CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	0.9881	0.9791	-0.0090	-0.9%	0.9877
High	0.9883	0.9816	-0.0067	-0.7%	0.9891
Low	0.9777	0.9753	-0.0024	-0.2%	0.9753
Close	0.9799	0.9767	-0.0032	-0.3%	0.9767
Range	0.0106	0.0063	-0.0043	-40.6%	0.0138
ATR	0.0069	0.0069	0.0000	-0.7%	0.0000
Volume	920	1,011	91	9.9%	8,696

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9968	0.9930	0.9802
R3	0.9905	0.9867	0.9784
R2	0.9842	0.9842	0.9779
R1	0.9804	0.9804	0.9773	0.9792
PP	0.9779	0.9779	0.9779	0.9772
S1	0.9741	0.9741	0.9761	0.9729
S2	0.9716	0.9716	0.9755
S3	0.9653	0.9678	0.9750
S4	0.9590	0.9615	0.9732

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0218	1.0130	0.9843
R3	1.0080	0.9992	0.9805
R2	0.9942	0.9942	0.9792
R1	0.9854	0.9854	0.9780	0.9829
PP	0.9804	0.9804	0.9804	0.9791
S1	0.9716	0.9716	0.9754	0.9691
S2	0.9666	0.9666	0.9742
S3	0.9528	0.9578	0.9729
S4	0.9390	0.9440	0.9691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9910	0.9753	0.0157	1.6%	0.0064	0.7%	9%	False	True	1,875
10	1.0050	0.9753	0.0297	3.0%	0.0063	0.6%	5%	False	True	1,184
20	1.0250	0.9753	0.0497	5.1%	0.0070	0.7%	3%	False	True	731
40	1.0358	0.9753	0.0605	6.2%	0.0062	0.6%	2%	False	True	415
60	1.0358	0.9753	0.0605	6.2%	0.0064	0.7%	2%	False	True	304
80	1.0398	0.9753	0.0645	6.6%	0.0052	0.5%	2%	False	True	229
100	1.0398	0.9753	0.0645	6.6%	0.0046	0.5%	2%	False	True	185
120	1.0643	0.9753	0.0890	9.1%	0.0045	0.5%	2%	False	True	155

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0084
2.618	0.9981
1.618	0.9918
1.000	0.9879
0.618	0.9855
HIGH	0.9816
0.618	0.9792
0.500	0.9785
0.382	0.9777
LOW	0.9753
0.618	0.9714
1.000	0.9690
1.618	0.9651
2.618	0.9588
4.250	0.9485

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	0.9785	0.9822
PP	0.9779	0.9803
S1	0.9773	0.9785

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

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