CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 24-Dec-2007

Day Change Summary
	Previous	Current
	21-Dec-2007	24-Dec-2007	Change	Change %	Previous Week
Open	0.8917	0.8849	-0.0068	-0.8%	0.8918
High	0.8935	0.8855	-0.0080	-0.9%	0.8963
Low	0.8830	0.8813	-0.0017	-0.2%	0.8830
Close	0.8849	0.8818	-0.0031	-0.4%	0.8849
Range	0.0105	0.0042	-0.0063	-60.0%	0.0133
ATR	0.0089	0.0085	-0.0003	-3.8%	0.0000
Volume	92,931	13,878	-79,053	-85.1%	382,728

Daily Pivots for day following 24-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8955	0.8928	0.8841
R3	0.8913	0.8886	0.8830
R2	0.8871	0.8871	0.8826
R1	0.8844	0.8844	0.8822	0.8837
PP	0.8829	0.8829	0.8829	0.8825
S1	0.8802	0.8802	0.8814	0.8795
S2	0.8787	0.8787	0.8810
S3	0.8745	0.8760	0.8806
S4	0.8703	0.8718	0.8795

Weekly Pivots for week ending 21-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9280	0.9197	0.8922
R3	0.9147	0.9064	0.8886
R2	0.9014	0.9014	0.8873
R1	0.8931	0.8931	0.8861	0.8906
PP	0.8881	0.8881	0.8881	0.8868
S1	0.8798	0.8798	0.8837	0.8773
S2	0.8748	0.8748	0.8825
S3	0.8615	0.8665	0.8812
S4	0.8482	0.8532	0.8776

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8963	0.8813	0.0150	1.7%	0.0064	0.7%	3%	False	True	66,111
10	0.9150	0.8813	0.0337	3.8%	0.0086	1.0%	1%	False	True	67,970
20	0.9431	0.8813	0.0618	7.0%	0.0089	1.0%	1%	False	True	36,062
40	0.9444	0.8768	0.0676	7.7%	0.0092	1.0%	7%	False	False	18,392
60	0.9444	0.8631	0.0813	9.2%	0.0077	0.9%	23%	False	False	12,298
80	0.9444	0.8631	0.0813	9.2%	0.0066	0.8%	23%	False	False	9,329
100	0.9444	0.8580	0.0864	9.8%	0.0057	0.6%	28%	False	False	7,468

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	0.0013
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9034
2.618	0.8965
1.618	0.8923
1.000	0.8897
0.618	0.8881
HIGH	0.8855
0.618	0.8839
0.500	0.8834
0.382	0.8829
LOW	0.8813
0.618	0.8787
1.000	0.8771
1.618	0.8745
2.618	0.8703
4.250	0.8635

Fisher Pivots for day following 24-Dec-2007
Pivot	1 day	3 day
R1	0.8834	0.8881
PP	0.8829	0.8860
S1	0.8823	0.8839

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

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