CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 22-Nov-2013

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	0.9966	0.9884	-0.0082	-0.8%	0.9974
High	0.9974	0.9910	-0.0064	-0.6%	1.0050
Low	0.9872	0.9873	0.0001	0.0%	0.9872
Close	0.9898	0.9877	-0.0021	-0.2%	0.9877
Range	0.0102	0.0037	-0.0065	-63.7%	0.0178
ATR	0.0070	0.0068	-0.0002	-3.4%	0.0000
Volume	566	680	114	20.1%	2,481

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9998	0.9974	0.9897
R3	0.9961	0.9937	0.9887
R2	0.9924	0.9924	0.9884
R1	0.9900	0.9900	0.9880	0.9894
PP	0.9887	0.9887	0.9887	0.9883
S1	0.9863	0.9863	0.9874	0.9857
S2	0.9850	0.9850	0.9870
S3	0.9813	0.9826	0.9867
S4	0.9776	0.9789	0.9857

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0467	1.0350	0.9975
R3	1.0289	1.0172	0.9926
R2	1.0111	1.0111	0.9910
R1	0.9994	0.9994	0.9893	0.9964
PP	0.9933	0.9933	0.9933	0.9918
S1	0.9816	0.9816	0.9861	0.9786
S2	0.9755	0.9755	0.9844
S3	0.9577	0.9638	0.9828
S4	0.9399	0.9460	0.9779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0050	0.9872	0.0178	1.8%	0.0060	0.6%	3%	False	False	496
10	1.0115	0.9872	0.0243	2.5%	0.0061	0.6%	2%	False	False	449
20	1.0267	0.9872	0.0395	4.0%	0.0063	0.6%	1%	False	False	305
40	1.0358	0.9872	0.0486	4.9%	0.0064	0.6%	1%	False	False	208
60	1.0358	0.9872	0.0486	4.9%	0.0061	0.6%	1%	False	False	160
80	1.0398	0.9872	0.0526	5.3%	0.0050	0.5%	1%	False	False	121
100	1.0398	0.9872	0.0526	5.3%	0.0044	0.4%	1%	False	False	98
120	1.0643	0.9872	0.0771	7.8%	0.0047	0.5%	1%	False	False	83

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0067
2.618	1.0007
1.618	0.9970
1.000	0.9947
0.618	0.9933
HIGH	0.9910
0.618	0.9896
0.500	0.9892
0.382	0.9887
LOW	0.9873
0.618	0.9850
1.000	0.9836
1.618	0.9813
2.618	0.9776
4.250	0.9716

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	0.9892	0.9948
PP	0.9887	0.9924
S1	0.9882	0.9901

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

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