CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 16-Jun-2008

Day Change Summary
	Previous	Current
	13-Jun-2008	16-Jun-2008	Change	Change %	Previous Week
Open	0.9268	0.9255	-0.0013	-0.1%	0.9558
High	0.9289	0.9266	-0.0023	-0.2%	0.9582
Low	0.9216	0.9209	-0.0007	-0.1%	0.9216
Close	0.9242	0.9238	-0.0004	0.0%	0.9242
Range	0.0073	0.0057	-0.0016	-21.9%	0.0366
ATR	0.0116	0.0112	-0.0004	-3.6%	0.0000
Volume	89,916	54,963	-34,953	-38.9%	726,220

Daily Pivots for day following 16-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9409	0.9380	0.9269
R3	0.9352	0.9323	0.9254
R2	0.9295	0.9295	0.9248
R1	0.9266	0.9266	0.9243	0.9252
PP	0.9238	0.9238	0.9238	0.9231
S1	0.9209	0.9209	0.9233	0.9195
S2	0.9181	0.9181	0.9228
S3	0.9124	0.9152	0.9222
S4	0.9067	0.9095	0.9207

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0445	1.0209	0.9443
R3	1.0079	0.9843	0.9343
R2	0.9713	0.9713	0.9309
R1	0.9477	0.9477	0.9276	0.9412
PP	0.9347	0.9347	0.9347	0.9314
S1	0.9111	0.9111	0.9208	0.9046
S2	0.8981	0.8981	0.9175
S3	0.8615	0.8745	0.9141
S4	0.8249	0.8379	0.9041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9416	0.9209	0.0207	2.2%	0.0091	1.0%	14%	False	True	128,029
10	0.9634	0.9209	0.0425	4.6%	0.0112	1.2%	7%	False	True	138,837
20	0.9744	0.9209	0.0535	5.8%	0.0110	1.2%	5%	False	True	129,886
40	0.9773	0.9209	0.0564	6.1%	0.0108	1.2%	5%	False	True	120,577
60	1.0187	0.9209	0.0978	10.6%	0.0121	1.3%	3%	False	True	118,304
80	1.0493	0.9209	0.1284	13.9%	0.0131	1.4%	2%	False	True	103,170
100	1.0493	0.9209	0.1284	13.9%	0.0121	1.3%	2%	False	True	82,583
120	1.0493	0.8882	0.1611	17.4%	0.0114	1.2%	22%	False	False	68,874

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9508
2.618	0.9415
1.618	0.9358
1.000	0.9323
0.618	0.9301
HIGH	0.9266
0.618	0.9244
0.500	0.9238
0.382	0.9231
LOW	0.9209
0.618	0.9174
1.000	0.9152
1.618	0.9117
2.618	0.9060
4.250	0.8967

Fisher Pivots for day following 16-Jun-2008
Pivot	1 day	3 day
R1	0.9238	0.9287
PP	0.9238	0.9270
S1	0.9238	0.9254

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

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