8966	0.9111
S3	0.8762	0.8853	0.9092
S4	0.8558	0.8649	0.9036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9347	0.9106	0.0241	2.6%	0.0095	1.0%	95%	False	False	1,113
10	0.9347	0.8992	0.0355	3.8%	0.0105	1.1%	97%	False	False	896
20	0.9347	0.8768	0.0579	6.2%	0.0085	0.9%	98%	False	False	632
40	0.9347	0.8631	0.0716	7.7%	0.0068	0.7%	98%	False	False	363
60	0.9347	0.8631	0.0716	7.7%	0.0054	0.6%	98%	False	False	383
80	0.9347	0.8580	0.0767	8.2%	0.0045	0.5%	98%	False	False	293

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	0.0014
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9573
2.618	0.9482
1.618	0.9426
1.000	0.9391
0.618	0.9370
HIGH	0.9335
0.618	0.9314
0.500	0.9307
0.382	0.9300
LOW	0.9279
0.618	0.9244
1.000	0.9223
1.618	0.9188
2.618	0.9132
4.250	0.9041

Fisher Pivots for day following 22-Nov-2007
Pivot	1 day	3 day
R1	0.9326	0.9309
PP	0.9316	0.9283
S1	0.9307	0.9257

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

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