CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 03-Dec-2007

Day Change Summary
	Previous	Current
	30-Nov-2007	03-Dec-2007	Change	Change %	Previous Week
Open	0.9214	0.9113	-0.0101	-1.1%	0.9350
High	0.9222	0.9188	-0.0034	-0.4%	0.9444
Low	0.9096	0.9110	0.0014	0.2%	0.9096
Close	0.9106	0.9160	0.0054	0.6%	0.9106
Range	0.0126	0.0078	-0.0048	-38.1%	0.0348
ATR	0.0101	0.0100	-0.0001	-1.4%	0.0000
Volume	1,352	1,912	560	41.4%	9,109

Daily Pivots for day following 03-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9387	0.9351	0.9203
R3	0.9309	0.9273	0.9181
R2	0.9231	0.9231	0.9174
R1	0.9195	0.9195	0.9167	0.9213
PP	0.9153	0.9153	0.9153	0.9162
S1	0.9117	0.9117	0.9153	0.9135
S2	0.9075	0.9075	0.9146
S3	0.8997	0.9039	0.9139
S4	0.8919	0.8961	0.9117

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0259	1.0031	0.9297
R3	0.9911	0.9683	0.9202
R2	0.9563	0.9563	0.9170
R1	0.9335	0.9335	0.9138	0.9275
PP	0.9215	0.9215	0.9215	0.9186
S1	0.8987	0.8987	0.9074	0.8927
S2	0.8867	0.8867	0.9042
S3	0.8519	0.8639	0.9010
S4	0.8171	0.8291	0.8915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9431	0.9096	0.0335	3.7%	0.0117	1.3%	19%	False	False	1,930
10	0.9444	0.9096	0.0348	3.8%	0.0112	1.2%	18%	False	False	1,386
20	0.9444	0.8842	0.0602	6.6%	0.0109	1.2%	53%	False	False	1,097
40	0.9444	0.8631	0.0813	8.9%	0.0081	0.9%	65%	False	False	644
60	0.9444	0.8631	0.0813	8.9%	0.0068	0.7%	65%	False	False	577
80	0.9444	0.8631	0.0813	8.9%	0.0056	0.6%	65%	False	False	440
100	0.9444	0.8417	0.1027	11.2%	0.0045	0.5%	72%	False	False	354

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9520
2.618	0.9392
1.618	0.9314
1.000	0.9266
0.618	0.9236
HIGH	0.9188
0.618	0.9158
0.500	0.9149
0.382	0.9140
LOW	0.9110
0.618	0.9062
1.000	0.9032
1.618	0.8984
2.618	0.8906
4.250	0.8779

Fisher Pivots for day following 03-Dec-2007
Pivot	1 day	3 day
R1	0.9156	0.9171
PP	0.9153	0.9167
S1	0.9149	0.9164

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

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