CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 15-May-2008

Day Change Summary
	Previous	Current
	14-May-2008	15-May-2008	Change	Change %	Previous Week
Open	0.9572	0.9538	-0.0034	-0.4%	0.9529
High	0.9582	0.9592	0.0010	0.1%	0.9765
Low	0.9501	0.9513	0.0012	0.1%	0.9490
Close	0.9513	0.9562	0.0049	0.5%	0.9733
Range	0.0081	0.0079	-0.0002	-2.5%	0.0275
ATR	0.0121	0.0118	-0.0003	-2.5%	0.0000
Volume	128,988	103,550	-25,438	-19.7%	563,304

Daily Pivots for day following 15-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9793	0.9756	0.9605
R3	0.9714	0.9677	0.9584
R2	0.9635	0.9635	0.9576
R1	0.9598	0.9598	0.9569	0.9617
PP	0.9556	0.9556	0.9556	0.9565
S1	0.9519	0.9519	0.9555	0.9538
S2	0.9477	0.9477	0.9548
S3	0.9398	0.9440	0.9540
S4	0.9319	0.9361	0.9519

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0488	1.0385	0.9884
R3	1.0213	1.0110	0.9809
R2	0.9938	0.9938	0.9783
R1	0.9835	0.9835	0.9758	0.9887
PP	0.9663	0.9663	0.9663	0.9688
S1	0.9560	0.9560	0.9708	0.9612
S2	0.9388	0.9388	0.9683
S3	0.9113	0.9285	0.9657
S4	0.8838	0.9010	0.9582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9770	0.9501	0.0269	2.8%	0.0114	1.2%	23%	False	False	124,836
10	0.9770	0.9484	0.0286	3.0%	0.0111	1.2%	27%	False	False	113,919
20	0.9814	0.9484	0.0330	3.5%	0.0111	1.2%	24%	False	False	112,746
40	1.0200	0.9484	0.0716	7.5%	0.0127	1.3%	11%	False	False	114,532
60	1.0493	0.9307	0.1186	12.4%	0.0137	1.4%	22%	False	False	92,687
80	1.0493	0.9287	0.1206	12.6%	0.0123	1.3%	23%	False	False	69,576
100	1.0493	0.8882	0.1611	16.8%	0.0114	1.2%	42%	False	False	55,718

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	0.0024
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9928
2.618	0.9799
1.618	0.9720
1.000	0.9671
0.618	0.9641
HIGH	0.9592
0.618	0.9562
0.500	0.9553
0.382	0.9543
LOW	0.9513
0.618	0.9464
1.000	0.9434
1.618	0.9385
2.618	0.9306
4.250	0.9177

Fisher Pivots for day following 15-May-2008
Pivot	1 day	3 day
R1	0.9559	0.9596
PP	0.9556	0.9585
S1	0.9553	0.9573

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

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