CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 20-Dec-2007

Day Change Summary
	Previous	Current
	19-Dec-2007	20-Dec-2007	Change	Change %	Previous Week
Open	0.8910	0.8906	-0.0004	0.0%	0.9062
High	0.8960	0.8948	-0.0012	-0.1%	0.9150
Low	0.8898	0.8901	0.0003	0.0%	0.8892
Close	0.8909	0.8927	0.0018	0.2%	0.8911
Range	0.0062	0.0047	-0.0015	-24.2%	0.0258
ATR	0.0091	0.0088	-0.0003	-3.4%	0.0000
Volume	77,535	76,157	-1,378	-1.8%	295,388

Daily Pivots for day following 20-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9066	0.9044	0.8953
R3	0.9019	0.8997	0.8940
R2	0.8972	0.8972	0.8936
R1	0.8950	0.8950	0.8931	0.8961
PP	0.8925	0.8925	0.8925	0.8931
S1	0.8903	0.8903	0.8923	0.8914
S2	0.8878	0.8878	0.8918
S3	0.8831	0.8856	0.8914
S4	0.8784	0.8809	0.8901

Weekly Pivots for week ending 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9758	0.9593	0.9053
R3	0.9500	0.9335	0.8982
R2	0.9242	0.9242	0.8958
R1	0.9077	0.9077	0.8935	0.9031
PP	0.8984	0.8984	0.8984	0.8961
S1	0.8819	0.8819	0.8887	0.8773
S2	0.8726	0.8726	0.8864
S3	0.8468	0.8561	0.8840
S4	0.8210	0.8303	0.8769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9002	0.8892	0.0110	1.2%	0.0068	0.8%	32%	False	False	73,844
10	0.9150	0.8892	0.0258	2.9%	0.0081	0.9%	14%	False	False	59,351
20	0.9444	0.8892	0.0552	6.2%	0.0096	1.1%	6%	False	False	30,831
40	0.9444	0.8768	0.0676	7.6%	0.0090	1.0%	24%	False	False	15,731
60	0.9444	0.8631	0.0813	9.1%	0.0077	0.9%	36%	False	False	10,519
80	0.9444	0.8631	0.0813	9.1%	0.0065	0.7%	36%	False	False	7,995
100	0.9444	0.8580	0.0864	9.7%	0.0055	0.6%	40%	False	False	6,400

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9148
2.618	0.9071
1.618	0.9024
1.000	0.8995
0.618	0.8977
HIGH	0.8948
0.618	0.8930
0.500	0.8925
0.382	0.8919
LOW	0.8901
0.618	0.8872
1.000	0.8854
1.618	0.8825
2.618	0.8778
4.250	0.8701

Fisher Pivots for day following 20-Dec-2007
Pivot	1 day	3 day
R1	0.8926	0.8931
PP	0.8925	0.8929
S1	0.8925	0.8928

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

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