CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 31-Dec-2007

Day Change Summary
	Previous	Current
	28-Dec-2007	31-Dec-2007	Change	Change %	Previous Week
Open	0.8854	0.8965	0.0111	1.3%	0.8849
High	0.8981	0.9048	0.0067	0.7%	0.8981
Low	0.8839	0.8945	0.0106	1.2%	0.8792
Close	0.8936	0.9013	0.0077	0.9%	0.8936
Range	0.0142	0.0103	-0.0039	-27.5%	0.0189
ATR	0.0086	0.0088	0.0002	2.1%	0.0000
Volume	80,106	39,246	-40,860	-51.0%	189,134

Daily Pivots for day following 31-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9311	0.9265	0.9070
R3	0.9208	0.9162	0.9041
R2	0.9105	0.9105	0.9032
R1	0.9059	0.9059	0.9022	0.9082
PP	0.9002	0.9002	0.9002	0.9014
S1	0.8956	0.8956	0.9004	0.8979
S2	0.8899	0.8899	0.8994
S3	0.8796	0.8853	0.8985
S4	0.8693	0.8750	0.8956

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	0.9048	0.8792	0.0256	2.8%	0.0080	0.9%	86%	True	False	45,676
10	0.9048	0.8792	0.0256	2.8%	0.0074	0.8%	86%	True	False	61,110
20	0.9235	0.8792	0.0443	4.9%	0.0082	0.9%	50%	False	False	46,400
40	0.9444	0.8792	0.0652	7.2%	0.0095	1.0%	34%	False	False	23,738
60	0.9444	0.8631	0.0813	9.0%	0.0081	0.9%	47%	False	False	15,868
80	0.9444	0.8631	0.0813	9.0%	0.0071	0.8%	47%	False	False	12,009
100	0.9444	0.8631	0.0813	9.0%	0.0060	0.7%	47%	False	False	9,613
120	0.9444	0.8417	0.1027	11.4%	0.0050	0.6%	58%	False	False	8,012

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9486
2.618	0.9318
1.618	0.9215
1.000	0.9151
0.618	0.9112
HIGH	0.9048
0.618	0.9009
0.500	0.8997
0.382	0.8984
LOW	0.8945
0.618	0.8881
1.000	0.8842
1.618	0.8778
2.618	0.8675
4.250	0.8507

Fisher Pivots for day following 31-Dec-2007
Pivot	1 day	3 day
R1	0.9008	0.8982
PP	0.9002	0.8951
S1	0.8997	0.8920

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

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