CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 28-Dec-2007

Day Change Summary
	Previous	Current
	27-Dec-2007	28-Dec-2007	Change	Change %	Previous Week
Open	0.8827	0.8854	0.0027	0.3%	0.8849
High	0.8877	0.8981	0.0104	1.2%	0.8981
Low	0.8792	0.8839	0.0047	0.5%	0.8792
Close	0.8866	0.8936	0.0070	0.8%	0.8936
Range	0.0085	0.0142	0.0057	67.1%	0.0189
ATR	0.0082	0.0086	0.0004	5.2%	0.0000
Volume	68,257	80,106	11,849	17.4%	189,134

Daily Pivots for day following 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9345	0.9282	0.9014
R3	0.9203	0.9140	0.8975
R2	0.9061	0.9061	0.8962
R1	0.8998	0.8998	0.8949	0.9030
PP	0.8919	0.8919	0.8919	0.8934
S1	0.8856	0.8856	0.8923	0.8888
S2	0.8777	0.8777	0.8910
S3	0.8635	0.8714	0.8897
S4	0.8493	0.8572	0.8858

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9470	0.9392	0.9040
R3	0.9281	0.9203	0.8988
R2	0.9092	0.9092	0.8971
R1	0.9014	0.9014	0.8953	0.9053
PP	0.8903	0.8903	0.8903	0.8923
S1	0.8825	0.8825	0.8919	0.8864
S2	0.8714	0.8714	0.8901
S3	0.8525	0.8636	0.8884
S4	0.8336	0.8447	0.8832

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8981	0.8792	0.0189	2.1%	0.0081	0.9%	76%	True	False	56,413
10	0.9002	0.8792	0.0210	2.4%	0.0074	0.8%	69%	False	False	65,128
20	0.9235	0.8792	0.0443	5.0%	0.0083	0.9%	33%	False	False	44,505
40	0.9444	0.8792	0.0652	7.3%	0.0094	1.1%	22%	False	False	22,762
60	0.9444	0.8631	0.0813	9.1%	0.0080	0.9%	38%	False	False	15,214
80	0.9444	0.8631	0.0813	9.1%	0.0070	0.8%	38%	False	False	11,520
100	0.9444	0.8631	0.0813	9.1%	0.0059	0.7%	38%	False	False	9,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9585
2.618	0.9353
1.618	0.9211
1.000	0.9123
0.618	0.9069
HIGH	0.8981
0.618	0.8927
0.500	0.8910
0.382	0.8893
LOW	0.8839
0.618	0.8751
1.000	0.8697
1.618	0.8609
2.618	0.8467
4.250	0.8236

Fisher Pivots for day following 28-Dec-2007
Pivot	1 day	3 day
R1	0.8927	0.8920
PP	0.8919	0.8903
S1	0.8910	0.8887

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

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