CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	1.0020	0.9999	-0.0021	-0.2%	1.0095
High	1.0050	1.0023	-0.0027	-0.3%	1.0115
Low	0.9983	0.9985	0.0002	0.0%	0.9965
Close	0.9988	0.9998	0.0010	0.1%	0.9985
Range	0.0067	0.0038	-0.0029	-43.3%	0.0150
ATR	0.0068	0.0066	-0.0002	-3.1%	0.0000
Volume	318	618	300	94.3%	2,009

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0116	1.0095	1.0019
R3	1.0078	1.0057	1.0008
R2	1.0040	1.0040	1.0005
R1	1.0019	1.0019	1.0001	1.0011
PP	1.0002	1.0002	1.0002	0.9998
S1	0.9981	0.9981	0.9995	0.9973
S2	0.9964	0.9964	0.9991
S3	0.9926	0.9943	0.9988
S4	0.9888	0.9905	0.9977

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0472	1.0378	1.0068
R3	1.0322	1.0228	1.0026
R2	1.0172	1.0172	1.0013
R1	1.0078	1.0078	0.9999	1.0050
PP	1.0022	1.0022	1.0022	1.0008
S1	0.9928	0.9928	0.9971	0.9900
S2	0.9872	0.9872	0.9958
S3	0.9722	0.9778	0.9944
S4	0.9572	0.9628	0.9903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0093	0.9965	0.0128	1.3%	0.0061	0.6%	26%	False	False	428
10	1.0250	0.9965	0.0285	2.9%	0.0077	0.8%	12%	False	False	410
20	1.0318	0.9965	0.0353	3.5%	0.0060	0.6%	9%	False	False	248
40	1.0358	0.9965	0.0393	3.9%	0.0064	0.6%	8%	False	False	180
60	1.0358	0.9965	0.0393	3.9%	0.0060	0.6%	8%	False	False	139
80	1.0398	0.9965	0.0433	4.3%	0.0048	0.5%	8%	False	False	105
100	1.0398	0.9902	0.0496	5.0%	0.0043	0.4%	19%	False	False	86
120	1.0643	0.9902	0.0741	7.4%	0.0047	0.5%	13%	False	False	73

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0185
2.618	1.0122
1.618	1.0084
1.000	1.0061
0.618	1.0046
HIGH	1.0023
0.618	1.0008
0.500	1.0004
0.382	1.0000
LOW	0.9985
0.618	0.9962
1.000	0.9947
1.618	0.9924
2.618	0.9886
4.250	0.9824

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	1.0004	1.0010
PP	1.0002	1.0006
S1	1.0000	1.0002

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

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