CME Japanese Yen Future December 2013

Trading Metrics calculated at close of trading on 05-Apr-2013

Day Change Summary
	Previous	Current
	04-Apr-2013	05-Apr-2013	Change	Change %	Previous Week
Open	1.0734	1.0407	-0.0327	-3.0%	1.0738
High	1.0734	1.0415	-0.0319	-3.0%	1.0800
Low	1.0410	1.0261	-0.0149	-1.4%	1.0261
Close	1.0425	1.0261	-0.0164	-1.6%	1.0261
Range	0.0324	0.0154	-0.0170	-52.5%	0.0539
ATR	0.0101	0.0105	0.0005	4.5%	0.0000
Volume	26	66	40	153.8%	101

Daily Pivots for day following 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0774	1.0672	1.0346
R3	1.0620	1.0518	1.0303
R2	1.0466	1.0466	1.0289
R1	1.0364	1.0364	1.0275	1.0338
PP	1.0312	1.0312	1.0312	1.0300
S1	1.0210	1.0210	1.0247	1.0184
S2	1.0158	1.0158	1.0233
S3	1.0004	1.0056	1.0219
S4	0.9850	0.9902	1.0176

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.2058	1.1698	1.0557
R3	1.1519	1.1159	1.0409
R2	1.0980	1.0980	1.0360
R1	1.0620	1.0620	1.0310	1.0531
PP	1.0441	1.0441	1.0441	1.0396
S1	1.0081	1.0081	1.0212	0.9992
S2	0.9902	0.9902	1.0162
S3	0.9363	0.9542	1.0113
S4	0.8824	0.9003	0.9965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0800	1.0261	0.0539	5.3%	0.0127	1.2%	0%	False	True	20
10	1.0800	1.0261	0.0539	5.3%	0.0094	0.9%	0%	False	True	13
20	1.0800	1.0261	0.0539	5.3%	0.0075	0.7%	0%	False	True	13
40	1.1000	1.0261	0.0739	7.2%	0.0070	0.7%	0%	False	True	12

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1070
2.618	1.0818
1.618	1.0664
1.000	1.0569
0.618	1.0510
HIGH	1.0415
0.618	1.0356
0.500	1.0338
0.382	1.0320
LOW	1.0261
0.618	1.0166
1.000	1.0107
1.618	1.0012
2.618	0.9858
4.250	0.9607

Fisher Pivots for day following 05-Apr-2013
Pivot	1 day	3 day
R1	1.0338	1.0530
PP	1.0312	1.0440
S1	1.0287	1.0351

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

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